Variations on Richardson's method and acceleration

MaRDI QIDQ2365228zbMATH OpenFDO

Authors Claude Brezinski

Publication date 8 June 1997

Published in Bulletin of the Belgian Mathematical Society - Simon Stevin (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/119104

zbMATH Keywords

convergence accelerationextrapolationiterative methodsnumerical examplesorthogonalizationpreconditioningquadratic iterative preconditionerRichardson's acceleration

Mathematics Subject Classification ID

Extrapolation to the limit, deferred corrections (65B05) Iterative numerical methods for linear systems (65F10) Orthogonalization in numerical linear algebra (65F25)

Review text

The paper presents a new acceleration procedure based on projection and preconditioning for iterative methods for solving linear systems. The procedure is a generalization of Richardson's acceleration which is recovered for a particular choice of the preconditioners. Two kinds of preconditioners are proposed: Linear iterative preconditioner and quadratic iterative preconditioner. Numerical examples illustrate the procedure.

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Cited in

(14)

• Variational method of accelerating linear iterations and its applications
• Pseudoinverse preconditioners and iterative methods for large dense linear least-squares problems
• A convex optimization approach for solving large scale linear systems
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• Vector and matrix sequence transformations based on biorthogonality
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