Abstract
In this paper, we give a general projection algorithm for implementing some known extrapolation methods such as the MPE, the RRE, the MMPE and others. We apply this algorithm to vectors generated linearly and derive new algorithms for solving systems of linear equations. We will show that these algorithms allow us to obtain known projection methods such as the Orthodir or the GCR.
Similar content being viewed by others
References
C. Brezinski, Généralisation de la transformation de Shanks, de la table de la Table de Padé et de l'epsilon-algorithme, Calcolo 12 (1975) 317–360.
C. Brezinski, Recursive interpolation, extrapolation and projection, J. Comput. Appl. Math. 9 (1983) 369–376.
C. Brezinski, Other manifestations of the Schur complement Lin. Alg. Appl. 24 (1988) 231–247.
C. Brezinski and H. Sadok, Vector sequence transformation and fixed point methods, in:Numerical Methods in Laminar and Turbulent Flows, eds. C. Taylor et al. (Pineridge, Swansea, 1987) pp. 3–11.
S. Cabay and L.W. Jackson, A polynomial extrapolation method for finding limits and antilimits for vector sequences, SIAM J. Numer. Anal. 13 (1976) 734–752.
R.P. Eddy, Extrapolation to the limit of a vector sequence, in:Information Linkage Between Applied Mathematics and Industry, ed. P.C.C. Wang, (Academic Press, New York, 1979) pp. 387–396.
S.C. Eisenstat, H.C. Elman and M.H. Schultz, Variational iterative methods for nonsymmetric systems of linear equations, SIAM J. Numer. Anal. 20 (1983) 345–357.
H.C. Elman, Iterative methods for large sparse nonsymmetric systems of linear equations, Ph.D. thesis, Computer Science Dept., Yale Univ., New Haven, CT (1982).
V. Faber and T. Manteufel, Orthogonal Error Methods, SIAM J. Numer Anal. 24 (1987) 170–187.
W.D. Ford and A. Sidi, Recursive algorithms for vector extrapolation methods, Appl. Numer. Math. 4 (1988) 477–489.
W. Gander, G.H. Golub and D. Gruntz, Solving linear equations by extrapolation, in:Supercomputing, ed. J.S. Kovalic (Nato ASI Series, Springer, 1990).
B. Germain-Bonne, Estimation de la limite de suites et formalisation de procédés d'accélération de la convergence, Thèse d'Etat, Université de Lille 1 (1978).
Henrici,Elements of Numerical Analysis (Wiley, New York, 1964).
K. Jbilou, Méthodes d'extrapolation et de projection. Applications aux suites de vecteurs, Thèse de 3eme cycle, Université de Lille 1 (1988).
K. Jbilou and H. Sadok Some results about vector extrapolation methods and related fixed point iterations, J. Comput. Appl. Math. 36 (1991) 385–398.
K. Jbilou and H. Sadok, Analysis of the complete and incomplete vector extrapolation methods for solving systems of linear equations, submitted.
M. Mesina, Convergence acceleration for the iterative solution ofx=Ax+f, Comput. Meth. Appl. Mech. Eng. 10 (1977) 165–173.
B.P. Pugatchev, Acceleration of the convergence of iterative processes and a method for solving systems of nonlinear equations, USSR Comput. Math. Math. Phys. 17 (1978) 199–207.
Y. Saad, Krylov subspace methods for solving large unsymmetric linear systems, Math. Comput. 37 (1981) 105–126.
H. Sadok, Accélération de la convergence de suites vectorielles et méthodes de point fixe, Thèse, Univ. Lille (1988).
A. Sidi, Extrapolation vs. projection methods for linear systems of equations, J. Comput. Appl. Math. 22 (1988) 71–88.
A. Sidi, Convergence and stability of minimal polynomial and reduced rank extrapolation algorithms, SIAM J. Numer. Anal. 23 (1986) 197–209.
A. Sidi, W.F. Ford and D.A. Smith, Acceleration of convergence of vector sequences, SIAM J. Numer. Anal. 23 (1986) 178–196.
D. A. Smith, W.F. Ford and A. Sidi Extrapolation methods for vector sequences, SIAM Rev. 29 (1987) 199–233; Correction, SIAM Rev. 30 (1988) 623–624.
D.M. Young and K.C. Jea, Generalized conjugate-gradient acceleration of nonsymmetrisable iterative methods. Lin. Alg. Appl. 34 (1980) 159–194.
Author information
Authors and Affiliations
Additional information
Communicated by P. van Dooren
Rights and permissions
About this article
Cite this article
Jbilou, K. A general projection algorithm for solving systems of linear equations. Numer Algor 4, 361–377 (1993). https://doi.org/10.1007/BF02145753
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02145753