A new proof of the cross-rule for the \(\epsilon\)-algorithm based on Schur-complements (Q1095594)
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English | A new proof of the cross-rule for the \(\epsilon\)-algorithm based on Schur-complements |
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A new proof of the cross-rule for the \(\epsilon\)-algorithm based on Schur-complements (English)
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1988
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Schur-complement means the matrix \(A/E=H-GF^{-1}E\) for \(A=\left[\begin{matrix} E&F\\ G&H \end{matrix}\right]\), which appears during the Gaussian elimination. \textit{D. E. Crabtree} and \textit{E. V. Haynsworth} [Proc. Am. Math. Soc. 22, 364-366 (1969; Zbl 0186.340)] proved the relation (*) \(B/A=(B/E)/(A/E)\) for regular matrices \[ B= \left[\begin{matrix} E&F&J \\ G&H&K \\ L&M&N \end{matrix}\right] \text{ and } A = \left[\begin{matrix} E&F \\ G&H \end{matrix}\right]. \] Now the author points out that the cross-rule in the transformation of \textit{D. Shanks} [J. Math. Phys. 34, 1-42 (1955; Zbl 0067.286)] is actually a special case of the above relation (*). This transformation is essentially the same with Wynn's \(\epsilon\)-algorithm for accelerating the convergence of a sequence.
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epsilon algorithm
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Schur-complement
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Gaussian elimination
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cross-rule
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