Scalar Levin-type sequence transformations

DOI10.1016/S0377-0427(00)00359-9MaRDI QIDQ1590780zbMATH OpenOpenAlexWikidataFDO

Authors Herbert H. H. Homeier

Publication date 21 December 2000

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0005209

zbMATH Keywords

convergence acceleration Levin type transformations numerical examples sequence transformations

Mathematics Subject Classification ID

Extrapolation to the limit, deferred corrections (65B05)

Abstract: Sequence transformations are important tools for the convergence acceleration of slowly convergent scalar sequences or series and for the summation of divergent series. Transformations that depend not only on the sequence elements or partial sums

s_{n}

but also on an auxiliary sequence of so-called remainder estimates

o m e g a_{n}

are of Levin-type if they are linear in the

s_{n}

, and nonlinear in the

o m e g a_{n}

. Known Levin-type sequence transformations are reviewed and put into a common theoretical framework. It is discussed how such transformations may be constructed by either a model sequence approach or by iteration of simple transformations. As illustration, two new sequence transformations are derived. Common properties and results on convergence acceleration and stability are given. For important special cases, extensions of the general results are presented. Also, guidelines for the application of Levin-type sequence transformations are discussed, and a few numerical examples are given.

Review text

The author presents a thorough review of certain methods to accelerate the convergence of slowly convergent sequences \(\{s_n\}\). Such methods transform \(\{s_n\}\) into a new sequence \(\{s_n'\}\) and are called of Levin type if \(\{s_n'\}\) is linear in \(\{s_n\}\) and nonlinear in terms of an auxiliary sequence \(\{\omega_n\}\) in which the asymptotic behavior of \(\{s_n\}\) is incorporated [cf. \textit{D. Levin}, Int. J. Computer Math. 3, 371-388 (1973; Zbl 0274.65004)]. Known methods (Aitken, Levin-Sidi) are special cases of these methods, and two new transformations are derived [cf. \textit{D. Levin} and \textit{A. Sidi}, Appl. Math. Comput. 9, 175-215 (1981; Zbl 0487.65003)]. The author also gives useful practical guidelines for applications of Levin-type transformations and presents several numerical examples, some of them from theoretical chemistry.

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