||It has been suggested that AGM method be merged into this article. (Discuss) Proposed since September 2012.|
Then iterate this operation with a1 taking the place of x and g1 taking the place of y. In this way, two sequences (an) and (gn) 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).
This can be used for algorithmic purposes as in the AGM method.
To find the arithmetic–geometric mean of a0 = 24 and g0 = 6, first calculate their arithmetic mean and geometric mean, thus:
and then iterate as follows:
The first four iterations give the following values:
n an gn 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.
The geometric mean of two positive numbers is never bigger than the arithmetic mean (see inequality of arithmetic and geometric means); as a consequence, (gn) is an increasing sequence, (an) is a decreasing sequence, and gn ≤ M(x, y) ≤ an. These are strict inequalities if x ≠ y.
M(x, y) is thus 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 an integral-form expression for M(x,y):
where K(k) is the complete elliptic integral of the first kind:
Indeed, since the arithmetic–geometric process converges so quickly, it provides an effective way to compute elliptic integrals via this formula. In engineering, it is used for instance in elliptic filter design.
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.
The modified arithmetic–geometric mean was introduced and defined by Semjon Adlaj on p. 1094 of the September 2012 issue of the Notices of the AMS. It turned out to be useful for computing complete elliptic integrals of the second kind.
Proof of existence
From inequality of arithmetic and geometric means we can conclude that:
that is, the sequence gn is nondecreasing.
Furthermore, it is easy to see that it is also bounded above by the larger of x and y (which follows from the fact that both arithmetic and geometric means of two numbers both lie between them). Thus by the monotone convergence theorem the sequence is convergent, so there exists a g such that:
However, we can also see that:
Proof of the integral-form expression
This proof is given by Gauss. Let
Changing the variable of integration to , where
Thus, we have
The last equality comes from observing that . Finally, we obtain the desired result
||This article includes a list of references, but its sources remain unclear because it has insufficient inline citations. (October 2008)|
- Adlaj, Semjon (September 2012). "An eloquent formula for the perimeter of an ellipse". Notices of the AMS 59 (8): 1094–1099.
- 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 MR1641658
- Zoltán Daróczy, Zsolt Páles, Gauss-composition of means and the solution of the Matkowski–Suto problem. Publ. Math. Debrecen 61/1-2 (2002), 157–218.
- M. Hazewinkel (2001), "Arithmetic–geometric mean process", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4
- Weisstein, Eric W., "Arithmetic–Geometric mean", MathWorld.
- agm(24, 6) at WolframAlpha
- David A. Cox (2004). "The Arithmetic-Geometric Mean of Gauss". In J.L. Berggren, Jonathan M. Borwein, Peter Borwein. Pi: A Source Book. Springer. p. 481. ISBN 978-0-387-20571-7. first published in L'Enseignement Mathématique, t. 30 (1984), p. 275-330
- Hercules G. Dimopoulos (2011). Analog Electronic Filters: Theory, Design and Synthesis. Springer. pp. 147–155. ISBN 978-94-007-2189-0.
- Adlaj, S. An eloquent formula for the perimeter of an ellipse, Notices of the AMS 59(8), pp. 1094–1099.