ANDERSON ACCELERATION FOR FIXED-POINT ITERATIONS

This paper concerns an acceleration method for fixed-point iterations that originated in work of D. G. Anderson [J. Assoc. Comput. Mach., 12 (1965), pp. 547–560], which we accordingly call Anderson acceleration here. This method has enjoyed considerable success and wide usage in electronic structure...

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Veröffentlicht in:	SIAM journal on numerical analysis Jg. 49; H. 3/4; S. 1715 - 1735
Hauptverfasser:	WALKER, HOMER F., NI, PENG
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2011
Schlagworte:	Algebra Algorithms Applied mathematics Cost efficiency Exact sciences and technology Experiments Global analysis, analysis on manifolds Iterative solutions Jacobians Linear algebra Linear and multilinear algebra, matrix theory Linear systems Mathematical extrapolation Mathematical vectors Mathematics Matrices Methods Numerical analysis Numerical analysis in abstract spaces Numerical analysis. Scientific computation Numerical methods in probability and statistics Sciences and techniques of general use Secant function Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds Truncation Orthogonal matrix iterative methods Arnoldi method Decomposition method Iterative method Iteration Numerical method Stochastic method Partial differential equation Truncation Fix point 65F10 Multigrid Least squares method mixture densities 65H10 acceleration methods Arnoldi (full orthogonalization) method expectation-maximization algorithm Quasi Newton method Numerical linear algebra Initial value problem fixed-point iterations Algorithm nonnegative matrix factorization GMRES method Numerical analysis Boundary value problem Linear system Linear algebra Abstract space alternating least-squares generalized minimal residual method Domain decomposition
ISSN:	0036-1429, 1095-7170
Online-Zugang:	Volltext
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