The  paper presents  three  modifications  of the  Aitken  accelerator for slowly  or irregularly 
convergent  sequences.  The  first  proposal,  based  on  backward  extension  of  a  sequence, 
is  particularly  useful  if  a  small  number  of  regular  sequence  terms  is  known.  The  next 
two  procedures  - integral  exponential  and  hyperbolic - can  be  applied  to sequences  with 
irregular or  disturbed  convergence.  Numerical  examples  show  essential  error reduction of 
the limit  of sequences  under  consideration

Zieliński, A. P.

Życzkowski , M.

English

Periodica Polytechnica (Budapest University of Technology and Economics)

PERIODICA POLYTECHNICA SER. CIVIL ENG. VOL. 37, NO. 1, PP. 57-57 (1993) CERTAIN MODIFICATIONS OF AITKEN'S ACCELERATOR FOR SLOWLY CONVERGENT SEQUENCES A. P. ZIELINSKI and M. ZVCZKOWSKI Institute of Mechanics and Machine Design Cracow University of Technology 31155 Krak6w ut Warszawska 24. Poland Received: December 15, 1992 Abstract The paper presents three modifications of the j\.itken accelerator for or irr,oguia;riy convergent sequences. The first proposal, based on backward extension of a sequence, is particularly useful if a small number of regular sequence terms is known. The ne..1Ct two procedures integral exponential and hyperbolic - can be applied to sequences with irregular or disturbed convergence. Numerical examples show essential error reduction of the limit of sequences under consideration. Keywords: Aitken method, sequences, convergence. First proposals of procedures accelerating convergence of sequences are described to A. C.AITKEN [1] who calculated the approximate Jjrnit aA of a sequence Sn (converging to the exact limit a) with the help of the exponential curve: The limit aA can here be easily calculated from three consecutive sequence terms Yk == y(k) = Ski k = n -l,n,n+ 1: 2 Yn-lYn+l - Yn aA = Yn-l - 2Yn + Yn+l (2) This procedure has been generalized by D. Shanks [5] to the multiple non-linear transformation: Yn,l = Sni I 2 Yn-l,mYn+l,m T Yn,m Yn,m+l = Yn-l,m - 2Yn,m + Yn+l,m (3) In the system (3) the sequences for greater m converge for most cases faster than the basic sequence Sn. 58 A. P. ZIELIl~BKI and M. ZYCZKOWSKI Recently greater interest on this problem has been focused, because the majority of numerical results is given in the form of certain sequences. Many various procedures accelerating convergence of sequences have been formul::l.ted. They are gathered and discussed in detail by C. BREZINSKI [2-4] and J. WIMP [6]. The present paper proposes certain general modifications of the algo-rithms mentioned above. They can be applied to several terms of a regular, slowly convergent or even divergent sequence (Sec. 2) and to a sequence with disturbances (Sec. 3). 2. Backward Extension of Sequences The transformation (3) or any multiple procedure leads to a system which is generally called 'Shanks triangle' (Fig. 1) [5), In each column of this triangle the finite sequences have smaller number of terms. According to D. Shanks, for N terms of the given sequence (N being an odd number) the term YM,M (M = Nil) gives the best approximation of the sequence limit. Our first proposal consists in filling the right upper part of the system (the shaded area in Fig. 1) and regarding the term Yl,N as better approximation of the limit than YM,M. The calculation of Yl,N (N being here not necessarily odd) is possible after hypothetical 'backward' extension of the given sequence in the following way. Each sequence can be treated as a sequence of partial sums of a certain series (series of differences between the consecutive sequence terms). Hence, taking as an example the series: n 8n = Lak, k=l we can calculate the terms vrith smaller indices the subtraction: and extending this procedure to negative indices we obtain: 81 = aI, 80 = al - a1 = 0, 8-1 =0- ao = -ao, 8-2 = -ao - al. (4) (5) (6) CERTAIN MODIFICATIONS OF AITKEN'S ACCELERATOR S-5 = Y-51 S -4 = Y-41 S-3 = Y-31 S-2 = Y-21 S-l = Y-l1 So = YOl SI = Yll S2=Y21 Y22 S 3 = Y31 SI, = Y41 Y42 Ss = YS1 investigated area . . . {,s~~imation of the \/ ~~~Ording to Shanks 1////\' V Shanks triangle timi! Fig. 1. Shanks triangle 59 Negative terms can be formed in various ways, however, observation of typical algebraic series for n :5 0 suggested certain rules of their derivation. Table 1 presents four most characteristic types of backward extensions of the series. In the first two of them we observe symmetry or antisymmetry of the sequence (with respect to the index n = 1/2). In the next two - the characteristic value of the zero term: ao = 0 or ao = ±oo can be noticedj the remaining terms may then be formed in an arbitrary way as they do not affect the final approximation of the limit Yl,N' With the help of the Shanks formula (3) we can now build the triangles of convergence for all the types of backward extensions (Table 2). Comparing character of convergence of the given sequence and the se-quence of partial sums of the exemplary series (Table 1) we assume the par-ticular type of the backward extension. This comparison gives as a rule not a unique answer, however, satisfactory results can be obtained by applica-tion of different schemes. Small discrepancies between Yl,N calculated with 60 A. P. ZIEL!NSKI and M. ZYCZKOWSKI Table 1 Typical schemes of backward extensions BE Schemes Exemplory series backward extension- r-classical series definition ( type) l/: X )( l/: X Symboll Ok Sk )" So S2 S-2 S-l :::>1 BE1 0 0 = - 0 1 So= 0 I {2k~1)3 ~ ~ /0 ~ ~~ S_n = Sn 28 qn = - °n+1 27 27 BE2 00= 0 1 So= 0 ~ 1 ~ ~ Vo /, ?/ S_n = - Sn ~ (2k-l)1 .ill Q n = °n+1 9 9 0 0= or~~ So= 0 ~ ~V/ v: ~ BE3 I qn - orbitc S.n = or:~ -C><) -e><> 0 I 0 0 =0.!,SO=S.1=O ~ ~V/' v:~ BElt I {Zkk_ 1)3 27 0 I] 0 Qn - orbitr.lS.n_1- orbitr. 1 £ 27 27 the help of various types of backward extensions make the final result more reliable. Table 3 shows essential gains of the backward extensions proposed: BE4 gives the final error reduced 6 times, whereas BE2 - over 20 times. The structure of the triangles can have various forms depending on the scheme of the transformation (not necessarily (3) which is used in Table 2). For example, analogical triangles based on so called () -transformation [2] were also successfuily applied in the authors' investigations. All the numerical results obtained by the authors confirm that the application of the full triangle schemes to a small number of terms of any regular sequence considerably reduces the final error of calculations. On the other hand, for larger n the procedure can be less effective. 3. Integral Procedures In regular sequences the relation between their terms are also regular and the approximate limit can be obtained relatively exactly with the help of several seque~ce terms. However, in many engineering investigations the CERTAIN MODIFICATiONS OF AITKEN'S ACCELERATOR Table 2 Shanks transformation applied to various BE schemes. The results regarded as the best are shown in frames ~ 1 2 3 4 !=== -3 Y31 -2 Y21 Y22 ,,- -1 Y" Y,2 Y,3 W 0 I 0 Yr - Yl1 Y03 I Y04 CO 02-2 i- 1 Y" Y'2 V. I 2 Y21 Yn I 3 I Y31 -4 -Y~l -31 -Y31 I -Y32 -2 -Y21 I -Y22 -Y23 N -1 -Yl1 -Y,2 -Y'3 -Y'4 W 0 0 i CO <>0 <>0 o<l -L,j13 = Y221J14 = Y23 i- 1 Y'l Y,2 2 Y2i Y22 Y23 ./ 3 Y31 Yn 4 YI,I -21 0<) <>0 <>0 C><) -1 0<) <>0 <>0 C><) M 0 0 Y02 = Y,1 Y03 = Y12 104 = Y13 W !1l 1 Y,,/' Y,2 Yn /' -f-2 Y21 Y22 3 Y31 -4 ~41 -3 Y..31 Y-32 -2 Y-21 Y- 22 Y-23 .....j'" -1 0 0 0 0 W CO 0 0 0 0 I 0 f- 1 I Y" Yn Yn ~ 2 I Y21 Yn 3 I Y31 I 61 62 .~ 0 1 2 " J -_.', 4 5 6 A. P. ZIELINSKI and M. ZYCZKOWSKI Table 3 T(BE4) (upper results) and T(BE2) (lower results) applied to the series n ( l)k-l Sn = I: ~ with the limit L = In 2 = 0.69314718 k=l 1 2 3 4 5 6 0 0 0 0 0 O.OOcaJOOO = 00 00 = 00 0.7017543'9 0.EB271066 0.693230~k. 0.69315332, ')(,. 