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Shanks and Anderson-type acceleration techniques for systems of nonlinear equations
IMA Journal of Numerical Analysis ( IF 2.1 ) Pub Date : 2021-07-13 , DOI: 10.1093/imanum/drab061
Claude Brezinski 1 , Stefano Cipolla 2 , Michela Redivo-Zaglia 2 , Yousef Saad 3
Affiliation  

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.

中文翻译:

非线性方程组的 Shanks 和 Anderson 型加速技术

本文研究了许多外推和加速方法,并介绍了处理一般序列的标准 Shanks 变换的一些修改。本文的目标之一是制定一个包含大多数已知加速策略的通用框架。本文还从新的角度考虑了安德森加速度 (AA) 方法,并利用与准牛顿方法的联系来建立稳定版本的 AA 方法的局部线性收敛结果。这些方法在许多问题上进行了测试,包括一些由非线性偏微分方程引起的问题。
更新日期:2021-07-13
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