A Method For The Approximation of Functions Defined by Formal Series Expansions
A Method For The Approximation of Functions Defined by Formal Series Expansions
A Method For The Approximation of Functions Defined by Formal Series Expansions
The derivation of the algorithm will be formal and no real proofs are given.
Indication that the algorithm is at least sometimes valid is provided by the numerical examples in Section 6. While the derivations could probably be made rigorous
in the case of absolutely convergent series, interesting cases occur with divergent
series such as the examples of Section 6. Numerous other practical applications of
the algorithm have been made in the past year at Los Alamos Scientific Laboratory.
The success of these examples would justify an effort at finding a class of functions
representable by divergent series for which the algorithm is applicable.
2. The Approximation. The approximations we shall discuss fall roughly into
two problems. The first of these is the approximation problem, that is, given a
function (or equivalently its expansion), find an easily calculated approximation to
the function. The second problem is the summation of infinite series, that is, given
an infinite series (which may not be convergent in the ordinary sense), assign a sum
to the series which gives the same value as the ordinary summation method when
the series is convergent. Clearly the two problems cannot be sharply separated. In
this paper however we will lean more toward the second problem.
For simplicity we assume the functions we will encounter are real on the real
Received December 14, 1967, revised August 5, 1968.
* Work performed
275
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Commission.
276
JONAS T. HOLDEMAN,
JR.
interval [a, b]. The generalization to complex functions on the real interval
is trivial and the final results are identical to those which will be given.
The quantity
to be evaluated
[a, b]
(1)
/(*)-*!(*).
The basis functions {gi} are assumed to be orthogonal on [a, b] with weight function
o)(x) and normalization t and, apart from a factor, to be orthogonal polynomials,
(2)
gn(x)
= g0(x)qn(x)
polynomials
go2}.
f(x)
J N
amgm(x)
M
bnpn(x)
= g0(x)
I N
22 a,mqm(x) /
X) bpn(x)
(4)
ro=0
X)
pmgm(x).
m=- M+N+l
We take bo = 1 and call this the standard normalization. Other choices of normalization of the coefficients may at times be more convenient. If we were to use the algorithm to compute the inverse of / as a series of polynomials {p,}> then a0 = 1
might be the most appropriate normalization.
To solve the set of Eq. (4) it is convenient to introduce a matrix Hs associated
with the function / whose element H!mnis the coefficient of gm(x) in the expansion of
f(x)pn(x) in terms of the set {gt\. An integral representation of the elements H! is
given by
(5)
Hin = Mm-1/
f(x)gm(x)pn(x)u(x)dx.
J a
Hio = poCm,
and subsequent columns can be generated from the first by recursion. To see this
we note the following properties of {<7j.
(i) Orthogonality.
(7)
gm(x)gn(x)w(x)dx
mSmn ,
J a
(ii) Closure.
OD
(8)
f(y) = Hn~lgn(y)
lb
f(x)gn(x)u(x)dx
OF FUNCTIONS
277
9n+i(x)
(anx
n)gn(x)
yngn-i(x)
Pn+\(x)
= (AnX + Bn)pn(x)
CnPn-\(x)
po(x) = fco,
then
/<n\
An
Kn+l/Kn
Un =
Cn Anhn/ (An-lhn-l)
An (/Cn_|_i//Cn_|_i
Kn /Kn)
Similar relations hold for the firm.From the recursion relations (9) and (10) for the
{7m}and the {pn) we see the elements of H! satisfy the recursion relation
(13)
~.
LA
amJ
\Hmn -\
m+i
Jl+l,ri +
am_i
Since this relation remains valid for m or n equal to zero provided we set H{n-\ =
HLitn = 0 in Eq. (13), any segment of the matrix can be generated by recursion from
the first column or from the expansion coefficients of /.
Finally for later use we note that the elements of the inverse of Hs are given by
(14)
(H'yl
as can be seen by multiplication by (5) and use of the closure relations (8).
We now write the exact relation
(15)
where r(x) is a remainder and is related to the error in the approximation. Multiplying Eq. (15) by m~lgm(x)w(x)dx and integrating over [a, b] yields the set of equations
N
(16)
with
(17)
r(x) = X) Pmgm(x).
