LU implementation of the modified minimal polynomial extrapolation method for solving linear and nonlinear systems |
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| Authors: | Jbilou, K Sadok, H |
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| Affiliation: | Université du Littoral, Zone Universitaire de la Mi-voix, Batiment H. Poincaré, 50 Rue F. Buisson, BP 699, F-6222 Calais Cédex, France E-mail: {jbilou, sadok}@lma.univ-littoral.fr |
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| Abstract: | We give an efficient implementation of the modified minimalpolynomial extrapolation (MMPE) method for solving linear andnonlinear systems. We will show how to choose the auxiliaryvectors in the MMPE method such that the resulting approximationsare always defined. This new implementation, which is basedon an LU factorization with a pivoting strategy, is inexpensiveboth in time and storage as compared with other extrapolationmethods. |
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| Keywords: | linear systems nonlinear systems extrapolation projection vector sequences |
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