Gauss arithmetic-geometric mean, simple iteration with convergence rate estimates
language: R
license: GPL 2

Code for Snippet:

# Gauss arithmetic-geometric mean
xold<-max(a,b); yold<-min(a,b); dold<-xold-yold; itel<-1
repeat {
    xnew<-(xold+yold)/2; ynew<-sqrt(xold*yold)
    dnew<-xnew-ynew; rat1<-dnew/dold; rat2<-dnew/(dold^2)
    if (verbose) cat(
        "Iteration: ",formatC(itel,width=3, format="d"),
        "old: ",formatC(c(xold,yold,dold),digits=8,width=12,format="f"),
        "old: ",formatC(c(xnew,ynew,dnew),digits=8,width=12,format="f"),
        "rat: ",formatC(c(rat1,rat2),digits=8,width=12,format="f"),
    if ((dnew < eps) || (itel == itmax)) return(c(xnew,ynew))
    xold<-xnew; yold<-ynew; dold<-dnew; itel<-itel+1
comments powered by Disqus


Source Site:


Tags: R Arithmetic-Geometric Mean

Link to this snippet:

Download to Code Collector

To use the direct link to your snippet on either copy the html from the above section or drag the Download to Code Collector to where you would like to use it.

More Info:

Times Viewed: 777
Date Added: 2013-03-06 23:16:38
Last Modified: 2013-04-17 22:12:19

Web Analytics