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Borchardt Algorithm


The Borchardt algorithm is an iteration of arithmetic means and geometric means that evaluates logarithms and inverse trigonometric functions (Carlson 1971, 1972). For positive initial values a_0=a and b_0=b, its recurrence is

a_(n+1)=(a_n+b_n)/2
(1)
b_(n+1)=sqrt(a_(n+1)b_n).
(2)

The second step uses the newly computed a_(n+1), unlike the ordinary arithmetic-geometric mean. Both sequences converge to the common limit

 L(a,b)={(sqrt(b^2-a^2))/(tan^(-1)(sqrt(b^2-a^2)/a))   if a<b; a   if a=b; (sqrt(a^2-b^2))/(tanh^(-1)(sqrt(a^2-b^2)/a))   if a>b.
(3)

For unequal initial values, the errors of both sequences have limiting ratio 1/4. The unaccelerated iteration therefore has linear convergence, rather than the quadratic convergence of the ordinary arithmetic-geometric mean (Carlson 1972).

For a real number x, the choice a_0=1, b_0=sqrt(1+x^2) gives

 tan^(-1)x=x/(L(1,sqrt(1+x^2))).
(4)

For x>0, the choice a_0=(1+x)/2, b_0=sqrt(x) instead gives

 lnx=(x-1)/(L((1+x)/2,sqrt(x))).
(5)

Carlson (1972) accelerates the iteration by extrapolating its successive values.

Taking reciprocals converts the iteration into a harmonic mean followed by a geometric mean. This is Archimedes' recurrence formula, used by the Archimedes algorithm to bound pi.


See also

Archimedes Algorithm, Arithmetic-Geometric Mean, Inverse Tangent, Logarithm

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References

Carlson, B. C. "Algorithms Involving Arithmetic and Geometric Means." Amer. Math. Monthly 78, 496-505, 1971. https://doi.org/10.1080/00029890.1971.11992791.Carlson, B. C. "An Algorithm for Computing Logarithms and Arctangents." Math. Comput. 26, 543-549, 1972. https://doi.org/10.1090/S0025-5718-1972-0307438-2.

Cite this as:

Weisstein, Eric W. "Borchardt Algorithm." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/BorchardtAlgorithm.html

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