Efficient Minimum-Polynomial And Reduced-Rank Extrapolation

Abstract

MPERRE computer program accelerates convergence of sequence of vectors by use of minimum-polynomial extrapolation (MPE) and reduced-rank extrapolation (RRE). Effective in accelerating convergences of such sequences of vectors as those obtained from iterative solution of systems of linear and nonlinear equations. In conjunction with various iterative techniques, successfully employed in finite-difference solution of large-scale elliptic boundary-value problems and problems in computational-fluid-dynamics. Only input required is sequence of vectors, convergence of which is accelerated. Program economical and easy to use. Written in FORTRAN 77.