Prediction properties of some extrapolation methods

DOI10.1016/0168-9274(85)90031-5MaRDI QIDQ1089717zbMATH OpenOpenAlexFDO

Authors Claude Brezinski

Publication date 1985

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0168-9274(85)90031-5

zbMATH Keywords

Aitken's delta square methodConvergence accelerationE-algorithmPadé approximantssequence

Mathematics Subject Classification ID

Extrapolation to the limit, deferred corrections (65B05)

Review text

Convergence acceleration methods consist in the construction of a sequence converging faster than the initial sequence. Each member of the new sequence is a guess for the limit and it is computed from a restricted number of terms of the initial sequence. It is shown herein how convergence acceleration methods can be used to predict the next (unknown) term of the initial sequence instead of its limit. Particular emphasis on Aitken's \(\Delta^ 2\) process and the E-algorithm is placed.

Recommendations

• Construction of extrapolation processes
• Addition to the Aitken method for the extrapolation of the limit of slowly convergent sequences
• Some unusual results on extrapolation methods
• Acceleration of superlinearly convergent sequences
• Practical Extrapolation Methods

Cites work

• A general extrapolation algorithm
• Error Control in Convergence Acceleration Processes
• Generalized neville type extrapolation schemes
• scientific article; zbMATH DE number 3538200 (Why is no real title available?)
• Prediction Properties of the t-Transformation
• The mühlbach-neville-aitken algorithm and some extensions

Cited in

(20)

• Other manifestations of the Schur complement
• Construction of extrapolation processes
• Algorithm for the \(E\)-prediction
• Prediction proberties of Aitken's iterated \(\Delta^2\) process, of Wynn's epsilon algorithm, and of Brezinski's iterated theta algorithm
• An acceleration theorem for the \(\rho\)-algorithm
• Extrapolation and prediction of sequences in a vector space
• Assessing prediction error at interpolation and extrapolation points
• Aitken's method for estimating bilinear forms arising in applications
• Fast estimates for the diagonal of the inverse of large scale matrices appearing in applications
• Prediction of unknown terms of a sequence and its application to some physical problems
• Extrapolation theory with applications
• scientific article; zbMATH DE number 3980146 (Why is no real title available?)
• scientific article; zbMATH DE number 4096501 (Why is no real title available?)
• Series prediction based on algebraic approximants
• Properties of calculated predictions of grade sizes and the associated integer valued vectors
• Extrapolation, a technique to estimate
• Mathematical properties of a new Levin-type sequence transformation introduced by Čı́žek, Zamastil, and Skála. I. Algebraic theory
• scientific article; zbMATH DE number 1440914 (Why is no real title available?)
• Convergence acceleration during the 20th century
• Approximation of the Tikhonov regularization parameter through Aitken's extrapolation

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