A New Algorithm for the Higher-Order G-Transformation

Publication date 6 June 2017

Padé approximation (41A21) Extrapolation to the limit, deferred corrections (65B05) Numerical summation of series (65B10) Numerical integration (65D30)

Abstract: Let the scalars

A_{n}^{(j)}

be defined via the linear equations

A_l=A^{(j)}_n+sum^n_{k=1}�ar{alpha}_ku_{k+l-1}, l=j,j+1,ldots,j+n .

Here the

A_{i}

and

u_{i}

are known and the

are additional unknowns, and the quantities of interest are the

A_{n}^{(j)}

. This problem arises, for example, when one computes infinite-range integrals by the higher-order

G

-transformation of Gray, Atchison, and McWilliams. One efficient procedure for computing the

A_{n}^{(j)}

is the rs-algorithm of Pye and Atchison. In the present work, we develop yet another procedure that combines the FS-algorithm of Ford and Sidi and the qd-algorithm of Rutishauser, and we denote it the FS/qd-algorithm. We show that the FS/qd-algorithm has a smaller operation count than the rs-algorithm. We also show that the FS/qd algorithm can also be used to implement the transformation of Shanks, and compares very favorably with the

v a r e p s i l o n

-algorithm of Wynn that is normally used for this purpose.

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