Extrapolation methods theory and practice

zbMath0744.65004MaRDI QIDQ1189415

Claude Brezinski, Michela Redivo-Zaglia

Publication date: 18 September 1992

Published in: Studies in Computational Mathematics (Search for Journal in Brave)

zbMATH Keywords

monographnumerical examplesconvergence accelerationcontinued fractionssequence transformationextrapolation methodsprogramsfloppy disk

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05) Extrapolation to the limit, deferred corrections (65B05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical interpolation (65D05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for integral transforms (65R10) Numerical quadrature and cubature formulas (65D32) Numerical differentiation (65D25) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical summation of series (65B10) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Matrix recursive projection and interpolation algorithms, Geometrical inverse matrix approximation for least-squares problems and acceleration strategies, Treatment of near-breakdown in the CGS algorithm, Non-commutative extrapolation algorithms, On the stochastic acceleration of sequences of random variables, Block extrapolation methods with applications, DQAINF: An algorithm for automatic integration of infinite oscillating tails, A hierarchically consistent, iterative sequence transformation, A review of Padé methods for the acceleration of convergence of a sequence of vectors, Extrapolation methods, Convergence acceleration as a dynamical system, Exact formulae and matrix-less eigensolvers for block banded symmetric Toeplitz matrices, On the kernel of sequence transformations, Anderson acceleration of the alternating projections method for computing the nearest correlation matrix, Simple efficient solvers for certain ill-conditioned systems of linear equations, including \(H(\operatorname{div})\) problems, Matrix extrapolation algorithms, An extrapolation method for a Volterra integral equation with weakly singular kernel, Coupled modified KdV equations, skew orthogonal polynomials, convergence acceleration algorithms and Laurent property, Experiments with range computations using extrapolation, Are the eigenvalues of preconditioned banded symmetric Toeplitz matrices known in almost closed form?, Application of the virial theorem for improving eigenvalue calculations of multiparticle systems, Convergence acceleration algorithms related to a generalized E-transformation and its particular cases, A new technique of selection between sequence transformations, BiCGStab, VPAStab and an adaptation to mildly nonlinear systems, Mechanical quadrature methods and their extrapolation for solving first kind Abel integral equations, Algorithm for the \(E\)-prediction, Padé-type rational and barycentric interpolation, Multivariate Frobenius-Padé approximants: properties and algorithms, Global approximation for some functions, Some continuous programming problems in numerical analysis, From numerical quadrature to Padé approximation, A generalization of the \(G\)-transformation and the related algorithms, Extensions of Drummond's process for convergence acceleration, Survey of numerical stability issues in convergence acceleration, A recursive algorithm for the \(G\) transformation and accurate computation of incomplete Bessel functions, Efficient algorithm for summation of some slowly convergent series, New properties of a certain method of summation of generalized hypergeometric series, An extremal problem of Erdős in interpolation theory, Symmetric contours and convergent interpolation, Nonlinear functional equations satisfied by orthogonal polynomials, Combination of nonstandard schemes and Richardson's extrapolation to improve the numerical solution of population models, A Schur complement approach to a general extrapolation algorithm, Untypical methods of convergence acceleration, Acceleration of the EM algorithm using the vector epsilon algorithm, A comparative study of numerical steepest descent, extrapolation, and sequence transformation methods in computing semi-infinite integrals, Acceleration of the abstract fixpoint computation in numerical program analysis, The \(\varepsilon\)-algorithm allows to detect Dirac delta functions., Acceleration of the alternating least squares algorithm for principal components analysis, Acceleration of convergence of general linear sequences by the Shanks transformation, A derivative-free nonmonotone line-search technique for unconstrained optimization, Numerical treatment of a twisted tail using extrapolation methods, Estimating the algorithmic variance of randomized ensembles via the bootstrap, Orthogonal polynomials of equilibrium measures supported on Cantor sets, Image reconstruction and restoration using the simplified topological \(\varepsilon\)-algorithm, A matrix-less and parallel interpolation-extrapolation algorithm for computing the eigenvalues of preconditioned banded symmetric Toeplitz matrices, Some results of convergence acceleration for a general \(\Theta\)-type algorithm, Acceleration of the EM and ECM algorithms using the Aitken \(\delta^2\) method for log-linear models with partially classified data, On a vectorized version of a generalized Richardson extrapolation process, The simplified topological \(\varepsilon\)-algorithms: software and applications, Acceleration of the EM algorithm using the Vector Aitken method and its Steffensen form, Some vector sequence transformations with applications to systems of equations, Implementation of the recurrence relations of biorthogonality, Particular rules for the \(\Theta\)-algorithm, Fast and high accuracy multiscale multigrid method with multiple coarse grid updating strategy for the 3D convection-diffusion equation, Convergence acceleration of Kaczmarz's method, Vector extrapolation applied to truncated singular value decomposition and truncated