Acceleration of Convergence of Some Infinite Sequences $\boldsymbol{\{A_n\}}$ Whose Asymptotic Expansions Involve Fractional Powers of $\boldsymbol{n}$ via the $\tilde{d}^{(m)}$ transformation
Avram Sidi

TL;DR
This paper presents the $ ilde{d}^{(m)}$ transformation, a method to accelerate convergence of infinite series and products with terms involving fractional powers, supported by implementation details and numerical examples.
Contribution
The paper introduces the $ ilde{d}^{(m)}$ transformation for convergence acceleration of series with fractional power asymptotics, including implementation and stability analysis.
Findings
Effective acceleration of series with fractional asymptotics.
Reliable accuracy assessment methods.
Numerical examples demonstrating high efficiency.
Abstract
In this paper, we discuss the application of the author's transformation to accelerate the convergence of infinite series when the terms have asymptotic expansions that can be expressed in the form We discuss the implementation of the transformation via the recursive W-algorithm of the author. We show how to apply this transformation and how to assess in a reliable way the accuracies of the approximations it produces, whether the series converge or they diverge. We classify the different cases that exhibit unique numerical stability issues in floating-point arithmetic. We show that the transformation can also be used efficiently to accelerate the…
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Taxonomy
TopicsIterative Methods for Nonlinear Equations · Numerical Methods and Algorithms · Mathematical and Theoretical Analysis
Acceleration of Convergence of Some Infinite Sequences Whose Asymptotic Expansions Involve Fractional Powers of via the Transformation
Avram Sidi
Computer Science Department
Technion - Israel Institute of Technology
Haifa 32000, Israel
E-mail: [email protected]
URL: http://www.cs.technion.ac.il/~asidi
(Appeared in: Numerical Algorithms, 85:1409–1445, 2020)
Abstract
In this paper, we discuss the application of the author’s transformation to accelerate the convergence of infinite series when the terms have asymptotic expansions that can be expressed in the form
[TABLE]
We discuss the implementation of the transformation via the recursive W-algorithm of the author. We show how to apply this transformation and how to assess in a reliable way the accuracies of the approximations it produces, whether the series converge or they diverge. We classify the different cases that exhibit unique numerical stability issues in floating-point arithmetic. We show that the transformation can also be used efficiently to accelerate the convergence of infinite products , where as , an integer. Finally, we give several numerical examples that attest the high efficiency of the transformation for the different cases.
Mathematics Subject Classification 2010: 40A05, 40A25, 40A20, 65B05, 65Bl0.
Keywords and expressions: Acceleration of convergence, extrapolation, infinite series, infinite products, asymptotic expansions, fractional powers, transformation, W-algorithm.
1 Introduction
The summation of infinite series , where the terms are in general complex and have asymptotic expansions (as ) involving powers of for positive integers , has been of some interest. Due to their complex analytical nature, however, the rigorous study of such series has been the subject of very few works. See Birkhoff [2] and Birkhoff and Trjitzinsky [3]. For a brief summary of these works, see Wimp [23], [24, Section 1.7].
In this work, we deal with those infinite series , whether convergent or divergent, for which belong to a class of sequences denoted . These series were first studied in detail in Sidi [18, Section 6.6], where an extrapolation method denoted the transformation to accelerate their convergence (actually, to accelerate the convergence of the sequence of the partial sums , ) was also developed. This transformation is very effective also when these series diverge; in such cases, it produces approximations to the antilimits of the series treated. Practically speaking, a sequence is in , being an integer, if has an asymptotic expansion that can be expressed in the form
[TABLE]
where
is the gamma function, 2. 2.
is an arbitrary integer, positive, negative, or zero, 3. 3.
is either identically zero or is a polynomial of degree at most in , expressed as in
[TABLE]
being real or complex constants,111Clearly, takes place when , 4. 4.
is an arbitrary real or complex number.
In the special case of , either with or , and (1.1) assumes the form
[TABLE]
with (i) if and (ii) if with . Here we note that the class is simply the class denoted , which is a special case and the simplest prototype of the collection of sequence classes , originally introduced in Levin and Sidi [10] and studied extensively in Sidi [18, Chapter 6].222The convergence of infinite series with , being arbitrary, can be accelerated efficiently by using the transformation of Levin and Sidi [10], which can be implemented very economically via the recursive W*(m)*-algorithm of Ford and Sidi [8]. All this is studied in detail also in Sidi [18, Chapters 6 and 7]. In this connection, we mention that the , , and transformations of Levin [9] and the transformation of Levin and Sidi [10] are very effective convergence acceleration methods for infinite series with .
