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• W2065196265 abstract "An important problem that arises in different areas of science and engineering is that of computing the limits of sequences of vectors {xn}, where xn∈CN with N very large. Such sequences arise, for example, in the solution of systems of linear or nonlinear equations by fixed-point iterative methods, and limn→∞xn are simply the required solutions. In most cases of interest, however, these sequences converge to their limits extremely slowly. One practical way to make the sequences {xn} converge more quickly is to apply to them vector extrapolation methods. In this work, we review two polynomial-type vector extrapolation methods that have proved to be very efficient convergence accelerators; namely, the minimal polynomial extrapolation (MPE) and the reduced rank extrapolation (RRE). We discuss the derivation of these methods, describe the most accurate and stable algorithms for their implementation along with the effective modes of usage in solving systems of equations, nonlinear as well as linear, and present their convergence and stability theory. We also discuss their close connection with the method of Arnoldi and with GMRES, two well-known Krylov subspace methods for linear systems. We show that they can be used very effectively to obtain the dominant eigenvectors of large sparse matrices when the corresponding eigenvalues are known, and provide the relevant theory as well. One such problem is that of computing the PageRank of the Google matrix, which we discuss in detail. In addition, we show that a recent extrapolation method of Kamvar et al. that was proposed for computing the PageRank is very closely related to MPE. We present a generalization of the method of Kamvar et al. along with a very economical algorithm for this generalization. We also provide the missing convergence theory for it." @default.
• W2065196265 created "2016-06-24" @default.
• W2065196265 creator A5067073885 @default.
• W2065196265 date "2008-07-01" @default.
• W2065196265 modified "2023-10-01" @default.
• W2065196265 title "Vector extrapolation methods with applications to solution of large systems of equations and to PageRank computations" @default.
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• W2065196265 doi "https://doi.org/10.1016/j.camwa.2007.11.027" @default.
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