iteration, Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods, On the application of the minimum polynomial extrapolation method to incompressible flows with heat transfer, The extrapolated interval global optimization algorithm, Bessel, sine and cosine functions and extrapolation methods for computing molecular multi-center integrals, Extended procedures for extrapolation to the limit, Multivariate approximants with levin-like transforms, Solution of the Schrödinger equation over an infinite integration interval by perturbation methods, revisited, Two new series for the Fermi-Dirac integral, A class of new transforms tailored for the hypergeometric series, Google pageranking problem: The model and the analysis, Fast and robust sixth-order multigrid computation for the three-dimensional convection-diffusion equation, Numerical evaluation of Goursat's infinite integral, Richardson-extrapolated sequential splitting and its application, Accelerating the convergence of the EM algorithm using the vector \(\varepsilon \) algorithm, The numerical evaluation of a challenging integral, On asymptotic extrapolation, An asymptotically hierarchy-consistent, iterative sequence transformation for convergence acceleration of Fourier series, Vector extrapolation enhanced TSVD for linear discrete ill-posed problems, Rational approximants using Levin-Weniger transforms, A convergence acceleration method of Fourier series, Method of summation of some slowly convergent series, Some unusual results on extrapolation methods, Convergence acceleration of the Gauss-Laguerre quadrature formula, On the acceleration of two classes of sequences by the \(\widehat{\Theta}\)-algorithm, Computation of irregularly oscillating integrals, Elimination techniques: From extrapolation to totally positive matrices and CAGD, The epsilon algorithm and related topics, Scalar Levin-type sequence transformations, Vector extrapolation methods. Applications and numerical comparison, The \(E\)-algorithm and the Ford-Sidi algorithm, Analysis of nonpreemptive priority queues with multiple servers and two priority classes, Numerical solution of a nonuniquely solvable Volterra integral equation using extrapolation methods, Numerical evaluation of Hilbert transforms for oscillatory functions: A convergence accelerator approach, Biorthogonal vector sequence transformations and Padé approximation of vector series, Measuring the Algorithmic Convergence of Randomized Ensembles: The Regression Setting, An automatic quadrature method for semi-infinite integrals of exponentially decaying functions and its Matlab code, Analytical representation and efficient computation of the effective conductivity of two‐phase composite materials, Spectral Laplace transform of signals on arbitrary domains, N-mode minimal tensor extrapolation methods, Secant Acceleration of Sequential Residual Methods for Solving Large-Scale Nonlinear Systems of Equations, The \(HD\) and \(H\bar D\) methods for accelerating the convergence of three-center nuclear attraction and four-center two-electron Coulomb integrals over \(B\) functions and their convergence properties, Convergence acceleration during the 20th century, The AAA Algorithm for Rational Approximation, On condition numbers of the Shanks transformation, Analysis of the ϵ-algorithm to accelerate the convergence, Recursive interpolation algorithm: A formalism for solving systems of linear equations. I: Direct methods, Bias correction for parameter estimates of spatial point process models, On the Computation of Nonhyperbolic Fixed Points, Q-difference and confluent forms of the lattice Boussinesq equation and the relevant convergence acceleration algorithms, On the Effectiveness of Richardson Extrapolation in Data Science, On the Convergence of the Quasi-Periodic Approximations on a Finite Interval, Minimal polynomial and reduced rank extrapolation methods are related, Multistep $𝜖$–algorithm, Shanks’ transformation, and the Lotka–Volterra system by Hirota’s method, New vector sequence transformations, Addition to the Aitken method for the extrapolation of the limit of slowly convergent sequences, A low-rank approach to the computation of path integrals, An efficient nesting sub-domain gradient smoothing integration algorithm with quadratic exactness for Galerkin meshfree methods, The \(\epsilon\)-algorithm for the identification of a transfer-function model: Some applications, A general extrapolation procedure revisited, Henrici's transformation and its application to the computation of derivatives of eigensystems, A Borel transform method for locating singularities of Taylor and Fourier series, Squared polynomial extrapolation methods with cycling: an application to the positron emission tomography problem, Convergence acceleration for boundary value problems with singularities using the \(E\)-algorithm, Quasipower and hypergeometric series -- construction and evaluation, Compact formulae for three-center nuclear attraction integrals over exponential type functions, A look-ahead strategy for the implementation of some old and new extrapolation methods, An algebraic approach to the vector \(\varepsilon\)-algorithm, Convergent interpolation to Cauchy integrals over analytic arcs, Extrapolation algorithms and Padé approximations: A historical survey, A derivation of extrapolation algorithms based on error estimates, Extrapolation methods for hyperbolic systems with relaxation, Vector sequence transformations for the acceleration of logarithmic convergence, The sign regularity of the auxiliary family \(g_ i(x) = x^{\alpha_ i}(-\ln x)^{\beta_ i}\) in convergence acceleration processes using the E-algorithm, Analytical and numerical studies of the convergence behavior of the \({\mathcal J}\) transformation, Numerical methods and asymptotic error expansions for the Emden-Fowler equations, Numerical generation of periodic traveling wave solutions of some nonlinear dispersive wave systems, An