A P P L IC A T IO N O F T H E s-A L G O R IT H M T O …A P P L IC A T IO N O F T H E ^-A L G O R IT...

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APPLICATION OF THE s-ALGORITHM TO THE RATIOS OF r-GENERALIZED FIBONACCI SEQUENCES Rajae Ben Taher Departement de Mathematiques, Faculte des Sciences de Meknes B.P. 4010 Beni Mhammed, Meknes-Morocco Mustapha Rachidi Departement de Mathematiques et Informatique, Faculte des Sciences de Rabat Universite-Mohammed V-Agdal, B.P. 1014 Rabat-Morocco (Submitted December 1998-Final Revision June 2000) 1. INTRODUCTION Let a 0 , a 1? ..., a r _ x (r > 2) be some real or complex numbers with a r _ x ^ 0 . An r-generalized Fibonacci sequence {V n } n > 0 is defined by the linear recurrence relation of order r, K + i=^n^ a iK-i + '" +a r-iK-r + i forn>r-l, (1) where V Q ,V l9 ... 9 V r _ x are specified by the initial conditions. Such sequences are widely studied in the literature (see, e.g., [5], [6], [9], [10], [11], and [13]). We shall refer to them in the sequel as sequences (1). It is well known that, if the limit q = lim^+^^r 1 - exists, then q is a root of the characteristic equation x r = a 0 x r ~ l + • • • +a r _ 2 x+a r _ x . Hence, sequences (1) may also be used as a tool in the approximation of roots of algebraic equations (see [12]), like Newton's method or the secant method as it was considered in [7]. The Aitken acceleration {x*} n > 0 associated with a convergent sequence {x n } n > Q is defined by 2 v* X n+l X n ~ %n o\ n ~ x -2x +x ' K } x n+l AX n ^ x n-l For numerical analysis, this process is of practical interest in those cases in which {#*}«>o con ° verges faster than {x n } n > 0 to the same limit (see, e.g., [1], [2], [3], [4], and [8]). In the case of sequences (1) with r = 2, McCabe and Philips had considered a theoretical application of Aitken acceleration for the accelerability of convergence of {x„} n > 0 , where x n =^y ± (see [12]). This is nothing more than the application of Aitken acceleration to the solution of the quadratic equation x 2 - a 0 x - a x - 0 by an iterative method (see [12]). The main purpose of this paper is to apply the method of the e-algorithm (see [3], [4]), which generalizes the Aitken acceleration, to accelerate the convergence of {x n ) n > 0 , where x n = ^-^ for any sequence (1). Hence, we extend the idea of McCabe and Philips [12] to the general case of sequences (1). Thus, we get the acceleration of the solution of algebraic equations. This paper is organized as follows. In Section 2 we give a preliminary connection between sequences (1) and the g-algorithm. In Section 3 we apply the s-algorithm to the sequence of the ratios x n = ^y ± . Some concluding remarks are given in Section 4. 2. SEQUENCES (1) AND THE e-ALGORITHM Let {x n } n >Q be a convergent sequence of real numbers with x = lim^ )l00 x n . The s-algorithm is a particular case of the extrapolation method (see [2], [3], [4]). The main idea is to consider a 22 [FEB.

Transcript of A P P L IC A T IO N O F T H E s-A L G O R IT H M T O …A P P L IC A T IO N O F T H E ^-A L G O R IT...

Page 1: A P P L IC A T IO N O F T H E s-A L G O R IT H M T O …A P P L IC A T IO N O F T H E ^-A L G O R IT H M T O T H E R A T IO S O F r-G E N E R A L IZ E D F IB O N A C C I S E Q U E

APPLICATION OF THE s-ALGORITHM TO THE RATIOS OF r-GENERALIZED FIBONACCI SEQUENCES

Rajae Ben Taher Departement de Mathematiques, Faculte des Sciences de Meknes

B.P. 4010 Beni Mhammed, Meknes-Morocco

Mustapha Rachidi Departement de Mathematiques et Informatique, Faculte des Sciences de Rabat

Universite-Mohammed V-Agdal, B.P. 1014 Rabat-Morocco (Submitted December 1998-Final Revision June 2000)

1. INTRODUCTION

Let a0, a1?..., ar_x (r > 2) be some real or complex numbers with ar_x ̂ 0 . An r-generalized Fibonacci sequence {Vn}n>0 is defined by the linear recurrence relation of order r,

K+i=^n^aiK-i + '"+ar-iK-r+i forn>r-l, (1) where VQ,Vl9 ...9Vr_x are specified by the initial conditions. Such sequences are widely studied in the literature (see, e.g., [5], [6], [9], [10], [11], and [13]). We shall refer to them in the sequel as sequences (1). It is well known that, if the limit q = lim^+^^r1- exists, then q is a root of the characteristic equation xr = a0xr~l + • • • +ar_2x+ar_x. Hence, sequences (1) may also be used as a tool in the approximation of roots of algebraic equations (see [12]), like Newton's method or the secant method as it was considered in [7].