In this work, we shall deal with the class , being arbitrary. We shall use the notation of [18, Section 6.6] throughout. Comparing (1.1)–(1.2) with (1.3), and judging also from Theorem 2.5, we realize that sequences in with have a richer and more interesting mathematical structure than those in . As will also be clear from the numerical examples in Section 5, depending on whether in (1.1) is such that
- (i)
and and , or
- (ii)
and , with and is arbitrary, or
- (iii)
and , with and for some , and is arbitrary, or
- (iv)
( or ) and is arbitrary [ or ], and is arbitrary, or
- (v)
is as in any one of the cases (i)–(iv) (with real ), multiplied by ,
the series exhibit different convergence and numerical stability properties when convergence acceleration methods are applied to them in finite-precision (floating-point) arithmetic. In addition, the series may converge or diverge.
The contents of this paper are arranged as follows: In the next section, we summarize the asymptotic properties of sequences in for arbitrary . In Section 3, (i) we recall the transformation, (ii) we recall the issue of assessing the numerical stability of the approximations generated by it, (iii) we recall the W-algorithm of Sidi [14] as it is used for implementing the transformation, and (iv) we discuss how the W-algorithm can be extended for assessing in a very simple way the numerical stability of the approximations generated by the transformation simultaneously with their computation in finite-precision arithmetic. In Section 4, we illustrate Theorem 2.6, which concerns the asymptotic behavior of the partial sums as , on the basis of which the transformation is developed, with some instructive examples. In Section 5, we illustrate with numerical examples of varying nature the remarkable effectiveness of the transformation on the series , where , whether these converge or diverge. We also show how the transformation can be tuned for best numerical results. In Section 6, we consider the use of the transformation for computing some infinite products , where , that is,
[TABLE]
We study the asymptotic behavior of the partial products as and conclude that the transformation can be applied very efficiently to accelerate the convergence of the sequence of the partial products. In Section 7, we give numerical examples that illustrate the efficiency of the transformation on such infinite products.
Presently, there is no numerical experience with the issue of convergence acceleration of the infinite series described above in their most general form, that is, with arbitrary , , , and . So far, the acceleration of the convergence of only a subset of such series, for which and and is convergent, has been considered in the literature; thus
[TABLE]
in this subset: Sablonnière [12] has studied the application of (i) the iterated modified -process and (ii) the iterated -algorithm of Brezinski [4], to the cases in which only. Van Tuyl [21], [22] has studied the application of (i) the iterated modified -process, (ii) the iterated transformation of Lubkin [11], (iii) the -algorithm of Brezinski [4], (iv) a generalization of the -algorithm of Wynn [25], (v) the and transformations of Levin [9], (vi) a generalization of the Neville table, and (vii) the transformation of Levin and Sidi [10]. The numerical results of [21] show that, with the exception of the and transformations, which are effective only when , the rest of the transformations are effective accelerators for all . (Note that the iterated -algorithm and iterated Lubkin transformation are identical.)
The modified -process is due to Drummond [7] (see also Brezinski and Redivo-Zaglia [5]), while the generalized -algorithm and the generalized Neville table are given in Van Tuyl [22]. For the -process, which is due to Aitken [1], see Stoer and Bulirsch [20, Chapter 5] and Sidi [18, Chapter 15], for example. For discussions of the methods mentioned above, see also [18, Chapters 6, 15, 19, 20].
We note that to apply the modified -process, the generalized -algorithm, and the generalized Neville table, we need to know in (1.5). This is not the case when applying the iterated transformation of Lubkin, the -algorithm, the transformation, and the transformation.
Before proceeding further, we would like to emphasize that the transformation can be formulated such that it will be applicable without any modification and with success to all infinite series where , with arbitrary , , and , which do not have to be known. This is a very important feature of the transformation and of this work.
Finally, we mention that the works [12] and [22] deal only with the convergence issue of the transformations discussed in them; they do not consider the important issue of numerical stability when using floating-point (finite-precision) arithmetic.333Note that most of the methods mentioned above suffer from lack of numerical stability when applied to infinite series with behaving as in (1.5). In addition, there is no reliable way to assess the floating-point accuracies of the approximations they produce. In our treatment of the transformation in Section 3 of this work, we emphasize this issue as follows: (i) we devise reliable zero-cost procedures for monitoring the numerical stability and predicting the maximum accuracy of the approximations produced at the time these are being computed and (ii) we overcome numerical instabilities by applying the transformation to properly sampled subsequences of the sequences of partial sums via arithmetic progression sampling (APS) or geometric progression sampling (GPS)— two automatic sampling procedures originally proposed in Ford and Sidi [8]—that have been shown to be very effective. These are two additional important features of this work that differentiate it from all previous works.
2 Preliminaries
2.1 The function class
We begin with the following definition:
Definition 2.1** ([18]****, Definition 6.6.1).**
A function defined for all large is in the set , being a positive integer, if it has a Poincaré-type asymptotic expansion of the form
[TABLE]
In addition, if in (2.1), then is said to belong to strictly. Here is complex in general.444Clearly, if , then , where .
Before going on, we state some properties of the sets , whose verification we leave to the reader. We make repeated use of these properties in Sections 4 and 6.
so that if , then, for any positive integer , but not strictly. Conversely, if but not strictly, then strictly for a unique positive integer . 2. 2.
If strictly, then . 3. 3.
If strictly, and for some arbitrary constants and , then strictly as well. 4. 4.
If , then as well. (This implies that the zero function is included in .) If and strictly for some positive integer , then strictly. 5. 5.
If and , then ; if, in addition, strictly, then . 6. 6.
If strictly, such that for all large , and we define , then strictly. 7. 7.
If strictly and strictly for some positive integer , such that for all large , and we define , then strictly. 8. 8.
If (strictly), and for an arbitrary constant , then (strictly) when . If , then .
Note that if , where , then is as in (1.5). Such sequences are therefore in the class .
The following theorem summarizes the summation properties of functions in . It is also useful in proving Theorem 2.4.
Theorem 2.2** ([18]****, Theorem 6.6.2).**
Let strictly for some with as , and define . Then
[TABLE]
where and are constants and .
If , then strictly, while if . 2. 2.
If then , and either (i) is the limit of as if , or (ii) is the antilimit of as if 3. 3.
If for some integer then .
Finally,
[TABLE]
Before ending this section, we also note that the sets are most important building blocks of sequences in the class , to which we turn next.
2.2 The sequence class
With the classes already defined, we now go on to define the sequence class .
Definition 2.3** ([18]****, Definition 6.6.3).**
A sequence belongs to the class if it satisfies a linear homogeneous difference equation of first order of the form with for some integer . Here ,
We begin with the following general result:
Theorem 2.4** ([18]****, Theorem 6.6.4).**
- (i)
Let such that strictly with in general complex. Then is of the form
[TABLE]
where is the gamma function and is a polynomial of degree at most in which we choose to write in the form
[TABLE]
and
[TABLE]
Given that with , we have
[TABLE]
where the are determined by via
[TABLE]
(Note that when .) 2. (ii)
The converse is also true, that is, if is as in (2.4)–(2.6), then with strictly. 3. (iii)
Finally, (a) if and only if and (b) and if and only if and .
Remark. Note that we can express (2.4) also in the form
[TABLE]
where
[TABLE]
Of course, when and when .
The next theorem gives necessary and sufficient conditions for a sequence to be in . In this sense, it is a characterization theorem for sequences in . Theorem 2.4 becomes useful in the proof.
Theorem 2.5** ([18]****, Theorem 6.6.5).**
A sequence is in if and only if its members satisfy with for some integer and as .555Thus, if is in and has an asymptotic expansion of the form as . Therefore, is as in (2.4)–(2.6) with , and this implies that with strictly, where and is an integer . With as , , we have the following specific cases:
When , , , and , which holds necessarily, we have or .
In this case, with . Hence , , . 2. 2.
When , , , and , , we have or .
In this case, , . 3. 3.
When , , we have or .
In this case, , , . 4. 4.
When , we have or .
In this case, , . 5. 5.
When , we have or .
In this case, , .
Of course, is in in all cases.
We now restrict our attention to the cases described in parts 1–4 of Theorem 2.5, for which the series (i) either converges (ii) or diverges but has an Abel sum or an Hadamard finite part that serves as the antilimit of as . (In part 5, the series always diverges and has no Abel sum or Hadamard finite part. It may have a Borel sum, however.)
In part 1, we assume that , as in part of Theorem 2.2. We have two cases to consider:
- •
If , converges.
- •
If , diverges but has an Hadamard finite part that serves as the antilimit of as . 2. 2.
In part 2, we assume the following two situations:
- •
or, equivalently, . In this case, converges for all . [If , then ; therefore, diverges for all .]
- •
or, equivalently, , .
- –
converges if .
- –
diverges if but has an Abel sum that serves as the antilimit of as . 3. 3.
In part 3, as in item 2, we assume the following two situations:
- •
or, equivalently, , which is equivalent to . In this case, converges for all . (If , which is equivalent to , diverges for all .)
- •
or, equivalently, , . (Note that we now have , in addition to .) We now have the following cases:
- –
converges if .
- –
diverges if but has an Abel sum that serves as the antilimit of as . 4. 4.
In part 4, we do not assume anything in addition to what is there. In this case, converges for all .
Remark: Note that in all the cases considered above, we have , with .
Theorem 2.6 that follows concerns the summation properties of sequences in and is the most important result that we use in developing the transformation. Its proof relies on Theorems 2.2, 2.4, and 2.5 and is quite involved. We continue to use the notation of Theorem 2.5 and .
