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On a Vectorized Version of a Generalized Richardson Extrapolation Process

Numerical Analysis 2020-12-08 v3 Numerical Analysis

Abstract

Let {\xxm}\{\xx_m\} be a vector sequence that satisfies \xxm\sss+i=1αii(m)as m, \xx_m\sim \sss+\sum^\infty_{i=1}\alpha_i \gg_i(m)\quad\text{as $m\to\infty$}, \sss\sss being the limit or antilimit of {\xxm}\{\xx_m\} and {i(m)}i=1\{\gg_i(m)\}^\infty_{i=1} being an asymptotic scale as mm\to\infty, in the sense that limmi+1(m)i(m)=0,i=1,2,.\lim_{m\to\infty}\frac{\|\gg_{i+1}(m)\|}{\|\gg_{i}(m)\|}=0,\quad i=1,2,\ldots. The vector sequences {i(m)}m=0\{\gg_i(m)\}^\infty_{m=0}, i=1,2,,i=1,2,\ldots, are known, as well as {\xxm}\{\xx_m\}. 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 i=1k\yy,Δi(m)α~i=\yy,Δ\xxm,nmn+k1;\sssn,k=\xxn+i=1kα~ii(n), \sum^k_{i=1}\braket{\yy,\Delta\gg_{i}(m)}\widetilde{\alpha}_i=\braket{\yy,\Delta\xx_m},\quad n\leq m\leq n+k-1;\quad \sss_{n,k}=\xx_n+\sum^k_{i=1}\widetilde{\alpha}_i\gg_{i}(n), \sssn,k\sss_{n,k} being the approximation to \sss\sss. Here \yy\yy is some nonzero vector, ,\braket{\cdot\,,\cdot} is an inner product, such that α\aaa,β\bb=αˉβ\aaa,\bb\braket{\alpha\aaa,\beta\bb}=\bar{\alpha}\beta\braket{\aaa,\bb}, and Δ\xxm=\xxm+1 \xxm\Delta\xx_m=\xx_{m+1}-~\xx_m and Δi(m)=i(m+1)i(m)\Delta\gg_i(m)=\gg_i(m+1)-\gg_i(m). By imposing a minimal number of reasonable additional conditions on the i(m)\gg_i(m), we show that the error \sssn,k\sss\sss_{n,k}-\sss has a full asymptotic expansion as nn\to\infty. 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}
}
R2 v1 2026-06-22T13:56:29.738Z