(18)
M+l^mtSM
71= 1
and
N
(19)
am = E Hinbn ,
0 ^ m ^ M .
+ N,
278
(20)
M + N+l^m.
YHogm(x)
ro=0
Y^Hingm(x) Y^Hi,Ngm(x)
m= 0
HfM+l,n
Hm+i,n
m.= 0
Hf
Af+1.0
Hi,M+N.O
(21)
Hu,
M+N,n
HiM+N.N
po(x)
Pn(x)
Hf
Hf
Pn(x)
Hff
[N,M](x) =
M+1,0
M+l,N
M+l,n
Hm+N.O
-"
Hii+N,n
'
Hm+N,N
(22)
Bit)
Zio &?(*)'
where the coefficients are given in Eq. (18) and (19) with M = N + L. The second
form is the polynomial plus proper fraction
(23)
ZJV-l _
/ s
A(x)
A(x)
m=0 amgm\X)
=
D(x)
+
^(
=
Yjdigi(x)
+
.
B(x)
B(x)
^n=obnPn(x)
The coefficients bn are obtained in both cases by solving Eq. (18) with M = N + L.
If we expand the quantity
(24)
B(x)f(x)
(25)
am
/ , tmnOn
n0
L
/ . tlmlQjl
1=0
0 m ^ N - 1,
(26)
T,H*ldl=T,Hinbn,
1=0
N^m^N
279
+ L.
71=0
As the notation indicates, HB is the matrix associated with the polynomial B(x).
The Eqs. (26) are easily solved due to the simple structure of HB. (The submatrix involved in Eq. (26) is triangular.)
The coefficients for the two forms (22) and (23) are related by
(27)
^L ~ aN+LfN+L-L
'
,7t=0
J /
I Hn+L-1,L-1
>
1 = I = L ,
and
(28)
U- = am - J^HZ.l-i dL-i,
0 m ^ N - 1.
1=0
These latter equations contain no direct reference to /, and indeed they provide a
way of calculating the proper fraction plus finite sum from any improper fraction.
If the fraction is rational, they provide a method for applying the Euclidian algorithm to find common factors without first transforming the (finite) series of
orthogonal polynomials to a power series.
(29)
e=
I [B*(x)f(x) - A*(x)]2(x)dx.
J a
(If the functions were complex, the squared quantity would be replaced by the
squared magnitude.) This error is a function of the coefficients {a*} and {b*}. For
the moment consider B*(x) to be determined and A*(x) to be a polynomial of degree M. Then e is a quadratic function of the coefficients o,*}. This error is minimized when for each fc ^ M,
= -2 /
dak*
[B*(x)f(x) - A*(x)]gk(x)(x)dx = 0 ,
J"
or
N
(30)
ak* = ^HLbn*,
O^k^M
71=0
Thus the set {ak*\ which minimizes the error e is just that set given by the algorithm
once the set {&*}is determined.
Now consider the minimization e with respect to the set of coefficients {b*}.
For each k ; N,
de
= 2/
[B*(x)f(x) - A*(x)]f(x)pk(x)w(x)dx
or
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= 0,
280
(31)
i=o Lt=o
0 ^ fc A ,
1=0 Ln=0
0 g fc < o .
i=0
i/U*
(33)
= a?,
0lM,
"=
i/U*=0,
M+1^1.
71=0
If we now truncate the set of Eqs. (33) we arrive at the equations of the algorithm. It is then clear that the algorithm does not yield a least squares approximation except possibly in the limit N > <=o.
4. Some Remarks on Convergence. In this section we will examine the convergence of the first two rows of the Pad-like table under suitable restrictions on /.
(34)
lim \--
+ ^i - =]
(35)
f(x) = X cmgm(x),
777=0
to be such that
(36)
cm~ Nm .
(37)
f = (x a)-1 X) cm'gm(x),
771=0
where
(38)
Ctti-1
TTi-i
Tm+lCm+l
TTi+i
_m
T" a \cm .
Lam
281
OF FUNCTIONS
(39)
lim - + 3^ - &=1= a ,
771.30 L7711
771+1
77lJ
then
(40)
c ~ N'm'-1,
and the series (37) is (asymptotically) more rapidly convergent. We shall return to
this result shortly.
