Package: extrapolation
Extrapolation MethodsLet be $S_n = {\sum}^{n}_{i=1} a_i$ a sequence of partial sums. This repository contains implementations of the following series transformations, which generate a new sequence $T_n$:Aitken's transformation (or delta-squared process):Inesum: O($2n\log n$)Inacelsum: O($n$)$$T_n = \frac{S_{n-1} S_{n+1} - S_n^2}{S_{n+1} - 2 S_n + S_{n-1}}.$$Richardson's transformation (modify, with given p):Inesum: O($2(\log n)^2$)Inacelsum: O($\log n$)$$T_n = S_{2n} + \frac{S_{2n} - S_n}{2^p - 1}.$$Here, we use $p = 1$ for simplicity.Epsilon transformation:Inesum: O($2n\log n$)Inacelsum: O($n$)Let be the auxiliary sequence $\varepsilon_n^j$ defined by:$$\varepsilon_{-1}^{j} = 0\ \text{and}\ \varepsilon_{0}^{j} = S_j,$$and inductively:$$\varepsilon_{k+1}^{j} = \varepsilon_{k-1}^{j+1} + [\varepsilon_{k}^{j+1} - \varepsilon_{k}^{j}]^{-1}.$$Then, $T_n = \varepsilon_{n-1}^{2}$ (because the odd steps are only partial steps).G transformation:Inesum: O($4n\log n$)Inacelsum: O($2n$)Let be two auxiliary sequences $s_j^{(n)}$ and $r_j^{(n)}$ defined by:$$s^{(n)}_0 = 1,\ r^{(n)}_1 = x_n,\ n=0,1,\ldots,$$inductively:$$s^{(n)}_{k+1} = s^{(n+1)}_{k} \left( \frac{r^{(n+1)}_{k+1}}{r^{(n)}_{k+1}} - 1 \right),\ k,n = 0,1,\ldots$$and$$r^{(n)}_{k+1} = r^{(n+1)}_{k} \left( \frac{s^{(n+1)}_{k}}{s^{(n)}_{k}} - 1 \right),\ k=1,2,\ldots;\ n=0,1,\ldots$$Then, $T_n = S_n - \frac{S_{n+1} - S_{n}}{r^{(n+1)}_{1} - r^{(n)}_{1}} r^{(n)}_{1}$.Levin transformation:Inesum: O($4n\log n$)Inacelsum: O($2n$)This method is defined by$$W_n^{(k)} = \frac{M_n^{(k)}}{N_n^{(k)}}$$where$$M_n^{(0)} = \frac{S_n}{g(n)},$$$$M_{n}^{(k+1)} = \frac{M_{n+1}^{(k)} - M_{n}^{(k)}}{a_{n + k}^{-1} - a_{n + 1}^{-1}},$$and$$N_n^{(0)} = \frac{1}{g(n)},$$$$N_{n}^{(k+1)} = \frac{N_{n+1}^{(k)} - N_{n}^{(k)}}{a_{n + k}^{-1} - a_{n + 1}^{-1}}.$$For the function $g(n)$, we have some classic choices for this function:t-variant: $g(n) = a_{n+1}$;u-variant: $g(n) = n a_n$;v-variant: $g(n) = a_n a_{n+1} / (a_{n+1} - a_n)$.Then, $T_n = \frac{M_n^{(1)}}{N_n^{(1)}}$.InstallationMake sure you have the mpmath library installed:pip install mpmathTo install the package, run the following command:pipinstallextrapolationUsageWe have the transformations implemented above, and for use have theesumandacelsumfunction.esumTheesumreceives on input:A series: In the form of a function $f: \mathbb{N} \to \mathbb{R}$ returning the terms to be summed.The Transformation: "Aitken", "Richardson", "Epsilon", "G", "Levin-t", "Levin-u", "Levin-v" and "None", the latter being using the initial series without any transformation.The stopping criterion: In case the difference of the last two values of the series are smaller than a given error.Return in logarithm scale: True if you want to receive the return in logarithm scale with the sign and False if you want to receive in normal scale.Precision: If precision is 53 we use the default python precision, otherwise the given bits precision.This function determines the minimum value of n for which, the difference between the last partial sums becomes less than the specified error when applying the transformation. And returns the series applied to the transformation. The following is an example:fromextrapolationimportesumimportmath# Test with no_transform (without transformation) and with Richardson transformation the basel problemn0,no_accelerated=esum(lambdax:1/x**2,'None',error=1e-12,logarithm=False,precision=100)n1,accelerated=esum(lambdax:1/x**2,'Richardson',error=1e-12,logarithm=False,precision=100)# Comparisonprint(f"True value:{math.pi**2/6}")print(f"Without acceleration:{no_accelerated[-1]}, with{n0}iterations")print(f"With acceleration:{accelerated[-1]}, with{n1}iterations")Out:True value:           1.6449340668482264
Without acceleration: 1.6449330668487264267523920296, with 1000000 iterations
With acceleration:    1.6449340611255960068665838135, with 22896 iterationsacelsumWe have also theacelsumfunction, that receives on input:A series: In the form of a function $f: \mathbb{N} \to \mathbb{R}$ returning the terms to be summed.The Transformation: "Aitken", "Richardson", "Epsilon", "G", "Levin-t", "Levin-u", "Levin-v" and "None", the latter being using the initial series without any transformation.Natural n: Number of values to be summed.Return in logarithm scale: True if you want to receive the return in logarithm scale with the sign and False if you want to receive in normal scale.Precision: If precision is 53 we use the default python precision, otherwise the given bits precision.This function calculates partial sums up to a given natural value, returning the result in log-scale or normal by applying a chosen transformation. The following is an example:fromextrapolationimportacelsumimportmath# Test with no_transform (without transformation) and with Richardson transformation the basel problemno_accelerated=acelsum(lambdax:1/x**2,'None',n=1000,logarithm=False,precision=100)accelerated=acelsum(lambdax:1/x**2,'Richardson',n=1000,logarithm=False,precision=100)# Comparisonprint(f"True value:{math.pi**2/6}")print(f"Without acceleration:{no_accelerated[-1]}")print(f"With acceleration:{accelerated[-1]}")Out:True value:           1.6449340668482264
Without acceleration: 1.6439345666815597935850701245
With acceleration:    1.6449310678482254269248263997