1. CXX:OOOOO 0.66660067 ~12;'t8 %. -O.62Qe°,{,o .0. 11'3&' .O.0Q8Q 0.70000cro Q69259259 0.69321937 0.69314902 '+42.7 %. -.58.X>c~ '9.687%" .0.6001 %0 .0.10'\ 1 "',,"co .CooZ7 %. 0.69322970 0.69315331 0.5000cxx:0 0.70000000 0,69259259 40.11Q',-OQ 'O.OOS8%. 0.69321937 0.69314902 -279.7 %" t 9.007 %0 -05001%0 .j.Q.1041 0/0<> "'0.0021 t>fc.,. 0.83333333 O.EE()L, 7619 0.69327731 0.69314013 +202.2. 0;'. -5.5S5°k .0.1977 0).,0 -0.0\02700 0.58333333 0.694444£'4 0.69310576 - \58.4 '700 +1.672%0 -o.osqe°A,.,. 0.70333333 10_69242424 -100.1 ob, -1.043°;'" 0.61666667 _\10.3 0 / 00 regularity of the results is considerably disturbed. It is visible not only for experimental data but also in more complicated numerical algorithms where regularity vanishes because of simplifications in the calculational process. In such cases the application in Eg. (2) of the sequence terms rela-tively distant one from another is one of possible ways of estimation of the sequence limit [8, 9] (the formula (2) is valid also for any equidistant se-quence terms). However, the limit obtained in this way considerably de-pends on the choice of these terms, especially in the cases of significant sin-gle disturbances. Such random choice of the control points (nodes) involves also unavoidable loss of information contained in the remaining terms of CERTAIN MODIFICATIONS OF AITKEN'S ACCELERATOR 63 y Pig. 2. Increments of the exponential function 1':4 = AAX + BA + CA exp( -!SAX) the sequence. The present section proposes certain integral procedures us-ing groups of the sequence terms instead of the single terms. The process of integration (summation) applied here smooths the disturbances mentioned above. Any sequence Sn can be treated as a discrete function y(ni) with an integer argument. Extension of the argument domain to real numbers (y(ni) -+ y(x)) makes possible integration of this function and approxima-tion of the integral by (7) resulting from integration of the function (1). The constants AA, BA, CA and "'A are to be found by leading the curve (7) through four equidistant points Y(ni)i i = 0,1,2,3. The sought estimation AA of the sequence limit a is here the tangent of the angle cf; of the function asymptote (Fig. 2). 64 A. P. ZIELINSKI and M. ZYCZKOWSKI The proportions = = where i = 0,1,2,3, (8) resulting from the properties of the curve (7), valid for equidistant ni lead to the quadratic equation: where ii = nl - no = n2 - nl = n3 - n2. The constants a, (3, / are the increments of the integral of the con-vergence function: nl n2 n3 J y(x)dx, (3 = J y(x )dx, 1= J y(x)dx. (10) no n2 In particular, they can be directly the sums of the respective groups of the sequence terms. The equation (9) has two real roots: (3 = (11) In a general case only the nrst root represents the approximation of the sequence limit. However, if simultaneously Cl: -7 (3 and / -7 ,13, also -7 and the second formula can be practically used. If n = 1 the root reduces to the form (2), therefore this expression can be considered as a T~caseCl:- # means variation of the integral, Le. the lack of the asynlptOGe. This relation suggests integral linearity of the sequence which means its accurateJ.y - the lack of its limit and antilimit [5]). The can also be to U::;Cl1.1i::tt.U.rJ converging sequences. This is visible in the pror-)Ol~tl'on.s and can have different sign. exponential procedures pres,;nt.ed vve can introduce procedures based on a curve: YH = (LH + CERTAIN MODIFICATIONS OF AITKEN'S ACCELERATOR 65 In this case the expression: 2 YpYr - Ya afI = . , - Yp - 2yq + Yr (13) analogical to the form (2) is valid for q2 = pT, where p, q, 'l' are numbers of the sequence terms. This relation was often used by the authors for quick rough estimation of the limit in the case of hyperbolic type sequences and series. The integral hyperbolic procedure leads also to a quadratic equation with two roots: = ~--~------~ ,8 2n' from which the first one should be taken in a case. Similarly to the roots (ll) the second one is valid only for 4a = 2(3 = Af (then both roots coincide) and the case 4a - 4,8 + I 0 but a A ( - (32 f. 0 means the lack of the limit estimate. 