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Using Nuttalls compact formula for the [n, n - 11 Pad6 approximant, the
authors show that there is a natural connection between the Pad& approximants
of a series of Stieltjes and orthogonal polynomials. In particular, we obtain the
precise error formulas. The [n, n - l] Pad6 approximant in this case is just a
Gaussian quadrature of the Stieltjes integral. Hence, analysis of the error is now
possible and under very mild conditions it is shown that the [n, n +jJ, j ;ZZ-1,
Pad6 approximants converge to the Stieltjes integral.
1. INTRODUCTION
whose formal power series is our Stieltjes series,we prove that the diagonal
Pad6 approximants converge uniformly to the integral (1.1) on compact sets
disjoint from the interval [0, co). The proof is relatively elementary and,
unlike Bakers, does not use determinant theory. (Baker [3] proves only that
the Pad6 approximants converge).
The connection between orthogonal polynomials and Pad6 approximants
has been observed by Wheeler and Gordon [4, p. 99-1281 who have
investigated approximants of the integral
302
Copyright 0 1975 by Academic Press, Inc.
All rights of reproduction in any form reserved.
PAD6 APPROXIMATION OF STIELTJES SERIES 303
where o is a bounded positive measure and F(t) E C[O, cc). This problem
includes (1.1) because F(t) is permitted to have parametric dependence on
any number of variables. In a more recent paper, Bessis [5] makes similar
observations in a holomorphic operator setting.
We derive our results using independent and elementary proofs, and in
particular we prove convergence. Also, we give an application of the Pad6
approximant method to an irregular singular point problem in the theory of
differential equations.
We start with a brief description of Pad6 approximation. The idea is simple:
Given a formal power series
f(z) = a, + a,z + a2z2 + a.*,
am-n+l . .. a,n+l
a,
am avn+l amtn
Z Zn-l ... 1
when the determinant in the denominator is nonzero. Here, [n, m](z) denotes
the [n, m] Pad6 approximant to f(z).
304 ALLEN ET AL.
It was observed recently by Gragg [lo] that the form (1.2) is equivalent to
the form
f(z) - $g = W) as z + 0, (1.3)
where P(z) and Q(Z) are polynomials of degreesless than or equal to m and n,
respectively, and v is as large as possible.
In the caseof seriesof Stieltjes, the formal power seriesfor the integral (1.1)
is Cj=, ajzj where the coefficients ai are the moments of the positive measure
WO,
aj = m tj da(t).
I 0
f. wi (2.2)
and
(2.5)
G.6)
where
and the Ikn are the coejicients of the orthogonal polynomial L, of degree n
given in (2.4).
THEOREM 2.2. The error in approximating f (z) with [n, n - l](z) is given by
1 = L,(r) (q(t)
f(z) - [n, n -- l](z) = ___ (2.9)
L,(z-l) I 1 - zt
or by
a, =
1
O+(t) d+(t). (2.16)
s0
cg + z(lo~z/ln~6)c,-1 = 1
(2.19)
-ZCj_l + Cj + Z(Ij/lfi) C,_* = 0, ,j = I,..., I? 1.
(2.20)
= P(Z)lQ(Z), (2.21)
where P(z) and Q(z) are obviously given by formulae (2.7). Q.E.D.
Proof ofTheorem 2.2. Consider the difference
In the third term above, I3 , let k = k + l,.j = j - I, then I, has the form
640114/4-s
308 ALLEN ET AL.
Combining all these three terms II, I,, and ITS. we have that
= znL,(t). (2.23)
, J zt - 5 tjzj + Ztl .
j=O
I - zt
BY (2.91,
.f (z>
s
0
cLtjL&) dt = 0, .j = 0 ,..., n - 1.
where the xk = x(E), k = l,..., n are the zeroes of L, and the (Y,~ are the
Gaussian weights (Cotes numbers or Christoffel numbers).
For more information on Gaussian quadrature the reader may consult
Davis [5], Davis and Rabinowitz [7], and Stroud and Secrest Ill]. One of the
very important facts about Gaussian quadrature is that the weights, 01,~) are
positive and sum to sr d+. This fact alone yields an easy proof of the
following result due to Baker [3].
.f(z)= j-g$
if the moments a, satisfy a, = O((2m + 1) ! R) for some R > 0.
Proof of Theorem 3.1. We first calculate the residues of [n, n - l](z).
Let xj* be a pole of the Pad6 approximant. By Corollary 2.1, xj = l/xj* is
a zero of L,(t) so that
(z - xi*) m L(Z;l)A-ztLTdf) d$
p* (z - xj*)[n, 17- l](z) = hp*
I, 1 L(z-l) s0
where 01,~is the weight corresponding to Xj in the Gaussian formula (see for
example Davis [6, p. 3431). This result follows since
f(z)=jam
&.
This is slightly stronger than Bakers result since we know what the Padt
approximants converge to. This completes the discussion of the [n, n - I]
Padt. We now turn to the [n, n + ,i] PadC approximant.
PAD6 APPROXIMATION OF STIELTJES SERIES 311
where a,j = Jr tk d$j = Jr tk+j d& Denoting by [n, m]j(z) the [n, m] Padt
approximant of the series (4.2) we seethat
6401'414-6
312 ALLEN ET AL.
THEOREM 4.2. The error made in approximating f(z) with [n, n f j](z),
j > -1, isgiven by
zf the moments a,, satisfy a, = O((2m + l)! R2) for some R > 0.
PAD6 APPROXIMATION OF STIELTJES SERIES 313
5. EXAMPLES
(5.2)
and
L,(t) = ;yr-&y @(-17, a + 1; t), (5.4)
Izrn ~ ?-a
i 0 e-ag(7T+ l/n dT,
314 ALLEN ET AL.
TABLE I
where Ei( - l/z) is the exponential integral and is tabulated in many places.
We have computed the [n, n - 1] Padt approximants offfor n = 2,4,..., 12
and evaluated this approximation at z = -2, - 1, -0.5. The exact value off
is given at the bottom of each column. All numbers have been rounded
PAD6 APPROXIMATION OF STIELTJES SERIES 315
Note that this formal series is associated with the Stieltjes integral
cc
s0 e-&;
l-zzt
(5.14)
f(z) = Iorn
& dt (6.1)
316 ALLEN ET AL.
REFERENCED