SciPy

scipy.special.agm

scipy.special.agm(a, b)[source]

Arithmetic, Geometric Mean

Start with a_0=a and b_0=b and iteratively compute

a_{n+1} = (a_n+b_n)/2 b_{n+1} = sqrt(a_n*b_n)

until a_n=b_n. The result is agm(a,b)

agm(a,b)=agm(b,a) agm(a,a) = a min(a,b) < agm(a,b) < max(a,b)

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