4. In.tegl"ai ProcedUl"es The sequence of 24 consecutive partial sums of the series: n O.9J.~-1 -+ G = 10.0, n = 1,2,3, ... , (15) k=l disturbed in a random way inside the limits a) determined in percentages (±0.05Sn ) b) constant (±O.5) was chosen to compare effectiveness of the discrete and integral procedures. 300 random samples were formed and estimators of a mathematical expec-tation a300 and a standard deviation 0"300 were calculated. Table 4 shows results of the example for: 1. discrete exponential procedure with maximal possible distances be-tween the control points (nodes) (n = 2, 13, 24) - Ed 2. integral exponential procedure (n = 8,16,24) - Ei It contains also 10 eX.:treme values obtained in each case mentioned above and the number of the results inside the limits (9.5-10.5) accepted as admissible. The results show evident superiority of the integral exponential procedure proposed. The hyperbolic procedures gave here worse results because of the exponential type of the series (15). On the other hand, the hyperbolic procedures gave better results for trigonometric series in which 66 A. P. ZIELLiisKI and M. ZYCZKOWSKI Table 4 Investigation of the limit of the series Sn = I:~=l O.gk-l with local disturbances Umits of disturbances + 0,05 Sn -l- 0.5 Procedures applied Ed E. Ed E. l l 8.9359 9.1818 8.8763 9.1126 Five minimal 8.9551 9.1940 8.9502 9.1725 sample values 8.9863 9.324618.9520 9.2019 19.0010 9.3873 8.9774 9.2491 19.009] 9.4093 8.9886 9.2841 Number of results I within acceptable 1166 245 130 228 limits ( 9.5~10.5) 111.6: 10.8419 12,3323 11,2858 Rve maximal 11.6648 10.8780 12.4759 11,3092 sample values 111.865'1 10.9418 112.4855 11.3264 ·12.0159 10. 9T~ j12.6759 11.7988 12 )871 11.0812112.682"/1125644 Math. expectation 11).0440 10.0369110.1855 10.0693 a 300 Stand. deviation 0.64 72 0.35301°.81981°.4725 0'300 the coefficients have a hyperbolic form. This was also observed during investigations of the boundary series method [7] in which the solution was obtained in the form of certain combinations of trigonometric series. CERTAIN MODIFICATIONS OF AITKEN'S ACCELERATOR 67 References 1. AITKEN, A. C.: On Bernoulli's Numerical Solution of Algebraic Equations, Proc. Roy. Soc. Edinburgh Vo!. 46 (1926), pp. 283-305. 2. BREZINSKI, C.: Acceleration de la Convergence en Analyse Numerique, Lect. Notes in Math. Vo!. 584 (1977), p. 313. 3. BREZINSKI, C.: AIgorithmes d'Acceleration de la Convergence. Etude Numerique, Edi-tions Technip, Paris, 1978. 4. BREZINSKI, C.: A Genera! Extrapolation Algorithm, Numer. Maih. Vo!. 35, (1980), pp. 175-187. 5. SHANKS, D.: Non-linear Transformation of Divergent and Slowly Convergent Sequences, J. Math. Phys. Vo!. 34, (1955), pp. 1-42. 6. WIMP, J.: Sequence Transformation and their Applications, Ac. Press, New York, 1981. 7. Z!ELINSK!, A. P.: A Contour Series Method Applied to Shells, Thin-Walled Sir. 3 (1985), pp. 217-229. 8. A. P. - 1;;;/; Ki;;;,iVT(:;7,. O. C.: Generalized Finite Element Analysis with T-complete Boundary Solution Function, Int. J. Num. Meth. Eng. Vo!. 21 (1985) pp. 509-528. 9. ZYCZKOWSKi, M.: Combined Loanings in the Theory of Plasticity, Polish Sc. Pub!., Warszawa 1981. 

CERTAIN MODIFICATIONS OF AITKEN'S ACCELERATOR FOR SLOWLY CONVERGENT SEQUENCES

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CERTAIN MODIFICATIONS OF AITKEN'S ACCELERATOR FOR SLOWLY CONVERGENT SEQUENCES

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Periodica Polytechnica (Budapest University of Technology and Economics)