Extrapolation methods for vector sequences

Abstract

This paper derives, describes, and compares five extrapolation methods for accelerating convergence of vector sequences or transforming divergent vector sequences to convergent ones. These methods are the scalar epsilon algorithm (SEA), vector epsilon algorithm (VEA), topological epsilon algorithm (TEA), minimal polynomial extrapolation (MPE), and reduced rank extrapolation (RRE). MPE and RRE are first derived and proven to give the exact solution for the right 'essential degree' k. Then, Brezinski's (1975) generalization of the Shanks-Schmidt transform is presented; the generalized form leads from systems of equations to TEA. The necessary connections are then made with SEA and VEA. The algorithms are extended to the nonlinear case by cycling, the error analysis for MPE and VEA is sketched, and the theoretical support for quadratic convergence is discussed. Strategies for practical implementation of the methods are considered.