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 QIDQ1590791zbMATH OpenOpenAlexFDO

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

Aitken's process convergence rate epsilon algorithm numerical example theta algorithm

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.

Review text

The paper is concerned with double sequences \( f(i,k|z) ( i,k \geq 0) \) of functions obtained from partial sums \( f(i,0|z) = \{ \sum c(\tau) z^{\tau} |0 \leq \tau < i \} \). It is supposed that integers \( \xi(i,k) \geq 0 \) exist such that \[ f(i,k|z) \sim f(\xi(i,k),0|z) + z^{\xi(i,k)} g(i,k|z) \] where \( g(i,k|z) \) is associated with an ascending formal power series whose first coefficient \( d(i,k) \) differs from \( c(\xi(i,k)) \). For the cases in which the functions \( f \) are produced by repeated application of Aitken's process and by use of the epsilon- and theta-algorithms, recursions for the \( g(i,k|z) \) are given. Three remarks are perhaps in order. (a) In the case of the epsilon-algorithm, it follows from Satz 5.6 on p. 243 of \textit{O. Perron}'s book [Die Lehre von den Kettenbrüchen, Bd.\ II, Teubner (1957; Zbl 0077.06602)] that the difference \( d(i,k) - c(\xi(i,k)) \) is expressible as a quotient of two Hankel determinants. Such determinants satisfy a simple recursion, as do the ratios themselves: the cumbersome construction given in the paper may be discarded. Furthermore, when \[ c(\tau) = \Bigl\{ \prod \{ ( A - q^{\alpha + \nu }) / ( B - q^{\beta + \nu }) \} \mid 0 \leq \nu < \tau \Bigr\} \] the Hankel determinant quotients may be expressed in simple closed form of which there exist many special cases obtained by giving \( q \), \( A \), \( \alpha \), \( B \) and \( \beta \) particular values (one of the cases is that used as a numerical illustration in the paper). (b) In a numerical investigation it is supposed that \textit{ceteris paribus } a smaller value of the leading coefficient difference modulus \( |d(i,k) - c(\xi(i,k)) |\) implies a smaller value of \( |f(i,k|z) - C(z) |\), where \( C(z) \) is the sum associated with the power series having coefficients \( c \), but this may not be so. (c) For the numerical example chosen, corresponding repeated application of the epsilon-algorithm causes a dramatic increase in the rate of convergence (inclusion of this variant in the comparison would, of course, greatly have detracted from the interest of the results).

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