embedded 3(2) pair of nonlinear methods for solving first order initial-value ordinary differential systems, Generalizations of Shanks transformation and corresponding convergence acceleration algorithms via Pfaffians, Shanks Sequence Transformations and Anderson Acceleration, Validation of results of collocation methods for ODEs with CADNA library, Acceleration of the EM algorithm: P-EM versus epsilon algorithm, Convergence acceleration of alternating series, A convergence study for reduced rank extrapolation on nonlinear systems, On the kernel of vector \(\varepsilon \)-algorithm and related topics, Generalized discrete Lotka-Volterra equation, orthogonal polynomials and generalized epsilon algorithm, ESPRIT versus ESPIRA for reconstruction of short cosine sums and its application, A new method to generate non-autonomous discrete integrable systems via convergence acceleration algorithms, Robust formula for \(N\)-point Padé approximant calculation based on Wynn identity, An iterative method for simultaneously computing the derivatives of simple and multiple eigenpairs of a quadratic eigenvalue problem, Efficient and accurate modeling of rigid rods, A short tale of long tail integration, Sélection entre procédés d'accélération de la convergence, An extended multistep Shanks transformation and convergence acceleration algorithm with their convergence and stability analysis, Direct and inverse computation of Jacobi matrices of infinite iterated function systems, Guessing singular dependencies, Vector Aitken extrapolation method for multilinear PageRank computations, The genesis and early developments of Aitken's process, Shanks' transformation, the \(\varepsilon\)-algorithm, and related fixed point methods, The rational iteration method by Georges Lemaître, A truncated Clenshaw-Curtis formula approximates integrals over a semi-infinite interval, Third-order Newton-type methods combined with vector extrapolation for solving nonlinear systems, An adaptive averaging binomial method for option valuation, On the unique solvability of a problem on water waves above submerged bodies, Fast solvers for discretized Navier-Stokes problems using vector extrapolation, Petviashvili type methods for traveling wave computations. II: Acceleration with vector extrapolation methods, An approach to the Gummel map by vector extrapolation methods, Using successive approximations for improving the convergence of GMRES method, A representation of the interpolation polynomial, Computation of diverging sums based on a finite number of terms, An efficient and quadratic accurate linear-gradient smoothing integration scheme for meshfree Galerkin methods, A two-level nesting smoothed meshfree method for structural dynamic analysis, Are the Eigenvalues of Banded Symmetric Toeplitz Matrices Known in Almost Closed Form?, A new integrable convergence acceleration algorithm for computing Brezinski-Durbin-Redivo-Zaglia's sequence transformation via Pfaffians, Convergence acceleration of orthogonal series, Fourier series and the Lubkin W-transform, Extrapolation methods for the numerical solution of nonlinear Fredholm integral equations, An Analytic Method for Convergence Acceleration of Certain Hypergeometric Series, An efficient algorithm for accelerating the convergence of oscillatory series, useful for computing the polylogarithm and Hurwitz zeta functions, Iterative residual-based vector methods to accelerate fixed point iterations, Extrapolation algorithms for filtering series of functions, and treating the Gibbs phenomenon, Extrapolation methods for PageRank computations, The Fourier transform method and the \(S\overline D\) approach for the analytical and numerical treatment of multicenter overlap-like quantum similarity integrals, Unnamed Item, Index-doubling in sequences by Aitken extrapolation, Generalizations of Aitken's process for a certain class of sequences, A nesting cell-based smoothed radial point interpolation method with two-level smoothed strains for static, free and forced vibration analysis of solids, Matrix polynomial and epsilon-type extrapolation methods with applications, A survey of Shanks' extrapolation methods and their applications, On the Richardson Extrapolation as Applied to the Sequential Splitting Method, Approximation of some linear recursive sequences and applications, Une généralisation au cas vectoriel du procédé $\Delta ^2$ d’Aitken et les suites à comportement linéaire, Lanczos-type algorithms for solving systems of linear equations, On a generalization of the \(\epsilon\)-algorithm, Abstract Fixpoint Computations with Numerical Acceleration Methods, Convergence acceleration of logarithmically convergent series avoiding summation, Transforming logarithmic to linear convergence by interpolation, Numerical solution of a singular boundary value problem for a generalized Emden--Fowler equation, Efficient and rapid evaluation of three-center two electron Coulomb and hybrid integrals using nonlinear transformations., Diffusion smoothing for spatial point patterns, Nonlinear hybrid procedures and fixed point iterations, The Toda molecule equation and the 𝜖-algorithm, Vector and matrix sequence transformations based on biorthogonality, A new method for solving a nonlinear equation with error estimations, A note on the summation of slowly convergent alternating series, Energy-Minimizing, Symmetric Discretizations for Anisotropic Meshes and Energy Functional Extrapolation, Computation of an infinite integral using series acceleration, Unnamed Item, On some matrix extrapolation methods, A two-level nesting smoothed extended meshfree method for static and dynamic fracture mechanics analysis of orthotropic materials, Nonlinear Schwarz iterations with reduced rank extrapolation, A new method of convergence acceleration of series expansion for analytic functions in the complex domain, Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients