1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146
|
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<!-- Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with no
Invariant Sections and no cover texts. A copy of the license is
included in the section entitled "GNU Free Documentation License". -->
<!-- Created by GNU Texinfo 5.1, http://www.gnu.org/software/texinfo/ -->
<head>
<title>GNU Scientific Library – Reference Manual: Example of accelerating a series</title>
<meta name="description" content="GNU Scientific Library – Reference Manual: Example of accelerating a series">
<meta name="keywords" content="GNU Scientific Library – Reference Manual: Example of accelerating a series">
<meta name="resource-type" content="document">
<meta name="distribution" content="global">
<meta name="Generator" content="makeinfo">
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<link href="index.html#Top" rel="start" title="Top">
<link href="Function-Index.html#Function-Index" rel="index" title="Function Index">
<link href="Series-Acceleration.html#Series-Acceleration" rel="up" title="Series Acceleration">
<link href="Series-Acceleration-References.html#Series-Acceleration-References" rel="next" title="Series Acceleration References">
<link href="Acceleration-functions-without-error-estimation.html#Acceleration-functions-without-error-estimation" rel="previous" title="Acceleration functions without error estimation">
<style type="text/css">
<!--
a.summary-letter {text-decoration: none}
blockquote.smallquotation {font-size: smaller}
div.display {margin-left: 3.2em}
div.example {margin-left: 3.2em}
div.indentedblock {margin-left: 3.2em}
div.lisp {margin-left: 3.2em}
div.smalldisplay {margin-left: 3.2em}
div.smallexample {margin-left: 3.2em}
div.smallindentedblock {margin-left: 3.2em; font-size: smaller}
div.smalllisp {margin-left: 3.2em}
kbd {font-style:oblique}
pre.display {font-family: inherit}
pre.format {font-family: inherit}
pre.menu-comment {font-family: serif}
pre.menu-preformatted {font-family: serif}
pre.smalldisplay {font-family: inherit; font-size: smaller}
pre.smallexample {font-size: smaller}
pre.smallformat {font-family: inherit; font-size: smaller}
pre.smalllisp {font-size: smaller}
span.nocodebreak {white-space:nowrap}
span.nolinebreak {white-space:nowrap}
span.roman {font-family:serif; font-weight:normal}
span.sansserif {font-family:sans-serif; font-weight:normal}
ul.no-bullet {list-style: none}
-->
</style>
</head>
<body lang="en" bgcolor="#FFFFFF" text="#000000" link="#0000FF" vlink="#800080" alink="#FF0000">
<a name="Example-of-accelerating-a-series"></a>
<div class="header">
<p>
Next: <a href="Series-Acceleration-References.html#Series-Acceleration-References" accesskey="n" rel="next">Series Acceleration References</a>, Previous: <a href="Acceleration-functions-without-error-estimation.html#Acceleration-functions-without-error-estimation" accesskey="p" rel="previous">Acceleration functions without error estimation</a>, Up: <a href="Series-Acceleration.html#Series-Acceleration" accesskey="u" rel="up">Series Acceleration</a> [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
</div>
<hr>
<a name="Examples-22"></a>
<h3 class="section">30.3 Examples</h3>
<p>The following code calculates an estimate of <em>\zeta(2) = \pi^2 / 6</em>
using the series,
After <var>N</var> terms the error in the sum is <em>O(1/N)</em>, making direct
summation of the series converge slowly.
</p>
<div class="example">
<pre class="verbatim">#include <stdio.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_sum.h>
#define N 20
int
main (void)
{
double t[N];
double sum_accel, err;
double sum = 0;
int n;
gsl_sum_levin_u_workspace * w
= gsl_sum_levin_u_alloc (N);
const double zeta_2 = M_PI * M_PI / 6.0;
/* terms for zeta(2) = \sum_{n=1}^{\infty} 1/n^2 */
for (n = 0; n < N; n++)
{
double np1 = n + 1.0;
t[n] = 1.0 / (np1 * np1);
sum += t[n];
}
gsl_sum_levin_u_accel (t, N, w, &sum_accel, &err);
printf ("term-by-term sum = % .16f using %d terms\n",
sum, N);
printf ("term-by-term sum = % .16f using %d terms\n",
w->sum_plain, w->terms_used);
printf ("exact value = % .16f\n", zeta_2);
printf ("accelerated sum = % .16f using %d terms\n",
sum_accel, w->terms_used);
printf ("estimated error = % .16f\n", err);
printf ("actual error = % .16f\n",
sum_accel - zeta_2);
gsl_sum_levin_u_free (w);
return 0;
}
</pre></div>
<p>The output below shows that the Levin <em>u</em>-transform is able to obtain an
estimate of the sum to 1 part in
<em>10^10</em> using the first eleven terms of the series. The
error estimate returned by the function is also accurate, giving
the correct number of significant digits.
</p>
<div class="example">
<pre class="example">$ ./a.out
</pre><pre class="verbatim">term-by-term sum = 1.5961632439130233 using 20 terms
term-by-term sum = 1.5759958390005426 using 13 terms
exact value = 1.6449340668482264
accelerated sum = 1.6449340668166479 using 13 terms
estimated error = 0.0000000000508580
actual error = -0.0000000000315785
</pre></div>
<p>Note that a direct summation of this series would require
<em>10^10</em> terms to achieve the same precision as the accelerated
sum does in 13 terms.
</p>
</body>
</html>
|