Theorem 2.6** ([18]****, Theorem 6.6.6).**
Let for which the infinite series converges or diverges but has an Abel sum or Hadamard finite part. Then there exist a constant and a function strictly such that
[TABLE]
whether converges or not. Here is the sum of when the latter converges; otherwise, is the Abel sum or the Hadamard finite part of .
Remark: Before closing, we would like to mention that we can use the transformation for computing the sums of the two (trigonometric-type) series and with
[TABLE]
where and are real polynomials of degree at most in and is not necessarily real. Clearly, neither of the sequences or belongs to . The two sequences , where
[TABLE]
do belong to however. In view of this observation, we can now apply the transformation to the two series successfully. Clearly,
[TABLE]
In case is real, it is sufficient to apply the transformation to only since, in this case,
[TABLE]
3 The transformation
3.1 Derivation of the transformation
Consider now the cases in which Theorem 2.6 applies and (2.9) holds. Being in strictly, the function in (2.9) has the asymptotic expansion
[TABLE]
Consequently, (2.9) can be expressed as in
[TABLE]
We now go on to the development of the transformation : First, we truncate the infinite summation in (3.2) at the term , replace the asymptotic equality sign by the equality sign , and replace by and the by . Next, we choose positive integers , that are ordered as in
[TABLE]
and we set up the system of linear equations
[TABLE]
where when is known or is a known upper bound for . (Needless to say, if we know the exact value of , especially , we should use it. Since in all cases, we can always choose and be sure that the transformation will accelerate convergence successfully in all cases.)666 The choice results in the “universal” formulation of the transformation that is applicable in the presence of all that we mentioned in the paragraph preceding the last in Section 1. Here and a good choice in many cases is . As can be seen from (3.4), to compute , we need the first terms of the infinite series, namely, .
Note that the unknowns in (3.5) are and . Of these, is the approximation to and the are additional auxiliary unknowns. We call this procedure the transformation. This transformation is actually a generalized Richardson extrapolation method in the class GREP*(1), which is the simplest prototype of the generalized Richardson extrapolation procedure GREP(m)* of the author [13]; see also Sidi [18, Chapters 4–7].
The approximations can be arranged in a two-dimensional array as in Table 3.1. Note that ,
When , where is a nonnegative integer, the equations in (3.4) can be replaced by
[TABLE]
the solution for remaining the same as in (3.4). This amounts to adding to both sides of (3.4), and replacing by In our numerical examples, we have taken and used (3.5) to define . Note that now , in Table 3.1. Note also that, with in (3.5), we do not need any further information about and the parameters , , and in (1.1); mere knowledge of the fact that is in is sufficient for applying the transformation successfully.
Looking at how the approximations are placed in Table 3.1, we call the sequences (with fixed) column sequences. Similarly, we call the sequences (with fixed) diagonal sequences. The known theoretical results and numerical experience suggest that diagonal sequences have superior convergence properties and are much better than column sequences when the latter converge. Furthermore, numerical experience suggests that diagonal sequences converge to some antilimit when the series diverges. This can be proved rigorously at least in some cases. Normally, we look at the diagonal sequence .
We review some of the convergence theory pertaining to the transformation in subsection 3.5.
3.2 Assessing the numerical stability of the transformation
An important issue that is critical at times when computing the approximations is that of numerical stability in the presence of finite-precision arithmetic. We show how this can be tackled effectively next.
By Cramer’s rule on the linear system in (3.5), can be expressed in the form
[TABLE]
with some scalars that satisfy . As discussed in [18], the numerical stability of the computed in finite-precision arithmetic can be assessed reliably as follows: Denote the numerically computed and by and , respectively. Then , the actual numerical error in , satisfies
[TABLE]
The term is the exact (theoretical) error in and, assuming convergence, it tends to zero as or as . The term , however, remains a positive quantity, meaning that the computational error dominates the actual error in ; that is,
[TABLE]
We now consider two different but related approaches to the estimation of , hence to the estimation of the numerical stability:
Let us denote the absolute error in the computation of by ; thus . Then, assuming that the computed are not much different from the exact ones,777The explanation for this is twofold: (i) Numerical computations show this. (ii) What matters is not so much the exact value of in (3.9)–(3.12) and of in (3.14)–(3.18), but rather their orders of magnitude, as explained following (3.18) and as many numerical examples show very clearly. we have
[TABLE]
from which, we obtain
[TABLE]
where
[TABLE]
Consequently, in case of convergence, (3.8) becomes
[TABLE]
If the are computed with machine accuracy and the roundoff unit of the floating-point arithmetic being used is , then we have . In case the series converges, we have that the are approximately equal to, or of the same order as, . Therefore, (3.11) can be replaced by
[TABLE]
In such a case, if , where is a positive integer, then the relative error in is , that is, we can rely on of the significant figures of as being correct for or large.
