Call x and y a0 and g0:
Then define the two interdependent sequences (an) and (gn) as
To find the arithmetic–geometric mean of a0 = 24 and g0 = 6, iterate as follows:
The first five iterations give the following values:
n an gn 0 24 6 1 15 12 2 13.5 13.416 407 864 998 738 178 455 042... 3 13.458 203 932 499 369 089 227 521... 13.458 139 030 990 984 877 207 090... 4 13.458 171 481 745 176 983 217 305... 13.458 171 481 706 053 858 316 334... 5 13.458 171 481 725 615 420 766 820... 13.458 171 481 725 615 420 766 806...
The number of digits in which an and gn agree (underlined) approximately doubles with each iteration. The arithmetic–geometric mean of 24 and 6 is the common limit of these two sequences, which is approximately 1714817256154207668131569743992430538388544. 13.458
The geometric mean of two positive numbers is never bigger than the arithmetic mean (see inequality of arithmetic and geometric means); as a consequence, for n>0, (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; it is also 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 efficient 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 arithmetic–geometric mean can be used to compute – among others – logarithms, complete and incomplete elliptic integrals of the first and second kind, and Jacobi elliptic functions.
Proof of existence
From the 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 the arithmetic and geometric means of two numbers 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
The AGM method
have the same limit:
the arithmetic–geometric mean, agm.
The number π
which can be computed without loss of precision using
Complete elliptic integral K(sinα)
Taking , yields the agm,
where K(k) is a complete elliptic integral of the first kind,
That is to say that this quarter period may be efficiently computed through the agm,
Using this property of the AGM along with the ascending transformations of Landen, Richard Brent suggested the first AGM algorithms for the fast evaluation of elementary transcendental functions (ex, cos x, sin x). Subsequently, many authors went on to study the use of the AGM algorithms.
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