Matrix completion with ε-algorithm
- 68 Downloads
We show in this paper how the convergence of an algorithm for matrix completion can be significantly improved by applying Wynn’s ε-algorithm. Straightforward generalization of the scalar ε-algorithm to matrices fails. However, accelerating the convergence of only the missing matrix elements turns out to be very successful.
KeywordsConvergence acceleration Epsilon-algorithm Matrix completion
Unable to display preview. Download preview PDF.
- 5.Brezinski, C., Redivo-Zaglia, M.: The genesis and early developments of Aitken’s process, Shanks’ transformation, the e–algorithm, and related fixed point methods. Numer. Algorithms, this issueGoogle Scholar
- 9.Sidi A: Vector extrapolation methods with applications. Number 17 in SIAM series on Computational Science and Engineering. SIAM (2017)Google Scholar