LU implementation of the modified minimal polynomial extrapolation method for solving linear and nonlinear systems

Authors
Jbilou, K Sadok, H
Citation
K. Jbilou et H. Sadok, LU implementation of the modified minimal polynomial extrapolation method for solving linear and nonlinear systems, IMA J NUM A, 19(4), 1999, pp. 549-561
Citations number
20
Categorie Soggetti
Mathematics
Journal title
IMA JOURNAL OF NUMERICAL ANALYSIS
ISSN journal
02724979 → ACNP
Volume
19
Issue
4
Year of publication
1999
Pages
549 - 561
Database
ISI
SICI code
0272-4979(199910)19:4<549:LIOTMM>2.0.ZU;2-L
Abstract
We give an efficient implementation of the modified minimal polynomial extr apolation (MMPE) method for solving linear and nonlinear systems. We will s how how to choose the auxiliary vectors in the MMPE method such that the re sulting approximations are always defined. This new implementation, which i s based on an LU factorization with a pivoting strategy, is inexpensive bot h in time and storage as compared with other extrapolation methods.