On the Vector ε-Algorithm for Solving Linear Systems of Equations

@article{Salam2002OnTV,
  title={On the Vector ε-Algorithm for Solving Linear Systems of Equations},
  author={A. Salam and Peter R. Graves-Morris},
  journal={Numerical Algorithms},
  year={2002},
  volume={29},
  pages={229-247}
}
The four vector extrapolation methods, minimal polynomial extrapolation, reduced rank extrapolation, modified minimal polynomial extrapolation and the topological epsilon algorithm, when applied to linearly generated vector sequences are Krylov subspace methods and it is known that they are equivalent to some well-known conjugate gradient type methods. However, the vector ε-algorithm is an extrapolation method, older than the four extrapolation methods above, and no similar results are known… CONTINUE READING
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