On a Vectorized Version of a Generalized Richardson Extrapolation Process
Numerical Analysis
2020-12-08 v3 Numerical Analysis
Abstract
Let be a vector sequence that satisfies being the limit or antilimit of and being an asymptotic scale as , in the sense that The vector sequences , are known, as well as . In this work, we analyze the convergence and convergence acceleration properties of a vectorized version of the generalized Richardson extrapolation process that is defined via the equations being the approximation to . Here is some nonzero vector, is an inner product, such that , and and . By imposing a minimal number of reasonable additional conditions on the , we show that the error has a full asymptotic expansion as . We also show that actual convergence acceleration takes place and we provide a complete classification of it.
Cite
@article{arxiv.1605.02630,
title = {On a Vectorized Version of a Generalized Richardson Extrapolation Process},
author = {Avram Sidi},
journal= {arXiv preprint arXiv:1605.02630},
year = {2020}
}