Simple and optimal extrapolations for first order iterations
- 1 January 1984
- journal article
- research article
- Published by Taylor & Francis in International Journal of Computer Mathematics
- Vol. 15 (1-4) , 309-318
- https://doi.org/10.1080/00207168408803417
Abstract
This paper discusses the optimal one parameter acceleration of a first order stationary iterative scheme. The results are compared to three simpler approximations designed to give “good” accelerations at less computational cost. Numerical tests involving the solution of 8 classical econometric models, for which iterative techniques are routinely used, show that the approximations are unreliable.Keywords
This publication has 2 references indexed in Scilit:
- Alternative techniques for solving systems of nonlinear equationsJournal of Computational and Applied Mathematics, 1982
- How to improve on the convergence rates of a first order schemeInternational Journal of Computer Mathematics, 1982