Shanks sequence transformations and Anderson acceleration

DOI10.1137/17M1120725zbMATH Open1395.65001OpenAlexW2886987088WikidataQ129396303 ScholiaQ129396303MaRDI QIDQ4580296FDOQ4580296

Claude Brezinski, Michela Redivo-Zaglia, Y. Saad

Publication date: 14 August 2018

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1120725

Recommendations

• Shanks and Anderson-type acceleration techniques for systems of nonlinear equations
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zbMATH Keywords

quasi-Newton methodsequence transformationAnderson accelerationacceleration techniquesreduced rank extrapolationBroyden methods

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of solutions to systems of equations (65H10) Extrapolation to the limit, deferred corrections (65B05) Acceleration of convergence in numerical analysis (65B99)

Cites Work

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Cited In (28)

• Globally Convergent Type-I Anderson Acceleration for Nonsmooth Fixed-Point Iterations
• Accelerating the HS-type Richardson iteration method with Anderson mixing
• Matrix Shanks Transformations
• Extrapolation methods for the numerical solution of nonlinear Fredholm integral equations
• Extrapolation and prediction of sequences in a vector space
• Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients
• Anderson Accelerated Douglas--Rachford Splitting
• Fast Krasnosel’skiĭ–Mann Algorithm with a Convergence Rate of the Fixed Point Iteration of \(\boldsymbol{{ o} \left(\frac{1}{{ k}} \right)}\)
• Convergence acceleration of iterative sequences for equilibrium chemistry computations
• Secant Acceleration of Sequential Residual Methods for Solving Large-Scale Nonlinear Systems of Equations
• The MFPIO iteration and the FPMPE method for multilinear PageRank computations
• An inverse potential problem for subdiffusion: stability and reconstruction*
• A survey of Shanks' extrapolation methods and their applications
• An algorithm for best rational approximation based on barycentric rational interpolation
• A simple extrapolation method for clustered eigenvalues
• On the asymptotic linear convergence speed of Anderson acceleration applied to ADMM
• Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones
• Some unusual results on extrapolation methods
• Geometrical inverse matrix approximation for least-squares problems and acceleration strategies
• Internality of generalized averaged Gauss quadrature rules and truncated variants for modified Chebyshev measures of the third and fourth kinds
• An enhanced sequential fully implicit scheme for reservoir geomechanics
• The genesis and early developments of Aitken's process, Shanks' transformation, the \(\varepsilon\)-algorithm, and related fixed point methods
• Convergence analysis of adaptive DIIS algorithms with application to electronic ground state calculations
• Direct nonlinear acceleration
• A novel iterative method for discrete Helmholtz decomposition
• GMRES algorithms over 35 years
• Alternating cyclic vector extrapolation technique for accelerating nonlinear optimization algorithms and fixed-point mapping applications
• nlTGCR: A Class of Nonlinear Acceleration Procedures Based on Conjugate Residuals

Uses Software

• Anderson
• EPSfun

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