On a vectorized version of a generalized Richardson extrapolation process (Q513676)

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On a vectorized version of a generalized Richardson extrapolation process
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    On a vectorized version of a generalized Richardson extrapolation process (English)
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    7 March 2017
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    Let \(\mathbb{X}\) be a finite- or infinite-dimensional linear inner product space with the inner product \(\langle\cdot,\cdot\rangle\) defined such that \(\langle \alpha\, \mathbf{a}, \beta\, \mathbf{b}\rangle =\bar{\alpha}\beta \langle \mathbf{a}, \mathbf{b}\rangle\), and let \(\|\cdot\|\) be the norm induced by this inner product, namely, \(\|z\|=\sqrt{\langle z,z \rangle}\). Further, let \(\{\mathbf{x}_m\}\) be a vector sequence in \(\mathbb{X}\), and let the \(\mathbf{x}_m\) have an asymptotic expansion of the form \[ \mathbf{x}_m \sim \mathbf{s}+\sum_{i=1}^\infty \alpha_i \mathbf{g}_i(m), \qquad m \to \infty, \] \(\mathbf{s}\) being the limit or antilimit of \(\{\mathbf{x}_m\}\) and \(\mathbf{g}_i(m)\) being an asymptotic scale as \(m \to \infty\), in the sense that \[ \lim_{m \to \infty} \frac{\|\mathbf{g}_{i+1}(m)\|}{\|\mathbf{g}_{i}(m)\|}=0, \quad i=1,2,\dots. \] A vectorized version of the generalized Richardson extrapolation process that is defined via the equations \[ \sum_{i=1}^k \langle \mathbf{y}, \Delta \mathbf{g}_i(m)\rangle \widetilde{\alpha}=\langle \mathbf{y}, \Delta \mathbf{x}_m\rangle, \; n\leq m \leq n+k-1; \] \[ \mathbf{s}_{n,k}=\mathbf{x}_n+\sum_{i=1}^k \widetilde{\alpha}_i \mathbf{g}_i(n), \] \(\mathbf{s}_{n,k}\) being the approximation to \(\mathbf{s}\) is investigated in this work. The properties of convergence and convergence acceleration of generalized Richardson process are analysed. It is shown that the error \(s_{n,k}-s\) has a full asymptotic expansion as \(m \to \infty\). It shows that actual convergence acceleration takes place, too.
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    acceleration of convergence
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    vector extrapolation methods
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    vector generalized Richardson extrapolation process
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