Department of Statistics, UCLA
Polynomial Extrapolation to Accelerate Fixed Point Iterations
- Author(s): Jan de Leeuw
- et al.
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 . We do provide code in R.