We note that the elements [0, M] of the first row of the Pad-like table are
simply the truncated sums
M
(41)
{0,M](x)
= J^amgm(x) = J^cmgm(x).
771=0
771=0
If the sum (35) is convergent to /, then the sequence of elements of the first row of
the table are convergent to /.
Now consider the elements of the second row of the table. Notice that
7,
it]
tlM+l,\/tlM+l,0
A-0
(42)
\Bo
iu+i
, Jm+2 Cm+2 .
~T~ ~~
+-1"
L^0
Af+1
M+2
Cm+1
Cm
CXm Cm+iJ
~ AoIf2
+ -~
+ ^A+2
- Mk\
+ ear1)
LAo
am
Af+lJ
A/+2
For large M, we use (12) and (13) to write B(x) in a form which displays the position of the pole in the approximation,
(43)
B, (x) ~ -k\
LAi-l
+ ^m
OCM+l
- J1 - x~\,
CUM
AM(x) is given by
M
(44)
AM(x) = X amgm(x) ,
777= 0
lam_l
771+1
\ m_1_JM+2
Lm
<XM
a.M+2
/?M+2
Ai+lJ
In the limit M *>, (with K = 1) this is identical to (38) and (39) and in this limit
the approximation [1, M] is identical to the transformation
mentioned at the beginning of this section. It is tempting to conjecture that as one moves down the
table, the row-wise convergence improves. Numerical evidence indicates that this is
the case, but proof remains to be found.
We conclude this section with a formula for the remainder RNM(x),
(46)
,
Referring
282
lhnia')r1Pn(a-\x)Qnl"-)(y)
n=N+l
-a-
(47)
Y(N + 2)Y(N+a
+ + 2)
fof()Q*r("'%)
- Py("w(s)Qfo?(y)]
- 2/
J'
The expansion coefficients of BnRnm are zero when their index is less than M -\- N
and equal to those of BNf otherwise. It then follows that
RnM(x) =
(48)
v 1 \PNJM+x)Q^M(y)
- PfoStoQ&+i/)"L, ,.
X2%L
*-y
r'
no singularity of/. With special values for and , (48) gives representations for the
remainder in approximations
involving Gegenbauer, Legendre, and Tchebychev
polynomials.
5. Numerical Examples. We now consider the application of the algorithm to a
particular case, though some of the remarks made later are based on experience with
other functions. Consider the function
(49)
(l - A-1-* f,
-*\hr)
=li(2l
(l+in)i p
+ l)^~^iPl(x)>
where {7,} = {Pi}, the set of Legendre polynomials. The symbol (a) in JSq. (49) is
defined by
(50)
(o)o=l,
(a)i = a(a+l)
(a + l-
1) .
283
fails close to a; = 1.
10
IQ"2
I0"4
w
O
w
01
io-6
o
07
k_
^~
IO"8
'E
en
o
IO"10
IO"12
-1.0
-0.6
-0.2
0.2
0.6
1.0
x
FlGUKE 1
If we calculate the positions of the poles and zeroes in the complex plane for
various finite approximations we find that they tend to He along the branch cut from
x = 1 to infinity and tend to accumulate at x = 1. We show this behavior in Fig. 2,
where we have plotted their positions for the [12, 12] approximation. If in Eq. (49)
we allow 17to vary, we find that as 17>0, the poles and zeroes near the cut move
closer to the real axis. Off the real axis the error in the approximation is somewhat
larger than that indicated in Fig. 1. To the left of x = 1 and along the lines with
the imaginary part of x equal to 1/2, the magnitude of the relative error is about
10-8 and IO-9 for the [8, 8] and [12, 12] approximations and about 10~4for the [4, 4]
approximation. Thus the rational approximation is a useful analytic continuation
into the complex plane.
In practice it is found that in addition to poles along the branch cut of the
function of Eq. (49), poles appear elsewhere in the complex plane in positions not
related to the analytic structure of the approximated function. The positions of
these poles vary rapidly from an approximation of one order to the next, and (if
allowed by the order of M) they are usually cancelled by zeroes of the numerator
(the numerator and denominator possess common factors). This cancelling by the
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284
zeroes might be expected from the least-squares property of the numerator. We will
call these spurious poles "nuisance poles." A similar phenomenon has been observed
in Pad approximants [5,6]. Although the form of the approximation is such that it
is possible but not convenient to use the Euclidian algorithm for removing these
common factors, the nuisance poles need cause no real problem. If a nuisance pole
of the [N, M] approximation should occur too close to a region of interest, then this
will usually not be so for the [N 1, M] or [N, M =b 1] or one of the other adjacent
approximations.
