Math 2.0

Numerical analysis Definition

Wynn's epsilon algorithm

Builds on SequenceShanks transformation

Definition

Let (An)n≥0(A_n)_{n \ge 0} be a sequence of real or complex numbers. Wynn's epsilon algorithm defines numbers εk(n)\varepsilon_k^{(n)} for k≥−1k \ge -1 and n≥0n \ge 0 by ε−1(n)=0,ε0(n)=An,εk+1(n)=εk−1(n+1)+1εk(n+1)−εk(n),\varepsilon_{-1}^{(n)} = 0, \qquad \varepsilon_0^{(n)} = A_n, \qquad \varepsilon_{k+1}^{(n)} = \varepsilon_{k-1}^{(n+1)} + \frac{1}{\varepsilon_k^{(n+1)} - \varepsilon_k^{(n)}}, as long as no denominator is 00. The even entries are the values of the Shanks transformation: ε2k(n)=ek(An+k)\varepsilon_{2k}^{(n)} = e_k(A_{n+k}). The odd entries are auxiliary quantities.

Remarks

Check for k=1k = 1: ε1(n)=1ΔAn\varepsilon_1^{(n)} = \frac{1}{\Delta A_n}, where ΔAn=An+1−An\Delta A_n = A_{n+1} - A_n, and ε2(n)=An+1+11ΔAn+1−1ΔAn=An+1−ΔAnΔAn+1ΔAn+1−ΔAn,\varepsilon_2^{(n)} = A_{n+1} + \frac{1}{\frac{1}{\Delta A_{n+1}} - \frac{1}{\Delta A_n}} = A_{n+1} - \frac{\Delta A_n \Delta A_{n+1}}{\Delta A_{n+1} - \Delta A_n}, which equals S(An+1)=An+2An−An+12An+2−2An+1+AnS(A_{n+1}) = \frac{A_{n+2}A_n - A_{n+1}^2}{A_{n+2} - 2A_{n+1} + A_n}. Example: for A0=1A_0 = 1, A1=23A_1 = \frac23, A2=1315A_2 = \frac{13}{15} one gets ε1(0)=−3\varepsilon_1^{(0)} = -3, ε1(1)=5\varepsilon_1^{(1)} = 5 and ε2(0)=23+18=1924\varepsilon_2^{(0)} = \frac23 + \frac18 = \frac{19}{24}. Non-example: for a constant sequence An=cA_n = c already ε1(n)=10\varepsilon_1^{(n)} = \frac{1}{0} is undefined; in practice the algorithm stops when two neighbouring entries agree.

Reading path

To understand this page from the ground up, read these 16 pages in order. The foundations come first.

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  • no evidence level
  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
  16. Wynn's epsilon algorithm definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Shanks_transformation
About this page
TagQZKW59K1HH
URIm2://QZKW59K1HH
Kinddefinition
WritingW0 stub
MSC65B05, 65B10, 40A25
DefinesWynn's epsilon algorithm
UsesSequence, Shanks transformation
Changed2 November 2026

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