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:
:
:
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'').
Example
To find the arithmetic-geometric mean of
and
, first calculate their arithmetic mean and geometric mean, thus:
:
:
and then iterate as follows:
:
:
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''):
:
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.
:
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
★
★