Article 6BVWF Arithmetic-harmonic mean

Arithmetic-harmonic mean

by
John
from John D. Cook on (#6BVWF)

I've written several times about the arithmetic-geometric mean and variations. Take the arithmetic and geometric mean of two positive numbers a and b. Then take the arithmetic and geometric of the means from the previous step. Repeat ad infinitum and the result converges to a limit. This limit is called the arthmetic-geometric mean or AGM.

What if instead of repeatedly taking the arithmetic and geometric means, we repeatedly take the arithmetic and harmonic means? That is, first define

ahm1.svg

and for integer n > 0 define

ahm2.svg

and take the limit. We could call this the arithmetic-harmonic mean by analogy with the arithmetic-geometric mean. But it already has another name: the geometric mean! The iteration defined above converges to the geometric mean (ab). Not only that, it converges quickly.

We can illustrate this with a little Python code.

 a, b = 4, 9 for _ in range(5): a, b = (a + b)/2, 2*a*b/(a + b) print(a, b)

This prints the following.

 6.5 5.538461538461538 6.019230769230769 5.980830670926518 6.000030720078644 5.999969280078643 6.000000000078643 5.999999999921357 6.0 6.0
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