Optimal linear contractive sequence transformations (Q1184107)

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Optimal linear contractive sequence transformations
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    Optimal linear contractive sequence transformations (English)
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    28 June 1992
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    The paper deals with application to real sequences \(S(i)\) \((i\geq 0)\) of transformations of the form \(T(a;k\mid S,n)=\sum a(\omega)S(n+\omega)\) \((0\leq \omega\leq k)\) where \(k>0\) is fixed and the \(a(\omega)\) are real. If the \(S(i)\) converge to \(L\) and real \(\alpha\), \(\beta\) exist such that \(\alpha\leq\{S(n+1)-L\}/\{S(n)-L\}\leq\beta\) for \(n\geq N\), \(N\) being finite, then \(\{T(a;k\mid S,n)-L\}/\{S(n)-L\}\leq \| a\|\) for \(n\geq N\) where, \(p(a\mid x)\) being the polynomial \(\sum a(\omega)x(1)\dots x(\omega)\) \((0\leq \omega\leq k)\), \(\| a\|\) is \(\max| p(a| x)|\) for \(x(1),\dots,x(k)\in[\alpha,\beta]\). An optimal transformation \(T(a;k| S,n)\) is thus obtained by determining that \(a\) for which \(\| a\|\) is minimal. Subject to various conditions upon \(\alpha\) and \(\beta\) (e.g. \(\alpha\leq 1\leq \beta,\dots,\alpha<\beta<0, \alpha\beta>1)\) the \(a\) in question and the associated value of \(\| a\|\) are obtained. The treatment is extended to the minimization of \(\{T(a;k\mid S,n)-L\}/\{S(n+k)-L\}\). Ancillary transformations cater for the case in which \(\alpha\) and \(\beta\) above are known to exist but their values are unknown.
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    optimal linear contractive sequence transformations
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    extrapolation methods
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