Solving Linear Equations by Extrapolation
Part of the NATO ASI Series book series (volume 62)
This is a survey paper on extrapolation methods for vector sequences. We have simplified some derivations and we give some numerical results which illustrate the theory.
KeywordsNormal Equation Extrapolation Method Vector Sequence Krylov Subspace Minimal Polynomial
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- A. Buja, Hastie and Tibshirani: Linear Smoothers and Additive Models, Annals of Statistics, Vol. 17, No. 2, June 1989.Google Scholar
- W. Gander and G. Golub: Discussion of Buja A., Hastie and Tibshirani: Linear Smoothers and Additive Models, Annals of Statistics, Vol. 17, No. 2, June 1989Google Scholar
- Y. Saad: The Lanczos Biorthogonalization Algorithm and other oblique projection methods for solving large unsymmetric systems, SIAM J. Numeri. Anal., Vol. 19, No. 3, June 1982.Google Scholar
- A. Sidi: Extrapolation vs. Projection methods for linear Systems of Equations, Journal of Computational and Applied Mathematics 22, (1988), p. 77–88.Google Scholar
- A. Sidi: Application of Vector Extrapolation Methods to Consistent Singular Linear Systems, Technical Report # 540 Technion, February 1989.Google Scholar
- A. Sidi and M.L. Celestina: Convergence Acceleration for Vector Sequences and Applications to Computational Fluid Dynamics, NASA Technical Memorandum 101327, ICOMP-88-17, 1988Google Scholar
- D.A. Smith, W.F. Ford and A. Sidi: Correction to “Extrapolation Methods for Vector Sequences”, SIAM Review, Vol. 30, No. 4, December 1988Google Scholar
- R.C.E. Tan: Implementation of the topological ɛ-Algorithm, SIAM J. Sci. Stat. Comput. Vol. 9, No. 5. September 1988Google Scholar
- R.S. Varga: Matrix Iterative Analysis, Prentice-Hall Inc., New Jersey, 1962Google Scholar
© Springer-Verlag Berlin Heidelberg 1990