Convergence acceleration as a dynamical system

We survey recent results on local and global aspects of generalized Steffensen iteration. The main idea behind this algorithm is to replace the dynamical system z ↦ f( z) with z ↦ F n ( z), where F n is an appropri ately constructed quotient of two Hankel determinants. We show that F n retains all f...

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Bibliographic Details
Published inApplied numerical mathematics Vol. 15; no. 2; pp. 101 - 121
Main Author Iserles, A.
Format Journal Article Conference Proceeding
LanguageEnglish
Published Amsterdam Elsevier B.V 01.09.1994
Elsevier
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Summary:We survey recent results on local and global aspects of generalized Steffensen iteration. The main idea behind this algorithm is to replace the dynamical system z ↦ f( z) with z ↦ F n ( z), where F n is an appropri ately constructed quotient of two Hankel determinants. We show that F n retains all finite fixed points of f and determine the local speedup in convergence. Moreover, we investigate how the basin of attraction varies with n, proving that for polynomial f most poles and zeros of F n accumulate on and inside the Julia set of f as n → ∞. This is in close agreement with computational results.
ISSN:0168-9274
1873-5460
DOI:10.1016/0168-9274(94)00020-4