Numerical comparisons of nonlinear convergence accelerators

Abstract

As part of a continuing program of numerical tests of convergence accelerators, the iterated Aitken's Delta-squared method, Wynn's epsilon algorithm, Brezinski's theta algorithm, and Levin's u transform are compared on a broad range of test problems: linearly convergence alternating, monotone, and irregular-sign series, logarithmically convergent series, power method and Bernoulli method sequences, alternating and monotone asymptotic series, and some perturbation series arising in applications. In each category either the epsilon algorithm or the u transform gives the best results of the four methods tested. In some cases differences among methods are slight, and in others they are quite striking.