Title:
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Convergence of extrapolation coefficients (English) |
Author:
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Zítko, Jan |
Language:
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English |
Journal:
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Aplikace matematiky |
ISSN:
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0373-6725 |
Volume:
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29 |
Issue:
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2 |
Year:
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1984 |
Pages:
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114-133 |
Summary lang:
|
English |
Summary lang:
|
Czech |
Summary lang:
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Russian |
. |
Category:
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math |
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Summary:
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Let $x_{k+1}=Tx_k+b$ be an iterative process for solving the operator equation $x=Tx+b$ in Hilbert space $X$. Let the sequence $\{x_k\}^\infty _{k=o}$ formed by the above described iterative process be convergent for some initial approximation $x_o$ with a limit $x^*=Tx^*+b$. For given $l>1,m_0,m_1,\dots ,m_l$ let us define a new sequence $\{y_k\}^\infty _{k=m_1}$ by the formula $y_k=\alpha^{(k)}_0x_k+\alpha^{(k)}_1x_{k-m_1}+\ldots +\alpha^{(k)}_lx_{k-m_l}$, where $\alpha^{(k)}_i$ are obtained by solving a minimization problem for a given functional.
In this paper convergence properties of $\alpha^{(k)}_i$ are investigated and on the basis of the results thus obtainded it is proved that $\lim_{k\rightarrow \infty} \left\|x^*-y_k\right\|/\left\|x^*-x_k\right\|^p=0$ for some $p\geq 1$. (English) |
Keyword:
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iterative methods |
Keyword:
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convergence acceleration |
Keyword:
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Hilbert space |
MSC:
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47A50 |
MSC:
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65J10 |
idZBL:
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Zbl 0577.65044 |
idMR:
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MR0738497 |
DOI:
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10.21136/AM.1984.104075 |
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Date available:
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2008-05-20T18:24:22Z |
Last updated:
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2020-07-28 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/104075 |
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Reference:
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[1] J. Zítko: Improving the convergence of iterative methods.Apl. Mat. 28 (1983), 215-229. MR 0701740 |
Reference:
|
[2] J. Zítko: Kellogg's iterations for general complex matrix.Apl. Mat. 19 (1974), 342-365. Zbl 0315.65025, MR 0368406 |
Reference:
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[3] G. Maess: Iterative Lösung linear Gleichungssysteme.Deutsche Akademie der Naturforscher Leopoldina Halle (Saale), 1979. MR 0558164 |
Reference:
|
[4] G. Maess: Extrapolation bei Iterationsverfahren.ZAMM 56, 121-122 (1976). MR 0426417, 10.1002/zamm.19760560210 |
Reference:
|
[5] I. Marek J. Zítko: Ljusternik Acceleration and the Extrapolated S.O.R. Method.Apl. Mat. 22 (1977), 116-133. MR 0431667 |
Reference:
|
[6] I. Marek: On a method of accelerating the convergence of iterative processes.Journal Соmр. Math. and Math. Phys. 2 (1962), N2, 963-971 (Russian). MR 0152112 |
Reference:
|
[7] I. Marek: On Ljusternik's method of improving the convergence of nonlinear iterative sequences.Comment. Math. Univ. Carol, 6 (1965), N3, 371-380. MR 0196901 |
Reference:
|
[8] A. E. Taylor: Introduction to Functional Analysis.J. Wiley Publ. New York 1958. Zbl 0081.10202, MR 0098966 |
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