Finally, by Theorem 7.2.3 in [18, p. 161],
[TABLE] 2. 2.
Let us denote the relative error in the computation of by ; thus . Then, assuming again that the computed are not much different from the exact ones, we have
[TABLE]
from which, we obtain
[TABLE]
where
[TABLE]
Consequently, in case of convergence, (3.8) becomes
[TABLE]
The bound in (3.16) is especially useful when is a divergent sequence (that is, when diverges) but the antilimit of exists and as or 888It is clear that (3.12) is useless when diverges.
If the are computed with machine accuracy, then we have , where is the roundoff unit of the floating-point arithmetic being used. In such a case, we have
[TABLE]
If we want to assess the relative error in , we simply divide the right-hand side of (3.17) by , obtaining
[TABLE]
as an estimate of the relative error in . If for some positive integer , then we can conclude that, as an approximation to , has approximately correct significant figures, close to convergence. Surprisingly, this seems to be the case also when the series diverges weakly or strongly.
Let us assume that the exact/theoretical diagonal sequence of approximations is converging to the limit or antilimit of the sequence . From our discussion above, the following conclusion can be reached concerning the numerically computed diagonal sequence of approximations : If the corresponding sequences and/or are increasing quickly, then the accuracy of is decreasing quickly, by (3.12) and/or (3.18). Thus may be improving (gaining more and more correct significant digits) for for some , and it deteriorates for in the sense that it eventually loses all of its correct significant digits; that is, adding more terms of the series in the extrapolation process does not help to improve the approximations . This is how numerical instability exhibits itself.
In subsection 3.4, we shall show how the and can be computed recursively and without having to know anything other than the sequence .
3.3 Choice of the
As is obvious from (3.12) and (3.18), the smaller and/or , the better the numerical stability, hence the accuracy, of the . This can be achieved by picking the integers in (3.4) and (3.5) in one of the following two forms:
Pick real numbers and and set
[TABLE]
We call this choice of the arithmetic progression sampling and denote it by APS for short. Clearly, , which implies that as , hence . Note also that
[TABLE]
whether is an integer or not. Of course, the simplest APS is one in which and , that is, , 2. 2.
Pick a real number and set
[TABLE]
We call this choice of the geometric progression sampling and denote it by GPS for short. In this case, we have (see Sidi [19, Section 3.4])
[TABLE]
where
[TABLE]
In addition, , which implies that increases as . Indeed, GPS generates a sequence of integers that satisfy for some positive constants , hence grow exponentially precisely like . When is an integer , then for all . Of course, we do not want to increase very fast as this means that we need a lot of the terms of the series in applying the transformation; therefore, we take , for example.
Remark: Note that the sequence of the integers generated by APS with noninteger is very closely an arithmetic sequence, while that generated by GPS with noninteger is very closely a geometric sequence.
In essentially the same form described here, APS (with integer and ) and GPS were originally suggested in Ford and Sidi [8, Appendix B]. For a detailed discussion of the subject, see Sidi [18, Chapter 10].
3.4 Recursive implementation via the W-algorithm
The W-algorithm of Sidi [14] and its extensions in [15] and [18, Section 7.2] can be used to implement GREP*(1)* and study its numerical stability very efficiently. Specifically, the approximations [with in (3.5)] and the and the , which are the quantities developed for assessing the numerical stability of the , can be computed very economically, and without having to determine either the in (3.5) or the in (3.6), as follows:
For compute
[TABLE] 2. 2.
For and compute
[TABLE] 3. 3.
For and compute
[TABLE]
Of course, the , , , and can be arranged in separate two-dimensional tables just like the in Table 3.1. For details, see [18, Section 7.2].
Here we have taken and used the definition given in (3.5); hence . If , then we should use the definition given in (3.4); therefore, should now be computed as .
Note that the input needed for computing and is precisely that used to compute ; nothing else is needed.
3.5 Some convergence results for the transformation
As already mentioned, the transformation is a GREP*(1), and the convergence properties of GREP(1)* are studied in detail in Sidi [15], [16], [17], and [18, Chapters 8, 9]. Powerful results on the convergence and stability of the transformation, as it is being applied to the cases in which , can thus be found in Sidi [18, Chapters 8, 9]:
- •
For the case , , that is, and , (mentioned in [18, Example 8.2.3]), see the theorems in [18, Chapter 8].
- •
For the cases or or , , (mentioned in [18, Example 9.2.3]), see the theorems in [18, Chapter 9].
Below, we state some convergence theorems that follow from those in [18]. Here we are assuming that the functions and are both infinitely differentiable as functions of in some interval , . The function is the one that appears in Theorem 2.6.
Theorem 3.1**.**
Let with . Then, the following are true:
The column sequences (with fixed ) obtained with both APS and GPS satisfy
[TABLE]
In addition, for APS and for GPS.999Thus, (i) for all if converges, that is, if , and (ii) for if diverges, that is, if , in which case, is the antilimit. 2. 2.
