Member Login
Username:Password:
or Sign up here
Discover

ARITHMETIC-GEOMETRIC MEAN

In mathematics, the 'arithmetic-geometric mean' (AGM) of two positive real numbers ''x'' and ''y'' is defined as follows.
First compute the arithmetic mean of ''x'' and ''y'' and call it ''a''1. Next compute the geometric mean of ''x'' and ''y'' and call it ''g''1; this is the square root of the product ''xy'':
:''a''1 = (''x'' + ''y'') / 2
:''g''1 = √(''xy'')
Then iterate this operation with ''a''1 taking the place of ''x'' and ''g''1 taking the place of ''y''. In this way, two sequences (''a''''n'') and (''g''''n'') are defined:
:a_{n+1} = rac{a_n + g_n}{2}
:g_{n+1} = sqrt{a_n g_n}.
These two sequences converge to the same number, which is the 'arithmetic-geometric mean' of ''x'' and ''y''; it is denoted by M(''x'', ''y''), or sometimes by agm(''x'', ''y'').

Contents
Example
Properties
Implementation in Python
See also
References

Example


To find the arithmetic-geometric mean of a_0=24 and g_0=6, first calculate their arithmetic mean and geometric mean, thus:
:a_1= rac{24+6}{2}=15,
:g_1=sqrt{24 imes 6}=12,
and then iterate as follows:
:a_2= rac{15+12}{2}=13.5,
:g_2=sqrt{15 imes 12}=13.41640786500dots etc.
The first four iterations give the following values:
:
''n'' ''a''''n'' ''g''''n''
0 24 6
1 15 12
2 13.5 13.41640786500...
3 13.45820393250... 13.45813903099...
4 13.45817148175... 13.45817148171...

The arithmetic-geometric mean of 24 and 6 is the common limit of these two sequences, which is approximately 13.45817148173.

Properties


M(''x'', ''y'') is a number between the geometric and arithmetic mean of ''x'' and ''y''; in particular it is between ''x'' and ''y''.
If ''r'' > 0, then M(''rx'', ''ry'') = ''r'' M(''x'', ''y'').
There is a closed form expression for M(''x'',''y''):
:Mu(x,y) = rac{pi}{4} cdot rac{x + y}{K left( rac{x - y}{x + y}
ight) }
where ''K''(''x'') is the ''complete elliptic integral of the first kind''.
The reciprocal of the arithmetic-geometric mean of 1 and the square root of 2 is called Gauss's constant.
: rac{1}{Mu(1, sqrt{2})} = G = 0.8346268dots
named after Carl Friedrich Gauss.
The geometric-harmonic mean can be calculated by an analogous method, using sequences of geometric and harmonic means. The arithmetic-harmonic mean can be similarly defined, but takes the same value as the geometric mean.

Implementation in Python


The following example code in the Python computes the arithmetic-geometric mean of two positive real numbers:

from math import sqrt
def avg(a, b, delta=None):
if None==delta:
delta=(a+b)/2
★ 1E-10
if(abs(b-a)>delta):
return avg((a+b)/2.0, sqrt(a
★ b), delta)
else:
return (a+b)/2.0

See also


Inequality of arithmetic and geometric means

References



Jonathan Borwein, Peter Borwein, ''Pi and the AGM. A study in analytic number theory and computational complexity.'' Reprint of the 1987 original. Canadian Mathematical Society Series of Monographs and Advanced Texts, 4. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1998. xvi+414 pp. ISBN 0-471-31515-X





This article provided by Wikipedia. To edit the contents of this article, click here for original source.