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Anderson Acceleration for Fixed-Point Iterations

✍ Scribed by Walker, Homer F.; Ni, Peng


Book ID
118182025
Publisher
Society for Industrial and Applied Mathematics
Year
2011
Tongue
English
Weight
313 KB
Volume
49
Category
Article
ISSN
0036-1429

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In this paper, we consider the extrapolated iteration and Mann's iteration scheme for computing the fixed point of a real Lipschitz function. Convergence of various types of fixed point iterations is well known for a self mapping which is a contraction. Here, we prove convergence o~ both methods wit