Vector extrapolation methods. Applications and numerical comparison

The present paper is a survey of the most popular vector extrapolation methods such as the reduced rank extrapolation (RRE), the minimal polynomial extrapolation (MPE), the modified minimal polynomial extrapolation (MMPE), the vector ε-algorithm (VEA) and the topological ε-algorithm (TEA). Using pro...

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Bibliographic Details
Published in:Journal of computational and applied mathematics Vol. 122; no. 1; pp. 149 - 165
Main Authors: Jbilou, K., Sadok, H.
Format: Journal Article
Language:English
Published: Elsevier B.V 01.10.2000
Subjects:
Epsilon-algorithm
Extrapolation
Linear systems
Minimal polynomial
Nonlinear systems
Projection
Vector sequences
Linear systems
Extrapolation
Epsilon-algorithm
Vector sequences
Projection
Minimal polynomial
Nonlinear systems
ISSN:0377-0427, 1879-1778
Online Access:Get full text
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Summary:The present paper is a survey of the most popular vector extrapolation methods such as the reduced rank extrapolation (RRE), the minimal polynomial extrapolation (MPE), the modified minimal polynomial extrapolation (MMPE), the vector ε-algorithm (VEA) and the topological ε-algorithm (TEA). Using projectors, we derive a different interpretation of these methods and give some theoretical results. The second aim of this work is to give a numerical comparison of the vector extrapolation methods above when they are used for practical large problems such as linear and nonlinear systems of equations.
ISSN:0377-0427
1879-1778
DOI:10.1016/S0377-0427(00)00357-5