ImX
[12,12]APPROXIMATION
O ZEROES
X POLES
ReX
-2
x2
-I
-2
Figure
(51)
\x\ < 1,
expansion in x is given by
-lgKl.
71=1
OF FUNCTIONS
285
o
>
o
CD
"E
CP
(51).
We will now consider in detail two other closely related examples. These examples are limiting cases of the expansion of (1 x)a as 1 [4]. In the previous
example the indications (admittedly based on scanty evidence) were that the
diagonal sequence of approximations
was converging. It may happen that no
diagonal sequence of approximations exists.
Consider first the rational approximations to the function expanded in a (divergent) series of Legendre polynomials {P,
(53)
(x - I)"1 =
where \p is the logarithmic derivative of the gamma function. For our purposes it is
sufficient to know that \p satisfies the recursion relation
I wish to thank G. A. Baker, Jr. for a discussion on this point.
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286
(54)
Hl + i) = Hl) + i/l
It can be shown by induction using the recursion relations (14) and by the symmetry
of W that
,r^\
m ^ n ,
= (2m + l)Hn + 1) ,
Referring then to the determinantal
it is easily seen that
m-^n.
approximation
771=0
(56)
(ii) [l,M](x)
= l/(x-l),
0^1,
1ZN,
Since the original series was divergent, the sequence of elements in the first row is
not convergent. The elements of the second row and those of the first column are
(obviously) convergent to the function (x l)-1, and no other row or column nor
any diagonal sequence even exists.
A similar result obtains for the generalized function
(57)
5(1 - x) = (I + l/2)Pi(x) ,
10
where the {Pi} are again Legendre polynomials and 5 is the Dirac delta function.
The elements of the related matrix Hf are given by
(58)
Hin = (m + 1/2) .
0 g M,
771=0
(59)
[l,M](x) = 0/(x-l),
0^M,
N,0](x)=0/(x-l),
lg
A,
problem.
As an example, suppose the interval of orthogonality is even, [ a, a] and the
functions gn(x) and pn(x) are even or odd according as the index n is even or odd.
Then if a function is defined by an even (odd) series and an odd-odd (even-even)
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287
approximation is attempted, the Eqs. (18) have no solution. Also the even-odd or
odd-even approximations are equal to adjacent nonvanishing elements in the table.
These remarks may be verified by referring to the determinantal form of the approximation (21) and noting that alternate elements of Hf vanish. In these even or
odd cases, some computing economy can be effected by rewriting the recursion relation (12) for Hs so that it relates the elements Hfm,,Hi2n, Hin2, and reformulating the algorithm so that only the even (odd) elements of {g(} are involved (we take
B(x) to have only even terms in either case).
This work was performed during the author's tenure of a postdoctoral appointment at Los Alamos Scientific Laboratory, Los Alamos, New Mexico. In conclusion
the author would like to thank Dr. Charles Critchfield and members of group T-9
for extending to him the laboratory's hospitality and Drs. Leon Heller, John
Gammel, and especially William Beyer for many helpful discussions and suggestions
regarding the material presented here.
Michigan State University
Physics Department
"Generation
of elementary
functions,"
Functions,
in Mathematical
Methods for
New York,
3. G. Szeg, Orthogonal Polynomials, Amer. Math. Soc. Colloq. Publ., Vol. 23, Amer. Math.
Soc, Providence, R. I., 1959. MR 1, 14.
4. J. Holdeman,
tions." (To appear.)
5. G. A. Baker,
6. G. A. Baker,
Jr.,
of the Pad approximant method," J. Math. Anal. Appl., v. 2, 1961,pp. 405-418. MR 23 #B3125.
"The theory
and application
method,"
in
Advances in Theoretical Physics, Vol. I, Academic Press, New York, 1965, pp. 1-58. MR 32 #5253.