Technical Report CS0620

TR#:CS0620
Class:CS
Title: EFFICIENT IMPLEMENTATION OF MINIMAL POLYNOMIAL AND REDUCED RANK EXTRAPOLATION METHODS
Authors: Avram Sidi
PDFCS0620.pdf
Abstract: The minimal polynomial extrapolation (MPE) and reduced rank extrapolation (RRE) are two very effective techniques that have been used in accelerating the convergence of vector sequences, such as those that are obtained from iterative solution of linear and nonlinear systems of equations. Their definitions involve some linear least squares problems, and this causes difficulties in their numerical implementation. In this work timewise efficient and numerically stable implementations for MPE and RRE are developed. A computer program written in FORTRAN 77 is also appended and applied to some model problems.
CopyrightThe above paper is copyright by the Technion, Author(s), or others. Please contact the author(s) for more information

Remark: Any link to this technical report should be to this page (http://www.cs.technion.ac.il/users/wwwb/cgi-bin/tr-info.cgi/1990/CS/CS0620), rather than to the URL of the PDF files directly. The latter URLs may change without notice.

To the list of the CS technical reports of 1990
To the main CS technical reports page

Computer science department, Technion
admin