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In [[mathematics]] and [[numerical analysis]], in order to accelerate convergence of an [[alternating series]], [[Euler transform|Euler's transform]] can be computed as follows.
 
Compute a row of partial sums :
:<math>s_{0,k} = \sum_{n=0}^k(-1)^n a_n </math>
and form rows of averages between neighbors,
:<math> \, s_{j+1,k} = \frac{s_{j,k}+s_{j,k+1}}2 </math>
The first column <math>\scriptstyle s_{j,0}</math> then contains the partial sums of the Euler transform.
 
[[Adriaan van Wijngaarden]]'s contribution was to point out that it is better not to carry this procedure through to the very end, but to stop two-thirds of the way.<ref>[[Adriaan van Wijngaarden|A. van Wijngaarden]], in:  Cursus:  Wetenschappelijk Rekenen B, Proces Analyse, Stichting Mathematisch Centrum, (Amsterdam, 1965) pp. 51-60</ref> If  <math>\scriptstyle a_0,a_1, \ldots, a_{12} </math> are available, then <math> \scriptstyle s_{8,4} </math> is almost always a better approximation to the sum than <math>\scriptstyle  s\, _{12,0}. </math>
 
[[Leibniz formula for pi]], <math>\scriptstyle 1 - \frac 1 3 + \frac  1 5 - \frac 1 7 + \cdots = \frac \pi 4 = 0.7853981\ldots </math>, gives the partial sum <math>\scriptstyle  \,s_{0,12} = 0.8046006... (+2.4\%)</math>, the Euler transform partial sum <math>\scriptstyle  \,s_{12,0} = 0.7854002... (+2.6 \times 10^{-6})</math> and the van Wijngaarden result <math>\scriptstyle  \,s_{8,4} = 0.7853982... (+4.7 \times 10^{-8})</math> (relative errors are in round brackets).
 
<small>
1.00000000 0.66666667 0.86666667 0.72380952 0.83492063 0.74401154 0.82093462 0.75426795 0.81309148 0.76045990 0.80807895 0.76460069 0.80460069
0.83333333 0.76666667 0.79523810 0.77936508 0.78946609 0.78247308 0.78760129 0.78367972 0.78677569 0.78426943 0.78633982 0.78460069         
0.80000000 0.78095238 0.78730159 0.78441558 0.78596959 0.78503719 0.78564050 0.78522771 0.78552256 0.78530463 0.78547026                     
0.79047619 0.78412698 0.78585859 0.78519259 0.78550339 0.78533884 0.78543410 0.78537513 0.78541359 0.78538744                               
0.78730159 0.78499278 0.78552559 0.78534799 0.78542111 0.78538647 0.78540462 0.78539436 0.78540052                                           
0.78614719 0.78525919 0.78543679 0.78538455 0.78540379 0.78539555 0.78539949 0.78539744                                                     
0.78570319 0.78534799 0.78541067 0.78539417 0.78539967 0.78539752 0.78539847                                                                 
0.78552559 0.78537933 0.78540242 0.78539692 0.78539860 0.78539799                                                                           
0.78545246 0.78539087 0.78539967 0.78539776 0.78539829                                                                                       
0.78542166 0.78539527 0.78539871 0.78539803                                                                                                 
0.78540847 0.78539699 0.78539837                                                                                                             
0.78540273 0.78539768                                                                                                                       
0.78540021                     
This table results from the [[J (programming language)|J]] formula  'b11.8'8!:2-:&(}:+}.)^:n+/\(_1^n)*%1+2*n=.i.13 </small>
In many cases the diagonal terms do not converge in one cycle so process of averaging is to be repeated with diagonal terms by bringing them in a row. This will be needed in an geometric series with ratio -4. This process of successive averaging of the average of partial sum can be replaced by using formula to calculate the diagonal term.
 
== References ==
{{reflist}}
 
== See also==
[[Euler summation]]
 
{{DEFAULTSORT:Van Wijngaarden Transformation}}
[[Category:Mathematical series]]
[[Category:Numerical analysis]]

Latest revision as of 10:05, 18 October 2013

In mathematics and numerical analysis, in order to accelerate convergence of an alternating series, Euler's transform can be computed as follows.

Compute a row of partial sums :

s0,k=n=0k(1)nan

and form rows of averages between neighbors,

sj+1,k=sj,k+sj,k+12

The first column sj,0 then contains the partial sums of the Euler transform.

Adriaan van Wijngaarden's contribution was to point out that it is better not to carry this procedure through to the very end, but to stop two-thirds of the way.[1] If a0,a1,,a12 are available, then s8,4 is almost always a better approximation to the sum than s12,0.

Leibniz formula for pi, 113+1517+=π4=0.7853981, gives the partial sum s0,12=0.8046006...(+2.4%), the Euler transform partial sum s12,0=0.7854002...(+2.6×106) and the van Wijngaarden result s8,4=0.7853982...(+4.7×108) (relative errors are in round brackets).

1.00000000 0.66666667 0.86666667 0.72380952 0.83492063 0.74401154 0.82093462 0.75426795 0.81309148 0.76045990 0.80807895 0.76460069 0.80460069
0.83333333 0.76666667 0.79523810 0.77936508 0.78946609 0.78247308 0.78760129 0.78367972 0.78677569 0.78426943 0.78633982 0.78460069           
0.80000000 0.78095238 0.78730159 0.78441558 0.78596959 0.78503719 0.78564050 0.78522771 0.78552256 0.78530463 0.78547026                      
0.79047619 0.78412698 0.78585859 0.78519259 0.78550339 0.78533884 0.78543410 0.78537513 0.78541359 0.78538744                                 
0.78730159 0.78499278 0.78552559 0.78534799 0.78542111 0.78538647 0.78540462 0.78539436 0.78540052                                            
0.78614719 0.78525919 0.78543679 0.78538455 0.78540379 0.78539555 0.78539949 0.78539744                                                       
0.78570319 0.78534799 0.78541067 0.78539417 0.78539967 0.78539752 0.78539847                                                                  
0.78552559 0.78537933 0.78540242 0.78539692 0.78539860 0.78539799                                                                             
0.78545246 0.78539087 0.78539967 0.78539776 0.78539829                                                                                        
0.78542166 0.78539527 0.78539871 0.78539803                                                                                                   
0.78540847 0.78539699 0.78539837                                                                                                              
0.78540273 0.78539768                                                                                                                         
0.78540021                      

This table results from the J formula 'b11.8'8!:2-:&(}:+}.)^:n+/\(_1^n)*%1+2*n=.i.13 In many cases the diagonal terms do not converge in one cycle so process of averaging is to be repeated with diagonal terms by bringing them in a row. This will be needed in an geometric series with ratio -4. This process of successive averaging of the average of partial sum can be replaced by using formula to calculate the diagonal term.

References

43 year old Petroleum Engineer Harry from Deep River, usually spends time with hobbies and interests like renting movies, property developers in singapore new condominium and vehicle racing. Constantly enjoys going to destinations like Camino Real de Tierra Adentro.

See also

Euler summation

  1. A. van Wijngaarden, in: Cursus: Wetenschappelijk Rekenen B, Proces Analyse, Stichting Mathematisch Centrum, (Amsterdam, 1965) pp. 51-60