Convergence and stability properties of minimal polynomial and reduced rank extrapolation algorithms

摘要

The minimal polynomial and reduced rank extrapolation algorithms are two acceleration of convergence methods for sequences of vectors. In a recent survey these methods were tested and compared with the scalar, vector, topological epsilon algorithms, and were observed to be more efficient than the latter. It was also observed that the two methods have similar convergence properties. The convergence and stability properties of these methods are analyzed and the performance of the acceleration methods when applied to a class of vector sequences that includes those sequences obtained from systems of linear equations by using matrix iterative methods is discussed.