This paper examines a number of extrapolation and acceleration methods and introduces a few modifications of the standard Shanks transformation that deal with general sequences. One of the goals of the paper is to lay out a general framework that encompasses most of the known acceleration strategies. The paper also considers the Anderson Acceleration (AA) method under a new light and exploits a connection with quasi-Newton methods in order to establish local linear convergence results of a stabilized version of the AA method. The methods are tested on a number of problems, including a few that arise from nonlinear partial differential equations.
Brezinski, C., Cipolla, S., Redivo-Zaglia, M., Saad, Y. (2022). Shanks and Anderson-type acceleration techniques for systems of nonlinear equations. IMA JOURNAL OF NUMERICAL ANALYSIS, 42(4), 3058-3093 [10.1093/imanum/drab061].
Shanks and Anderson-type acceleration techniques for systems of nonlinear equations
Cipolla, Stefano
;
2022-01-01
Abstract
This paper examines a number of extrapolation and acceleration methods and introduces a few modifications of the standard Shanks transformation that deal with general sequences. One of the goals of the paper is to lay out a general framework that encompasses most of the known acceleration strategies. The paper also considers the Anderson Acceleration (AA) method under a new light and exploits a connection with quasi-Newton methods in order to establish local linear convergence results of a stabilized version of the AA method. The methods are tested on a number of problems, including a few that arise from nonlinear partial differential equations.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.


