On a vectorized version of a generalized Richardson extrapolation process

Convergence and divergence of series and sequences (40A05) Approximation to limiting values (summation of series, etc.) (40A25) Extrapolation to the limit, deferred corrections (65B05)

Abstract: Let

x x_{m}

be a vector sequence that satisfies

xx_msim sss+sum^infty_{i=1}alpha_i gg_i(m)quad ext{as

m o i n f t y

},

s s s

being the limit or antilimit of

x x_{m}

and

{g g_{i} (m)}^{i} n f t y_{i = 1}

being an asymptotic scale as

m o i n f t y

, in the sense that

lim_{m oinfty}frac{|gg_{i+1}(m)|}{|gg_{i}(m)|}=0,quad i=1,2,ldots.

The vector sequences

{g g_{i} (m)}^{i} n f t y_{m = 0}

,

i = 1, 2, l d o t s,

are known, as well as

x x_{m}

. In this work, we analyze the convergence and convergence acceleration properties of a vectorized version of the generalized Richardson extrapolation process that is defined via the equations

sum^k_{i=1}�raket{yy,Deltagg_{i}(m)}widetilde{alpha}_i=�raket{yy,Deltaxx_m},quad nleq mleq n+k-1;quad sss_{n,k}=xx_n+sum^k_{i=1}widetilde{alpha}_igg_{i}(n),

s s s_{n, k}

being the approximation to

s s s

. Here

y y

is some nonzero vector,

is an inner product, such that

, and

D e l t a x x_{m} = x x_{m + 1} - x x_{m}

and

D e l t a g g_{i} (m) = g g_{i} (m + 1) - g g_{i} (m)

. By imposing a minimal number of reasonable additional conditions on the

g g_{i} (m)

, we show that the error

s s s_{n, k} - s s s

has a full asymptotic expansion as

n o i n f t y

. We also show that actual convergence acceleration takes place and we provide a complete classification of it.

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