Extrapolation methods for vector sequences

@inproceedings{Smith1987ExtrapolationMF,
  title={Extrapolation methods for vector sequences},
  author={David Keith Smith and William Ford and Avram Sidi},
  year={1987}
}
This is an expository paper that describes and compares five methods for extrapolating to the limit (or anti-limit) of a vector sequence without explicit knowledge of the sequence generator. The methods are the minimal polynomial extrapolation (MPE) studied by Cabay and Jackson, Mesina, and Skelboe; the reduced rank extrapolation (RRE) of Eddy (which we show to be equivalent to Mesina’s version of MPE); the vector and scalar versions of the epsilon algorithm (VEA, SEA) introduced by Wynn and… CONTINUE READING

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