arithmetic-geometric mean
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1: 19.8 Quadratic Transformations
§19.8(i) Gauss’s Arithmetic-Geometric Mean (AGM)
… ►As , and converge to a common limit called the AGM (Arithmetic-Geometric Mean) of and . …showing that the convergence of to 0 and of and to is quadratic in each case. … ►2: 15.17 Mathematical Applications
3: 22.20 Methods of Computation
§22.20(ii) Arithmetic-Geometric Mean
… ►Then as sequences , converge to a common limit , the arithmetic-geometric mean of . … ►The rate of convergence is similar to that for the arithmetic-geometric mean. … ►using the arithmetic-geometric mean. … ►Alternatively, Sala (1989) shows how to apply the arithmetic-geometric mean to compute . …4: 19.22 Quadratic Transformations
§19.22(ii) Gauss’s Arithmetic-Geometric Mean (AGM)
… ►5: 23.22 Methods of Computation
In the general case, given by , we compute the roots , , , say, of the cubic equation ; see §1.11(iii). These roots are necessarily distinct and represent , , in some order.
If and are real, and the discriminant is positive, that is , then , , can be identified via (23.5.1), and , obtained from (23.6.16).
If , or and are not both real, then we label , , so that the triangle with vertices , , is positively oriented and is its longest side (chosen arbitrarily if there is more than one). In particular, if , , are collinear, then we label them so that is on the line segment . In consequence, , satisfy (with strict inequality unless , , are collinear); also , .
Finally, on taking the principal square roots of and we obtain values for and that lie in the 1st and 4th quadrants, respectively, and , are given by
where denotes the arithmetic-geometric mean (see §§19.8(i) and 22.20(ii)). This process yields 2 possible pairs (, ), corresponding to the 2 possible choices of the square root.