Boost C++ Libraries

...one of the most highly regarded and expertly designed C++ library projects in the world. Herb Sutter and Andrei Alexandrescu, C++ Coding Standards

This is the documentation for a snapshot of the master branch, built from commit 493d7c2b6c.
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Arithmetic-Geometric Mean

Synopsis
#include <boost/math/tools/agm.hpp>

namespace boost::math::tools {

template<typename Real>
Real agm(Real a0, Real g0);

} // namespaces

The function agm produces the limiting value of the sequence

A basic usage is

double G = boost::math::tools::agm(sqrt(2.0), 1.0);

The AGM inequality

shows that

We use this condition internally to measure convergence; however, there is no need to worry about putting arguments in the correct order since we extend agm to a symmetric function by definition. Both arguments must be non-negative, as the sequence becomes complex for negative arguments. (We have not implemented the complex-valued AGM sequence.) The function agm is "essentially" one-dimensional, as the scale invariance agm(k*x, k*y) == k*agm(x,y) always allows us to take one argument to be unity. The following ULP plot has been generated with the function agm(x, Real(1)):

The graph above shows an ulps plot of the Boost implementation of agm(x, Real(1)). An ~2 ULP bound is to be expected.

A google benchmark for various types is available in boost/libs/math/reporting/performance/test_agm.cpp; some results on a consumer laptop are provided for convenience:

Run on (16 X 2300 MHz CPU s)
CPU Caches:
  L1 Data 32K (x8)
  L1 Instruction 32K (x8)
  L2 Unified 262K (x8)
  L3 Unified 16777K (x1)
Load Average: 2.02, 2.14, 2.00
-------------------------------------------------------------------------------
Benchmark                                     Time             CPU   Iterations
-------------------------------------------------------------------------------
AGM<float>                                 8.52 ns         8.51 ns     59654685
AGM<double>                                13.5 ns         13.5 ns     51709746
AGM<long double>                           30.6 ns         30.6 ns     18745247
AGM<boost::multiprecision::float128>       2332 ns         2332 ns       299303

If any inputs are NaNs, the result is a NaN. If any inputs are +∞, the result is +∞, unless the other argument fails NaN or negative validation.

References

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