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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 :
and form rows of averages between neighbors,
The first column 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 are available, then is almost always a better approximation to the sum than
Leibniz formula for pi, , gives the partial sum , the Euler transform partial sum and the van Wijngaarden result (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
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See also
- ↑ A. van Wijngaarden, in: Cursus: Wetenschappelijk Rekenen B, Proces Analyse, Stichting Mathematisch Centrum, (Amsterdam, 1965) pp. 51-60