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Download the Paper (233 K, PDF file) - September 9, 2008 Tell a colleague about it. Printing Tips: Select 'print as image' in the Acrobat print dialog if you have trouble printing.

ABSTRACT:
The paper discusses iterative methods for linear systems and various ways to accelerate their convergence. The results are then applied to nonlinear fixed point iterations, in particular to multidimensional scaling. The purpose of the paper is didactic and it contains absolutely nothing that is original. In fact, it closely follows Sidi [2008]. We do provide code in R.

SUGGESTED CITATION:
Jan de Leeuw, "Polynomial Extrapolation to Accelerate Fixed Point Iterations" (September 9, 2008). Department of Statistics, UCLA. Department of Statistics Papers. Paper 2008090901.
http://repositories.cdlib.org/uclastat/papers/2008090901