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 and
, its recurrence is
|
(1)
| |||
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(2)
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The second step uses the newly computed , unlike the ordinary arithmetic-geometric mean. Both sequences
converge to the common limit
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(3)
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For unequal initial values, the errors of both sequences have limiting ratio . The unaccelerated iteration therefore has linear
convergence, rather than the quadratic convergence of the ordinary arithmetic-geometric
mean (Carlson 1972).
For a real number , the choice
,
gives
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(4)
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For , the choice
,
instead gives
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(5)
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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.