Numerical Analysis
On some matrix extrapolation methods
[Sur des nouvelles méthodes d'extrapolation matricielle]
Comptes Rendus. Mathématique, Tome 341 (2005) no. 12, pp. 781-786.

Dans cette Note, nous introduisons de nouvelles méthodes d'extrapolation matricielle comme généralisation de certaines méthodes d'extrapolation vectorielle. Les approximations obtenues sont données sous forme de complément de Schur. Ces méthodes seront ensuite appliquées à des suites matricielles générées linéairement et des résultas théoriques sont proposés.

In the present Note we introduce new matrix extrapolation methods as a generalization of well known vector extrapolation methods. We give expressions of the obtained approximation via the Schur complement. We apply these methods to linearly generated sequences and give some theoretical results.

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DOI : 10.1016/j.crma.2005.10.019
Jbilou, Khalide 1 ; Messaoudi, Abderrahim 2 ; Tabaa, Khalid 3

1 Université du littoral, côte d'opale, bâtiment H. Poincaré, 50, rue F. Buisson, 62280 Calais cedex, France
2 École normale supérieure Takaddoum, département de mathématiques, B.P. 5118, avenue Oued-Akreuch, Takaddoum, Rabat, Morocco
3 Département de mathématiques, faculté des sciences de Rabat, Agdal, Rabat, Morocco
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Jbilou, Khalide; Messaoudi, Abderrahim; Tabaa, Khalid. On some matrix extrapolation methods. Comptes Rendus. Mathématique, Tome 341 (2005) no. 12, pp. 781-786. doi : 10.1016/j.crma.2005.10.019. http://archive.numdam.org/articles/10.1016/j.crma.2005.10.019/

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