Prediction proberties of Aitken's iterated ^2 process, of Wynn's epsilon algorithm, and of Brezinski's iterated theta algorithm

DOI10.1016/S0377-0427(00)00363-0MaRDI QIDQ1590791zbMATHOpenAlexFDO

Authors Ernst Joachim Weniger

Publication date 29 November 2001

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

Full work available at URL https://arxiv.org/abs/math/0002111

zbMATH Keywords

convergence ratenumerical exampleepsilon algorithmtheta algorithmAitken's process

Mathematics Subject Classification ID

Convergence and divergence of continued fractions (40A15) Extrapolation to the limit, deferred corrections (65B05)

Abstract: The prediction properties of Aitken's iterated Delta^2 process, Wynn's epsilon algorithm, and Brezinski's iterated theta algorithm for (formal) power series are analyzed. As a first step, the defining recursive schemes of these transformations are suitably rearranged in order to permit the derivation of accuracy-through-order relationships. On the basis of these relationships, the rational approximants can be rewritten as a partial sum plus an appropriate transformation term. A Taylor expansion of such a transformation term, which is a rational function and which can be computed recursively, produces the predictions for those coefficients of the (formal) power series which were not used for the computation of the corresponding rational approximant.

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