Shanks transformation

最新推荐文章于 2024-05-20 15:27:11 发布

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最新推荐文章于 2024-05-20 15:27:11 发布

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分类专栏：科学计算文章标签： Shanks变换序列加速

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转自:http://en.wikipedia.org/wiki/Shanks_transformation

Motivation

The Shanks transformation is motivated by the observation that — for larger $n$ — the partial sum $A_n$ quite often behaves approximately as^[2]

$A_n = A + \alpha q^n, \,$

with $|q|<1$ so that the sequence converges transiently to the series result $A$ for $n\to\infty.$ So for $n-1,$ $n$ and $n+1$ the respective partial sums are:

$A_{n-1} = A + \alpha q^{n-1} \quad , \qquad A_n = A + \alpha q^n \qquad \text{and} \qquad A_{n+1} = A + \alpha q^{n+1}.$

These three equations contain three unknowns: $A,$ $\alpha$ and $q.$ Solving for $A$ gives^[2]

$A = \frac{A_{n+1}\, A_{n-1}\, -\, A_n^2}{A_{n+1}-2A_n+A_{n-1}}.$

In the (exceptional) case that the denominator is equal to zero: then $A_n=A$ for all $n.$

Formulation

For a sequence $\left\{a_m\right\}_{m\in\mathbb{N}}$ the series

$A = \sum_{m=0}^\infty a_m\,$

is to be determined. First, the partial sum $A_n$ is defined as:

$A_n = \sum_{m=0}^n a_m\,$

and forms a new sequence $\left\{A_n\right\}_{n\in\mathbb{N}}$ . Provided the series converges, $A_n$ will approach in the limit to $A$ as $n\to\infty.$ The Shanks transformation $S(A_n)$ of the sequence $A_n$ is defined as^[2]^[3]

$S(A_n) = \frac{A_{n+1}\, A_{n-1}\, -\, A_n^2}{A_{n+1}-2A_n+A_{n-1}}$

and forms a new sequence. The sequence $S(A_n)$ often converges more rapidly than the sequence $A_n.$ Further speed-up may be obtained by repeated use of the Shanks transformation, by computing $S^2(A_n)=S(S(A_n)),$ $S^3(A_n)=S(S(S(A_n))),$ etc.

Note that the non-linear transformation as used in the Shanks transformation is of similar form as used in Aitken's delta-squared process. But while Aitken's method operates on the coefficients $\left\{a_m\right\}$ of the original sequence, the Shanks transformation operates on the partial sums $A_n.$

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Shanks transformation

转自:http://en.wikipedia.org/wiki/Shanks_transformationMotivationThe Shanks transformation is motivated by the observation that — for larger — the partial sum quite often behaves approximate
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