When is real, the diagonal sequences (with fixed ) obtained with GPS converge to whether converges or not. We actually have
[TABLE]
This result holds also when is complex, with , being an integer.101010At the present, we do not have a theorem that covers cases with complex when GPS is used with noninteger in (3.21).
Theorem 3.2**.**
Let , with , such that and .111111This means that tends to zero exponentially or behaves at worst like a fixed power of as . Choose via APS as , an integer. Then, the following are true:
Provided ,121212Note that only when is purely imaginary and is an integer multiple of . the column sequences (with fixed ) satisfy
[TABLE]
In addition, 2. 2.
Assume is real and of the form , that is, , real. Then, whether converges or not, the diagonal sequences (with fixed ) obtained via APS, with , converge to . We actually have
[TABLE]
In addition,
Remarks:
Note that, in both theorems, as by Theorem 2.6; thus our results in part 1 of both theorems show clearly that convergence acceleration is taking place as and also give precise quantifications of the acceleration. 2. 2.
In part 2 of both theorems, tends to zero as faster than any exponential function with . It is thus clear that both theorems show that convergence acceleration is taking place as .
4 Illustrative examples for Theorem 2.6
We now verify Theorem 2.6 in the form given in (3.1) with a few examples, to which we will return later in Section 5. The examples we choose are different kinds of telescoping series, both convergent and divergent, in which the limits or the antilimits are identified immediately. In these examples, we have two types of series:
[TABLE]
Remark. It seems to be quite difficult to find infinite series with simple with known sums. (Our efforts to find such series in the literature have not produced any positive result.) In view of this limitation, the examples we construct here as Type 1 and Type 2 series are very appropriate. As we will see shortly in Section 5, their limits or antilimits are simply , which are known quantities.
For simplicity, let us now take [see Theorem 2.4]
[TABLE]
Clearly,
- •
when , is convergent if and divergent if ,
- •
when , is always convergent, and
- •
when , is always divergent.
We now would like to verify/confirm that, for both types of series, the sequences are in ; that is, (i) the relevant are precisely of the form given in (1.1)–(1.2) and (ii) the partial sums satisfy (2.9) in Theorem 2.6.
4.1 Analysis of
We now analyze, in a unified manner, the asymptotic behavior of as , recalling (4.1) and (4.2). By the fact that
[TABLE]
we have
[TABLE]
Now, by the binomial theorem, for ,
[TABLE]
from which we have
[TABLE]
Thus
[TABLE]
and this gives
[TABLE]
Consequently,
[TABLE]
We now make use of this in the analysis of in the two types of series:
Type 1: By (4.5) and (4.1), we have , where
[TABLE]
Then we have the following:
[TABLE]
[TABLE]
[TABLE]
[TABLE] 2. 2.
Type 2: By (4.6) and (4.1), we have , where
[TABLE]
Then we have the following:
[TABLE]
[TABLE]
[TABLE]
Finally, let us write in the form
[TABLE]
where
[TABLE]
with the appropriate . Invoking (4.9)–(4.17) in (4.18)-(4.19), we conclude that
[TABLE]
[TABLE]
[TABLE]
[TABLE]
[TABLE]
Here we have made use of the fact that .
This completes the asymptotic analysis of in all the different situations. Clearly, for all the cases studied.
4.2 Analysis of
We now turn to the asymptotic analysis of . Let us first express (4.1) and (4.2), respectively, as in
[TABLE]
and
[TABLE]
Invoking now (i) for Type 1 and (ii) for Type 2, from (4.5) and (4.6), respectively, and invoking also (4.10)–(4.17), we obtain for both Type 1 and Type 2 series
[TABLE]
with assuming the following values:
For Type 1:
[TABLE]
For Type 2:
[TABLE]
These are clearly consistent with Theorem 2.6 when with either or and ; in such cases, the series converge. Of course, Theorem 2.6 does not directly apply to the (strongly) divergent cases for which or and , but seems to cover them too. It does so in the cases described in (4.1)–(4.3) we have just studied.
We would like to note that, in all the cases considered above, is the sum of the infinite series when this series converges, that is, when exists; it seems to be the antilimit of when does not exist, and numerical experiments confirm this assertion.
5 Numerical examples I
We have applied the transformation to various infinite series with for various values of and verified that it is an effective convergence accelerator.
