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Matrix polynomial and epsilon-type extrapolation methods with applications

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Abstract

In the present paper we introduce new matrix extrapolation methods as generalizations of well known methods such as polynomial vector extrapolation methods or 𝜖-type algorithms. We give expressions of the obtained approximations via the Schur complement, the Kronecker product and also by using a new matrix product. We apply these methods to linearly generated sequences especially those arising in control or in ill-posed problems.

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Authors and Affiliations

  1. Laboratoire LMPA, Université du Littoral Côte d’Opale, Batiment H. Poincarré, 50 Rue F. Buisson, 62280, Calais, France

    K. Jbilou & H. Sadok

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  1. K. Jbilou
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  2. H. Sadok
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Correspondence to K. Jbilou.

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Jbilou, K., Sadok, H. Matrix polynomial and epsilon-type extrapolation methods with applications. Numer Algor 68, 107–119 (2015). https://doi.org/10.1007/s11075-014-9879-z

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  • DOI: https://doi.org/10.1007/s11075-014-9879-z

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