Digital Signal Processing Reference
In-Depth Information
where m > 0 (m = 1, 2, 3,...). If (4.56) is compared with the identity
∞
∞
c
n+s
u
−n−1
=
c
s
1
u
c
n+s+1
u
−n−1
u
+
(4.58)
n=0
n=0
the following relation is obtained
∞
c
n+s+1
u
−n−1
n=0
q
(s)
r+1
e
(s)
q
(s)
1
u−q
(s)
1
q
(s
2
e
(s)
r
1
= c
s
−e
(s
1
−
−e
(s
2
−· · ·−
r+1
−· · ·
u−q
(s)
2
u−q
(s)
r+1
−e
(s)
q
(s)
1
u−γ
(s)
1
[δ
(s
1
]
2
u−γ
(s)
2
[δ
(s
r
]
2
u−γ
(s)
= c
s
(4.59)
−
−· · ·−
r+1
−· · ·
where
= q
(s)
γ
(s)
n
= q
(s)
n
+ e
(s)
n
[δ
(s)
n
]
2
n+1
e
(s
n
.
(4.60)
On the other hand, by employing (4.21) and (4.27) we arrive at
+ e
(s+1)
n−1
= α
(s+1)
n−1
q
(s)
n
+ e
(s)
n
= q
(s+1)
n
(4.61)
q
(s)
n+1
e
(s)
= q
(s+1)
n
e
(s+1)
n
= [β
(s+1)
n
]
2
(4.62)
n
= α
(s+1)
n−1
γ
(s)
n
[δ
(s
n
]
2
= [β
(s+1)
]
2
(4.63)
n
so that
∞
c
n+s+1
u
−n−1
n=0
q
(s)
r+1
e
(s)
q
(s
2
e
(s)
c
s+1
u−q
(s)
1
r
1
=
−e
(s
1
−
−e
(s
2
−· · ·−
r+1
−· · ·
u−q
(s)
2
u−q
(s)
r+1
−e
(s)
[β
(s+1
1
]
2
u−α
(s+1)
1
[β
(s+1
r
]
2
u−α
(s+1)
c
s+1
u−α
(s+1)
0
=
.
(4.64)
−
−· · ·−
−· · ·
r
Here, the second line of (4.64) is identical to the second line of (4.53), provided
that s + 1 is used instead of s, as it ought to be. As such, (4.64) is, in fact,
the proof that (4.56) is correct. Returning now to (4.57) for the odd part of
G
CCF(s)
(u)
n
(u) = G
CF(s)
G
LCF(s)
o,n
(u) = G
CCF(s)
o,n
2n+1
(u).
(4.65)
Hence, we see from (4.55) and (4.65) that the even and odd parts of the delayed
Lanczos approximants G
LCF(s)
(u) and G
LCF(s)
o,n
(u) of order n (n = 1, 2, 3,...)
coincide with the delayed continued fractions G
CF(s)
2n
e,n
(u) and G
CF(s)
2n+1
(u) of or
ders 2n and 2n + 1, respectively.
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