Some vector sequence transformations with applications to systems of equations

DOI10.1007/BF02141917MaRDI QIDQ688102zbMATH OpenOpenAlexFDO

Authors Claude Brezinski, Hassane Sadok

Publication date 31 August 1994

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02141917

zbMATH Keywords

\(G\)-transformationCGS methodfixed point iterationsLanczos' methodrecursive algorithmsShanks transformationvector sequence transformation

Mathematics Subject Classification ID

Extrapolation to the limit, deferred corrections (65B05) Numerical computation of solutions to systems of equations (65H10)

Review text

First, recursive algorithms for implementing some vector sequence transformation are given. In a particular case, these transformations are generalizations of Shanks' transformation and the \(G\)-transformation. When the sequence of vectors under transformation is generated by linear fixed point iterations, Lanczos' method and the CGS method are recovered, respectively. In the case of sequences generated by nonlinear fixed point iterations, a quadratically convergent method based on the \(\varepsilon\)- algorithm is recovered and a nonlinear analogue of the CGS method is obtained.

Recommendations

• Vector sequence transformations: Methodology and applications to linear systems
• On Wimp's vector sequence transformations
• New vector sequence transformations
• Vector and matrix sequence transformations based on biorthogonality
• Acceleration of Convergence of Vector Sequences

Cites work

• A new presentation of orthogonal polynomials with applications to their computation
• Accélération de la convergence en analyse numérique
• An Algorithm for the Computation of the Higher OrderG-Transformation
• CGS, A Fast Lanczos-Type Solver for Nonsymmetric Linear systems
• Extrapolation methods theory and practice
• Généralisations de la transformation de Shanks, de la table de Padé et de l'\(\varepsilon\)-algorithme
• Lanczos-type algorithms for solving systems of linear equations
• Padé-type approximation and general orthogonal polynomials

Cited in

(12)

• Other manifestations of the Schur complement
• About Henrici's transformation for accelerating vector sequences
• Vector sequence transformations: Methodology and applications to linear systems
• Hybrid vector transformations
• Look-ahead in Bi-CGSTAB and other product methods for linear systems
• Henrici's transformation and its application to the computation of derivatives of eigensystems
• The methods of Vorobyev and Lanczos
• Extension of Henrici's method to matrix sequences
• Vector and matrix sequence transformations based on biorthogonality
• Acceleration of Convergence of Vector Sequences
• Nonlinear hybrid procedures and fixed point iterations
• Breakdowns in the implementation of the Lánczos method for solving linear systems

Describes a project that uses

Uses Software

• CGS

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