The Aitken acceleration {x*}n>0 associated with a convergent sequence {xn}n>Q is defined by 2

v* — Xn+lXn ~ %n o \ n~ x -2x +x ' K }

xn+l AXn ^ xn-l For numerical analysis, this process is of practical interest in those cases in which {#*}«>o c o n° verges faster than {xn}n>0 to the same limit (see, e.g., [1], [2], [3], [4], and [8]). In the case of sequences (1) with r = 2, McCabe and Philips had considered a theoretical application of Aitken acceleration for the accelerability of convergence of {x„}n>0, where xn =^y± (see [12]). This is nothing more than the application of Aitken acceleration to the solution of the quadratic equation x2 - a0x - ax - 0 by an iterative method (see [12]).

The main purpose of this paper is to apply the method of the e-algorithm (see [3], [4]), which generalizes the Aitken acceleration, to accelerate the convergence of {xn)n>0, where xn = ^-^ for any sequence (1). Hence, we extend the idea of McCabe and Philips [12] to the general case of sequences (1). Thus, we get the acceleration of the solution of algebraic equations.

This paper is organized as follows. In Section 2 we give a preliminary connection between sequences (1) and the g-algorithm. In Section 3 we apply the s-algorithm to the sequence of the ratios xn = ^y±. Some concluding remarks are given in Section 4.

2. SEQUENCES (1) AND THE e-ALGORITHM

Let {xn}n>Q be a convergent sequence of real numbers with x = lim^ )l00 xn. The s-algorithm is a particular case of the extrapolation method (see [2], [3], [4]). The main idea is to consider a

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APPLICATION OF THE ^-ALGORITHM TO THE RATIOS OF r-GENERALIZED FIBONACCI SEQUENCES

sequence transformation T of {xn}n>0 into a sequence {Tn}n>0, which converges very quickly to the same limit x, this means that l i m ^ ^ J ^ t = 0 (see [3] and [4] for more details). The kernel of the transformation 7, defined by

%T = {{xH}nM3N>0,Z = x,Vn>N},

is of great interest for an extrapolation method like Richardson or e-algorithm (see [3], [4]). In summary, the s-algorithm associated with the convergent sequence {x„}„>0 consists in considering the following sequence {s^)k>-i,n^0' where

s^ = 0,s["^xn,n>0, (3)

« & = «& + ^ D 1 p{nyn,k>0. (4)

bk ~bk

This algorithm can be applied when s^ ^ s^+V) for any n, k. The s-algorithm theory also shows that the only interesting quantities are s^, the quantities s^k+i a r e usec^ onty f°r intermediate computations (see [2], [3], [4]). For k = 2, we can derive from expressions (3) and (4) that s^ is nothing but the Aitken acceleration associated with {xn}n>0 as defined by (2) (see [3], [4]).

For any convergent sequence {xw}„>0 with x = limn_^+O0xn, Theorem 35 of [3] and Theorem 2.18 of [4] show that there exists N > 0 such that £%$ = x for any n > N if and only if there exists a0,...,ak with Zy=0 «/ * 0 such that Zy=0

aj(xn+j - *) = 0 for any n>N. It is easy to see that we

can suppose in the last preceding sum that a0 * 0 and ak ^ 0 . Hence, we derive the following property. Proposition 2.1: Let {xn}n>0 be a convergent sequence such that x - lim^ >l00 xn. Then the fol-lowing are equivalent: (a) There exists N > 0 such that e^ = x for any n > N. (h) The sequence {Vn}n>0 defined by Vn = xn+N-x is a sequence (1) corresponding to r = k, whose coefficients and initial conditions are, respectively,

^ = ~^>"-'^-i = ~ 3 L a n d Vo = xN-x>->Vk-i = xN+k-i-x-ak ak

(c) The sequence {x„}n>N is a sequence (1) corresponding to r = k +1 such that X = 1 is a simple characteristic root, V0 = xN,...,Vk= xN+k are its conditions, and its coefficients a0,...,ak are the coefficients of the characteristic polynomial P(X) - (X-l)Q(X), where Q(X) is the character-istic polynomial of {Vn}„>0 defined in (b).

