VECTOR AND MATRIX SEQUENCE TRANSFORMATIONS BASED ON BIORTHOGONALITY

Citation
C. Brezinski et Mr. Zaglia, VECTOR AND MATRIX SEQUENCE TRANSFORMATIONS BASED ON BIORTHOGONALITY, Applied numerical mathematics, 21(4), 1996, pp. 353-373
Citations number
38
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
01689274
Volume
21
Issue
4
Year of publication
1996
Pages
353 - 373
Database
ISI
SICI code
0168-9274(1996)21:4<353:VAMSTB>2.0.ZU;2-W
Abstract
Sequence transformations are used for the purpose of convergence accel eration. An important algebraic property connected with a sequence tra nsformation is its kernel, that is the set of sequences transformed in to a constant sequence (usually the limit of the sequence). In this pa per, we show how to construct transformations whose kernels are the se ts of vector or matrix sequences of the forms x(n) = x + Z(n) alpha, x (n) = x + Z(n) alpha(n) and x(n) = x + Z(n) alpha(n) + Y-n beta where Z(n) and Y-n are known matrices, alpha, alpha(n) and beta unknown vect ors or matrices. Recursive algorithms for their implementation are giv en. Applications to the solution of systems of linear and nonlinear eq uations are also discussed.