Aitken's and Steffensen's accelerations in several variables

Summary

Aitken's acceleration of scalar sequences extends to sequences of vectors that behave asymptotically as iterations of a linear transformation. However, the minimal and characteristic polynomials of that transformation must coincide (but the initial sequence of vectors need not converge) for a numerically stable convergence of Aitken's acceleration to occur. Similar results hold for Steffensen's acceleration of the iterations of a function of several variables. First, the iterated function need not be a contracting map in any neighbourhood of its fixed point. Instead, the second partial derivatives need only remain bounded in such a neighbourhood for Steffensen's acceleration to converge quadratically, even if ordinary iterations diverge. Second, at the fixed point the minimal and characteristic polynomials of the Jacobian matrix must coincide to ensure a numerically stable convergence. By generalizing the work that Noda did on the subject between 1981 and 1986, the results presented here explain the numerical observations reported by Henrici in 1964 and 1982.

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This work was supported by a grant from the Northwest Institute for Advanced Study, an organ of Eastern Washington University

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Nievergelt, Y. Aitken's and Steffensen's accelerations in several variables. Numer. Math. 59, 295–310 (1991). https://doi.org/10.1007/BF01385782

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Subject classifications

  • AMS(MOS): 65H10
  • CR: G1.5