Efficient implementation of minimal polynomial and reduced rank extrapolation methods
نویسندگان
چکیده
منابع مشابه
Efficient Implementation of Minimal Polynomial and Reduced Rank Extrapolation Methods
The minimal polynomial extrapolation (MPE) and reduced rank extrapolation (RRE) are two very effective techniques that have been used in accelerating the convergence of vector sequences, such as those that are obtained from iterative solution of linear and nonlinear systems of equations. Their definitions involve some linear least squares problems, and this causes difficulties in their numerica...
متن کاملMinimal polynomial and reduced rank extrapolation methods are related
Minimal Polynomial Extrapolation (MPE) and Reduced Rank Extrapolation (RRE) are two polynomial methods used for accelerating the convergence of sequences of vectors {xm}. They are applied successfully in conjunction with fixedpoint iterative schemes in the solution of large and sparse systems of linear and nonlinear equations in different disciplines of science and engineering. Both methods pro...
متن کاملLinear constrained reduced rank and polynomial order methods
The Subspace-based Reduced Rank and Polynomial Order (RRPO) methods were proposed recently [1, 2, 3], which estimate a reduced order linear prediction polynomial whose roots are the desired "signal roots". In this paper, we describe how to extend the RRPO methods to include constraints involving known signal information. Simulation results indicate that by incorporating known signal information...
متن کاملNonlinear Schwarz iterations with Reduced Rank Extrapolation
Extrapolation methods can be a very effective technique used for accelerating the convergence of vector sequences. In this paper, these methods are used to accelerate the convergence of Schwarz iterative methods for nonlinear problems. Some convergence analysis is presented, and it is shown numerically that certain extrapolation methods can indeed be very effective in accelerating the convergen...
متن کاملEfficient implementation of stable Richardson Extrapolation algorithms
Richardson Extrapolation is a powerful computational tool which can successfully be used in the efforts to improve the accuracy of the approximate solutions of systems of ordinary differential equations (ODEs) obtained by different numerical methods (including here combined numerical methods consisting of appropriately chosen splitting procedures and classical numerical methods). Some stability...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1991
ISSN: 0377-0427
DOI: 10.1016/0377-0427(91)90013-a