Vector extrapolation methods. Applications and numerical comparison

[摘要] 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 epsilon-algorithm (VEA) and the topological epsilon-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. (C) 2000 Elsevier Science B.V. All rights reserved.

[发布日期] 2000-10-01

[关键词] linear systems;nonlinear systems;extrapolation;projection;vector sequences;minimal polynomial;epsilon-algorithm