Van Wijngaarden transformation

Van Wijngaarden transformation

In mathematics and numerical analysis, in order to accelerate convergence, Euler's transform can be implemented as follows: compute the partial sums of an alternating series::s_{k,0} = sum_{n=0}^k(-1)^n a_n. Form a new sequence by simply taking the average of two consecutive terms, i.e.: s_{k,j+1} = (s_{k,j}+s_{k+1,j})/2, quad k=0,1,2,ldots,where , j=0. Keep on doing this for j=1,2,ldots. The partial sums of Euler's transform are s_{0,0}, s_{0,1}, s_{0,2},dots

Van Wijngaarden's contribution was to point out that it is better not to carry this procedurethrough to the very end, but to stop two-thirds of the way [A. van Wijngaarden, in: Cursus: Wetenschappelijk Rekenen B, Process Analyse, Stichting Mathematisch Centrum, (Amsterdam, 1965) pp 51-60] . E.g. if you have a_0,a_1,ldots,a_{12} available, then , s_{4,8} is almost always a better approximationto the sum than s, _{0,12}.

For example, Leibniz's series: 4 (1 - 1/3 + 1/5 - 1/7 + cdots) = pi = 3.14159265ldots gives ,s_{0,12} = 3.1416008, whereas ,s_{4,8} = 3.1415931.

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