Accession Number:

ADA218272

Title:

Techniques for Accelerating Iterative Methods for the Solution of Mathematical Problems

Descriptive Note:

Doctoral thesis

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH

Personal Author(s):

Report Date:

1989-07-01

Pagination or Media Count:

146.0

Abstract:

Mathematical problems can be solved numerically by deriving an iteration scheme that generates a sequence, the limit of which is the solution of the problem. However, quite often the generated sequence converges very slowly or even diverges. This study describes and compares methods designed to accelerate a slowly convergent sequence or to obtain the solution of the problem from a divergent sequence. The methods studied are Aitkens Delta-Squared method, Wynns epsilon and modified epsilon methods, the minimal polynomial extrapolation method, the reduced rank extrapolation method, and Andersons generalized secant algorithms. The derivation of these methods, as applied to both linear and nonlinear problems, are presented. In addition, the acceleration methods are compared theoretically and numerically. Results are presented from extensive numerical testing of problems in an m-dimensional vector space.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE