Efficient implementation of minimal polynomial and reduced rank extrapolation methods
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The paper is devoted to new implementation techniques for the minimal polynomial extrapolation and the reduced rank extrapolation methods which can be used to accelerate the convergence of vector sequences produced, e.g., by fixed point iterative methods applied to the solution of large- scale linear and nonlinear systems of equations. The corresponding FORTRAN-77-code is appended. Numerical results obtained on the basis of this code are discussed.
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Cited in
(38)- Extrapolation vs. projection methods for linear systems of equations
- Recursive algorithms for vector extrapolation methods
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