The vector epsilon algorithm - a residual approach

被引:1
|
作者
Roberts, DE [1 ]
机构
[1] Napier Univ, Dept Math, Edinburgh EH10 5DT, Midlothian, Scotland
关键词
linear systems; iterative methods; extrapolation; residual vector; vector epsilon algorithm; vector Pade approximant; Clifford algebras; vector continued fraction;
D O I
10.1023/A:1014880510928
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present an alternative to the hector epsilon-algorithm based on hector continued fractions and which is applicable when the sequence to be accelerated is generated by a one-point iteration function. These fractions are constructed in the language of Clifford algebras. which allow three-term recurrence relations. The new algorithm evidently has considerably greater numerical precision than the old one. Results from numerical experiments are reported.
引用
收藏
页码:209 / 227
页数:19
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