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A Convergence Study for Reduced Rank Extrapolation on Nonlinear Systems. (arXiv:1807.03199v1 [math.NA])
来源于:arXiv
Reduced Rank Extrapolation (RRE) is a polynomial type method used to
accelerate the convergence of sequences of vectors $\{\xx_m\}$. It is applied
successfully in different disciplines of science and engineering in the
solution of large and sparse systems of linear and nonlinear equations of very
large dimension. If $\sss$ is the solution to the system of equations
$\xx=\ff(\xx)$, first, a vector sequence $\{\xx_m\}$ is generated via the
fixed-point iterative scheme $\xx_{m+1}=\ff(\xx_m)$, $m=0,1,\ldots,$ and next,
RRE is applied to this sequence to accelerate its convergence. RRE produces
approximations $\sss_{n,k}$ to $\sss$ that are of the form
$\sss_{n,k}=\sum^k_{i=0}\gamma_i\xx_{n+i}$ for some scalars $\gamma_i$
depending (nonlinearly) on $\xx_n, \xx_{n+1},\ldots,\xx_{n+k+1}$ and satisfying
$\sum^k_{i=0}\gamma_i=1$. The convergence properties of RRE when applied in
conjunction with linear $\ff(\xx)$ have been analyzed in different
publications. In this work, we discuss the converg 查看全文>>