Math 2.0

Numerical analysis Definition

Shanks transformation

Builds on SequenceDeterminantSeries acceleration

Definition

Let (An)n≥0(A_n)_{n \ge 0} be a sequence of real or complex numbers, and write ΔAm=Am+1−Am\Delta A_m = A_{m+1} - A_m. For n≥1n \ge 1, the Shanks transformation of (An)(A_n) is S(An)=An+1An−1−An2An+1−2An+An−1,S(A_n) = \frac{A_{n+1} A_{n-1} - A_n^2}{A_{n+1} - 2A_n + A_{n-1}}, defined when the denominator is not 00. More generally, let k≥1k \ge 1 and n≥kn \ge k. The transformation of order kk is the quotient of two determinants: ek(An)=∣An−k⋯AnΔAn−k⋯ΔAn⋮⋮ΔAn−1⋯ΔAn+k−1∣∣1⋯1ΔAn−k⋯ΔAn⋮⋮ΔAn−1⋯ΔAn+k−1∣.e_k(A_n) = \frac{\begin{vmatrix} A_{n-k} & \cdots & A_n \\ \Delta A_{n-k} & \cdots & \Delta A_n \\ \vdots & & \vdots \\ \Delta A_{n-1} & \cdots & \Delta A_{n+k-1} \end{vmatrix}}{\begin{vmatrix} 1 & \cdots & 1 \\ \Delta A_{n-k} & \cdots & \Delta A_n \\ \vdots & & \vdots \\ \Delta A_{n-1} & \cdots & \Delta A_{n+k-1} \end{vmatrix}}. For 1≤j≤k1 \le j \le k, row jj of each determinant is ΔAn−k+j−1,…,ΔAn+j−1\Delta A_{n-k+j-1}, \dots, \Delta A_{n+j-1}. The denominator must not be 00. Thus e1(An)=S(An)e_1(A_n) = S(A_n).

Remarks

Check of e1=Se_1 = S: the numerator is An−1ΔAn−AnΔAn−1=An+1An−1−An2A_{n-1}\Delta A_n - A_n \Delta A_{n-1} = A_{n+1}A_{n-1} - A_n^2 and the denominator is ΔAn−ΔAn−1\Delta A_n - \Delta A_{n-1}. Example: for the partial sums A0=1A_0 = 1, A1=23A_1 = \frac23, A2=1315A_2 = \frac{13}{15} of the Leibniz series, S(A1)=1315−491315−43+1=19/458/15=1924S(A_1) = \dfrac{\frac{13}{15} - \frac49}{\frac{13}{15} - \frac43 + 1} = \dfrac{19/45}{8/15} = \dfrac{19}{24}. Non-example: for an arithmetic sequence such as An=nA_n = n the denominator An+1−2An+An−1A_{n+1} - 2A_n + A_{n-1} is 00, so S(An)S(A_n) is not defined. Up to a shift of index, SS is Aitken's delta-squared process: S(An+1)=An−(ΔAn)2Δ2AnS(A_{n+1}) = A_n - \frac{(\Delta A_n)^2}{\Delta^2 A_n}. The transformation can be iterated, as in S(S(An))S(S(A_n)); this is different from e2e_2 in general.

Reading path

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  1. Identity matrix object
  2. Matrix definition
  3. Sequence definition
  4. Vector space definition
  5. Square matrix definition
  6. Real sequence definition
  7. Linear map definition
  8. Limit of a sequence definition
  9. Series definition
  10. Multilinear map definition
  11. Partial sum definition
  12. Alternating multilinear map definition
  13. Determinant definition
  14. Series acceleration definition
  15. Shanks transformation definition

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Further reading

  1. Web https://en.wikipedia.org/wiki/Shanks_transformation
About this page
TagS6E3H24FGB
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Kinddefinition
WritingW0 stub
MSC65B05, 65B10, 40A25
DefinesShanks transformation
UsesSequence, Determinant, Series acceleration
Changed2 November 2026

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