Proposition 2.1 shows that, in the case of the s-algorithm, the kernel %T may be expressed using sequences (1).

3. APPLICATION OF THE e-ALGORITHM TO l i m ^ ^ %*±

Let {Vn}n>0 be a sequence (1) and 20,..., A; be the roots of the characteristic polynomial P(X) = Xr - a0Xr~l ar_x. Suppose that 2 0 is a simple root and

0<|A/ |< |A/_1 |<- . .< |A1 |< |10 | .

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APPLICATION OF THE ^-ALGORITHM TO THE RATIOS OF r-GENERALIZED FIBONACCI SEQUENCES

Thus, the Binet formula of the sequence (1) is

A"

where the fijs are given by the initial conditions and Sj is the multiplicity of Xj (0 < j < /) (see, e.g., [9] and [10]). Suppose that VQ,...,Vrmml are such that pm^0. Then we can derive that

It is known that if we applied the Aitken acceleration process to a convergent sequence R}*>o w i * x = timn^cc>xn and if l i m „ ^ ^ ^ = p * l , then the sequence {4°}«>o converges more quickly than {xn}n>0 to x (see [3], Theorem 32, p. 37). In the case of xn = ̂ y±, a direct computation using the Binet formula results in

lim *»*-*>* =h*\

because \XX\ < |20 | . Hence, we have derived the following property.

Proposition 3.1: Let {Vn}n>0 be a sequence (1). Suppose that the characteristic roots {Xj}lJ=0 are

such that 0 < |yL/| < |AW| < ••• < \XX\ < \X0\ with XQ simple. Apply the Aitken acceleration to

x =£* vn Jn>0

Then, the sequence {4w)}«>o converges faster than {xn}n>0 to A0.

Let {xn}n>0 be a convergent sequence with x - limy; >[00 xn. If x„ = f(xn_ly..., xn_k), where x0,..., xk_x are given and

X|£(x,...,*)*!, /=0 uJi

then l i m ^ ^ s$> = x (see [3], Theorem 52, p. 70). L e t / b e the function / : D c R M ^ R , where D = {(y1,...,yr_l) e R1"1; J,- *0, V/ ( l < y < r - l ) } , defined by

Consider the ratio xn = ̂ r1. Then, from expression (1), we derive that xn = f(xn_ly..., xn_r+l). It is clear that/ is a class C1 on ©. By direct computation we obtain

g — (;i0,...,A0) = l - ^ — ( A 0 ) .

Then we have derived the following result.

Proposition 3.2: Let {Vn}n>0 be a sequence (1). Suppose that the characteristic roots {/l;}y=0

are such that X0 is simple and 0 < |A7| < |/LM| < • •< \XX\ < \A0\. Apply the s-algorithm to the sequence [xn = Y^]n^ Then we have l i m ^ ^ 4#-i) = A0.

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APPLICATION OF THE -̂ALGORITHM TO THE RATIOS OF r-GENERALIZED FIBONACCI SEQUENCES

More precisely, we have the following result.

Proposition 3.3: Let {Vn}n>0 be a sequence (1). Suppose that the characteristic roots {Xj}lJ=0

are such that X0 is simple and 0 < 11,1 < | A M | < ••• < \Xt\ < \X0\. Apply the e-algorithm to the sequence [xn = i^-}n>Q. Then the sequence {4"r-i)}w>o converges faster than {^w+r_i}w>0 to A 0 .

Proof: Let bj = -§fr (A 0 , . . . , A0). Then there exists hf (1 < j < r -1) such that

(4(U - ^ f - l + Z ^ l = f,^ -h^x^-A,)-^ (*) V ;=i J J=i

where ^ = (xn ~ ̂ o) " *i(**-i" ^o) " '" •" U V r + i " xol (**)

The application (x„_r+1,..., jcw+r-1) -> (fl^,..., h^) is continuous (see [3] and [4]). Hence, for any 8 > 0, there exists N > 0 such that |ijw) - fy,| < s for any w > N with y = 1,..., r -1. Then, from (*), we derive that

Km- * % - D - A 0 = 1 . l i m 4. . »-»-h*> Xn+r_t ~XQ - 1 + ^ &y »-M<o X^.^! - AQ

From expression (**) of i^, we obtain that

i im -̂ = r v r _ j / ^ j 1 - ir_x I ^

A direct: computation using the expression

results in lim,,^^ Xn+^-x0 = °- Thus, we have

A n An A/i

lim g ^ > 7 = 0. D

The proof of Proposition 3.3 is nothing more than an adaptation of the proof of Theorem 52 of [3] to the case in which

/ ( % , . . . ^ r ) = flb+5L + - 2 L + . . . + _ 3 t L _ .

4. CONCLUDING REMARKS

Note that the e-algorithm may also be used to accelerate the convergence of sequences (1). More precisely, for a convergent sequence (1), the Binet formula results in |/L;| < 1 for any char-acteristic root Xj (0<j<I). Suppose that 0 < \XX\ <••• < \XX\ < \X0\ < 1. Then the Binet formula and expression (1) imply that lim^^^F^ = 0 for \Xj\ < 1 for anyy or lim^^^F^ = fi00 if \Xj\ < 1 for any j'& 0, and A 0 = 1 is a simple characteristic root.

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APPLICATION OF THE ^-ALGORITHM TO THE RATIOS OF r-GENERALIZED FIBONACCI SEQUENCES

For lim^+^F^ = 0, we show by direct computation that l i m ^ ^ ^ 1 - = Aj9 depending on the choice of the initial conditions {^}^V Then, by applying the e-algorithm, we can derive that (4p}«>o converges to 0 faster than {VJn>0, for any p = 1,..., r - j .

For lim^ )|00Vn = J300 = £ * 0, we can derive by direct computation that lim,,^^Vy*~$ = A>j9

depending on the choice of the initial conditions {f*}£j). Then, by applying the s-algorithm, we also derive that {s^}n>0 converges to Sfaster than {Vn}n>0 for any p = l,...,r-j. In particular, this case may be used to accelerate the convergence of the ratios -p- when the ay- are nonnegative and CGD{j +1; a, > 0} = 1 (see [6] and [14]).

ACKNOWLEDGMENT

The authors would like to express their sincere gratitude to the referee for several useful and valuable suggestions that improved the presentation of this paper. We also thank Professors A. LBekkouri and M. Mouline for helpful discussions.

REFERENCES

1. A. C. Aitken. "Studies in Practical Mathematics II." Proc. Roy. Soc. Edin. 57 (1937). 2. C. Brezinski. "A General Extrapolation Algorithm." NumericalMath. 35(1980). 3. C. Brezinski. Acceleration de convergence en Analyse Numerique. Publication du Labora-

toire de Calcul, Universite des Sciences et Techniques de Lille, 1973. 4. C. Brezinski & M. Redivo Zaglia. "Extrapolation Methods: Theory and Practice." Studies in

Computational Mathematics 2. Ed. C. Brezinski & L. Wuytack. Amsterdam, London, New York, Tokyo: North-Holland, 1991.

5. T. P. Dence. "On r-Generalized Fibonacci Sequences." The Fibonacci Quarterly 27.2 (1987):137-43.

6. F. Dubeau, W. Motta, M. Rachidi, & O. Saeki. "On Weighted r-Generalized Fibonacci Sequences." The Fibonacci Quarterly 35.2 (1997): 102-10.

7. J. Gill & G Miller. "Newton's Method and Ratios of Fibonacci Numbers." The Fibonacci Quarterly 19.1(1981):!.

8. P. Henrici. Elements of Numerical Analysis. New York: Wiley & Son, 1964. 9. J. A. Jesk. "Linear Recurrence Relations, Part I." The Fibonacci Quarterly 1.1 (1963):69-

74. 10. W. G. Kelly & A. C. Peterson. Difference Equations: An Introduction with Application.

San Diego: Academic Press, 1991. 11. C. Levesque. "On m**1 -Order Linear Recurrences." The Fibonacci Quarterly 23.4 (1985):

290-95. 12. J. H. McCabe & G M. Philips. "Fibonacci and Lucas Numbers and Aitken Acceleration."

Fibonacci Numbers and Their Applications 1:181-84. Ed. A. N. Philippou et al. Dordrecht: Reidel, 1986.

13. E. P. Miles. "Generalized Fibonacci Numbers and Associated Matrices." American. Math. Monthly 67 (1960):745-52.

14. M. Mouline & M. Rachidi. "Suites de Fibonacci generalisees et chaines de Markov." Real Academia de Ciencias Exatas, Fisicasy Naturales de Madrid 89.1-2 (1995):61 -77.

AMS Classification Numbers: 40A05, 40A25, 40M05

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