Toward the kernel of the vector epsilon algorithm

✍ Scribed by John A. Steele; Allan T. Dolovich

• Publisher: John Wiley and Sons
• Year: 2000
• Tongue: English
• Weight: 98 KB
• Volume: 48
• Category: Article
• ISSN: 0029-5981
• DOI: 10.1002/(sici)1097-0207(20000620)48:5<721::aid-nme896>3.0.co;2-g

✦ Synopsis

The vector epsilon algorithm (VEA) is a non-linear sequence-to-sequence transformation which has been in use for over 35 years to determine the limits (antilimits) of convergent (divergent) vector sequences. Recently, it has been used in a variety of engineering applications to accelerate iterative solution processes, including iterative ÿnite element techniques. The VEA has been shown to give the limiting value of many sequences. However, an expression describing the kernel of the VEA, the set of all sequences {vn} which the VEA extrapolates successfully to the sequence's limit (antilimit) vector v, remains elusive. Here, this question is addressed with a simple proof giving the kernel of the ÿrst-order VEA with some comments about the kernel for higher orders. We prove that the ÿrst-order VEA assumes that each term of the related sequence {vn -v} is rotated by a ÿxed angle and scaled in length by a constant factor with respect to the preceding term.