In this section, we report numerical results obtained from fourteen different series with . Specifically, we treat several telescoping series of the types considered in the preceding section, namely, those with for Type 1 series and for Type 2 series, for which the limits or antilimits are known to be . We also treat examples of divergent series with unknown antilimits.131313For the divergent series considered here, we do not even know whether antilimits exist. The approximations , obtained by applying the transformation to these series seem definitely to converge, however. Thus, we can safely conclude that are the antilimits of these series, even though we do not know their nature. In our examples, we have both (i) and , (ii) and (with both and ), and (iii) and ; we observe different numerical stability issues depending on whether or not, or not, and in case , we observe different behavior whether or not. The fact that there are several different cases, each being convergent and divergent, and each having its own convergence and stability characteristics, accounts for the large number of the numerical examples we give in this section. Note that each example illustrates only one of the many different cases discussed in the preceding sections.
As mentioned earlier, we can replace in (3.5) by , that is, in the W-algorithm of subsection 3.4, and this is what we have done here.141414See footnote 6. This way we do not have to worry about the exact value of in (3.1). We also recall that, with in (3.5), we do not need any further information about and the parameters , , and in (1.1); mere knowledge of the fact that is in is sufficient for applying the transformation.
We have done all our computations using quadruple-precision arithmetic, for which the roundoff unit is . This means that the highest number of significant decimal digits we can have is about . In addition, if for some , then the number of correct significant figures in is about , close to convergence. The tables for our numerical examples amply demonstrate the correctness of this conclusion. We advise the reader to pay attention to this fact.
In all the examples, we first try the transformation with , which is the simplest and most immediate choice for the . As we will see, there are some slow convergence and numerical stability issues with some of these examples when the are chosen this way. We demonstrate that these two issues can be treated simultaneously in an effective way by using APS in some cases and GPS in some others. In addition, it will become obvious from our numerical results that the relative error assessments shown in (3.12) (with ) and in (3.18) (with ) are very reliable. This clearly demonstrates the relevance and importance of the and in assessing the accuracy of the numerical approximations to limits or antilimits. Again, the fact that the and can be obtained recursively via the W-algorithm, and simultaneously with the approximations , is really surprising.
We have applied APS with
[TABLE]
We have applied GPS with
[TABLE]
As usual, and , in the tables that accompany the examples. Recall also that is the number of the terms of the series used for constructing .
As a rule of thumb, we can reach the following conclusions:
- C1.
If , use GPS. 2. C2.
If , where (i.e. ), and , use GPS. 3. C3.
If , where (with ), and , use APS. 4. C4.
If , where , , and , use GPS. 5. C5.
If is as in any of the cases C1–C4 (with real ) multiplied by for all , use APS with , Note that, in these cases, in accordance with (3.13).
Of course, in all cases, we can try first. We use the classification C1–C5 in our examples below.
Remark: Before ending, we would like to re-emphasize the following points:
The only assumption we make when applying the transformation to is that the sequence is in for some ; no further information about the specific parameters [, , ] in the asymptotic expansion of as is needed or is being used in the computation. We are also using the most user-friendly definition of the transformation with , without having to know the exact . 2. 2.
The input needed for computing and is precisely that used to compute ; namely, the terms Nothing else is needed. Thus all three quantities can be computed simultaneously and efficiently by the recursive W-algorithm. 3. 3.
We also recall that when for some positive integer , we can conclude safely that, as an approximation to , has approximately correct significant figures, close to convergence. The numbers in the tables obtained from all of the examples below show this to be the case both (i) when the series converge, and also (ii) when they diverge, weakly or strongly.
To illustrate this important point, let us look at two of the (C2) examples below:
- •
In Example 5.3, for which the antilimit of the divergent series seems to be , we have the following: In Table 5.3a, , consistent with . In Table 5.3b, , consistent with .
- •
In Example 5.5, for which the antilimit of the divergent series seems to be , up to 18 decimal digits, we have the following: In Table 5.5a, , consistent with (the first 9 digits of ). In Table 5.5b, , consistent with (the first 18 digits of ).
Example 5.1**.**
Let , The series is in the C2 category and converges with limit . Table 5.1a contains results obtained by choosing , In Table 5.1b we present results obtained by choosing the using GPS with .
Example 5.2**.**
Let , The series is in the C2/C5 category and converges with limit . Table 5.2 contains results obtained by choosing ,
Example 5.3**.**
Let , The series is in the C2 category and diverges with apparent antilimit . Table 5.3a contains results obtained by choosing , In Table 5.3b we present results obtained by choosing the using GPS with .
Example 5.4**.**
Let , The series is in the C2/C5 category and diverges with apparent antilimit . Table 5.4 contains results obtained by choosing ,
Example 5.5**.**
Let , The series is in the C2 category and diverges, possibly with an antilimit that is not known. Table 5.5a contains results obtained by choosing , In Table 5.5b we present results obtained by choosing the using GPS with .
