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Department of Statistics, UCLA

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Polynomial Extrapolation to Accelerate Fixed Point Iterations


The paper discusses iterative methods for linear systems and various ways to accelerate their convergence. The results are then applied to nonlinear fixed point iterations, in particular to multidimensional scaling. The purpose of the paper is didactic and it contains absolutely nothing that is original. In fact, it closely follows Sidi [2008]. We do provide code in R.

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