Example 5.6**.**
Let , The series is in the C2/C5 category and diverges, possibly with an antilimit that is not known. Table 5.6 contains results obtained by choosing ,
Example 5.7**.**
Let , The series is in the C3 category and converges with limit . Table 5.7a contains results obtained by choosing , In Table 5.7b we present results obtained by choosing the using APS with , thus ,
Example 5.8**.**
Let , The series is in the C3/C5 category and converges with limit . Table 5.8 contains results obtained by choosing ,
Example 5.9**.**
Let , The series is in the C3 category and converges to a limit that is not known. Table 5.9a contains results obtained by choosing , In Table 5.9b we present results obtained by choosing the using APS with , thus ,
Example 5.10**.**
Let , The series is in the C3/C5 category and diverges, possibly with an antilimit that is not known. Table 5.10 contains results obtained by choosing ,
Example 5.11**.**
Let , The series is in the C4 category and diverges with apparent antilimit . Table 5.11a contains results obtained by choosing , In Table 5.11b we present results obtained by choosing the using GPS with .
Example 5.12**.**
Let , The series is in the C4/C5 category and diverges with apparent antilimit . Table 5.12 contains results obtained by choosing ,
Example 5.13**.**
Let , The series is in the C4/C5 category and diverges, possibly with an antilimit that is not known. Table 5.13 contains results obtained by choosing ,
Example 5.14**.**
Let , The series is in the C1 category and diverges with an antilimit that is not known. Table 5.14a contains results obtained by choosing , In Table 5.14b we present results obtained by choosing the using GPS with . Note that and satisfies Theorem 2.2 with and the antilimit in (2.2), thus by part 1 of Theorem 2.5.
6 Application to computation of infinite products
The machinery of the class and the transformation treated above can also be used to accelerate the convergence of some infinite products, as discussed briefly in [18, Section 25.11]. Here we expand on the treatment of [18] considerably. We deal with convergent infinite products151515Recall that the infinite product is convergent if exists and is finite and nonzero. of the form
[TABLE]
Recall that the infinite product converges if and only if converges, which implies that , which in turn implies that since is an integer.
Let us define
[TABLE]
Then
[TABLE]
Now,
[TABLE]
Therefore,
[TABLE]
Applying to both sides of (6.4), we obtain
[TABLE]
which can be written as in
[TABLE]
Now, since strictly by (6.1), we also have strictly. In addition, . Therefore, strictly, implying that strictly. This means that by Definition 2.3. Consequently, the transformation can be applied to the sequence , hence to the series , successfully.
Let us now investigate the asymptotic nature of in more detail. We will be applying Theorem 2.4 for this purpose. From (6.5), we have, in addition to (6.6),
[TABLE]
which, making use of the fact that , we can also write as
[TABLE]
Again, since strictly by (6.1), we have also strictly, as a result of which, we conclude that strictly. In addition, since as , for some constant , we have as , and, therefore, as . Invoking also the fact that , we finally have that
[TABLE]
Thus Theorem 2.4 holds with and and . In addition, (2.8) in Theorem 2.4 gives and . Substituting all these into (2.7), we obtain , , which implies , and . As a result, (2.4) gives , strictly.
By part 1 of Theorem 2.5, satisfies (3.1) with . Therefore, Theorem 2.6 applies and we have the following result:
Theorem 6.1**.**
Consider the convergent infinite product with , strictly, being an integer. Let and and , Then
[TABLE]
Therefore, we also have
[TABLE]
The asymptotic equality in (6.11) shows a very slow convergence rate for the sequence of the partial products in the case being considered.
Before closing, we mention that acceleration of the convergence of infinite products with was first considered by Cohen and Levin [6], who use a method that is in the spirit of the transformation.
7 Numerical examples II
We have applied the transformation to infinite products with for various values of and verified that it is an effective convergence accelerator. We discuss one example with , for which is known, and one example with , for which is not known.
Example 7.1**.**
Let , Therefore, . It is known that Here we show the numerical results obtained by letting , for which we have
[TABLE]
Table 7.1a contains results obtained by choosing , In Table 7.1b we present results obtained by choosing the using GPS with .
Example 7.2**.**
Let , Therefore, . In this case, is not known. Table 7.2a contains results obtained by choosing , In Table 7.2b we present results obtained by choosing the using GPS with .
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- 3[3] G.D. Birkhoff and W.J. Trjitzinsky. Analytic theory of singular difference equations. Acta Math. , 60:1–89, 1932.
- 4[4] C. Brezinski. Généralisations de la transformation de Shanks, de la table de Padé, et de l’ ϵ italic-ϵ \epsilon -algorithme. Calcolo , 12:317–360, 1975.
- 5[5] C. Brezinski and M. Redivo-Zaglia. Extensions of Drummond’s process for convergence acceleration. Appl. Numer. Math. , 60:1231–1241, 2010.
- 6[6] A.M. Cohen and D. Levin. Accelerating infinite products. Numer. Algorithms , 22:157–165, 1999.
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