arXiv · 2306.00325
NLTGCR: A class of Nonlinear Acceleration Procedures based on Conjugate Residuals
Abstract
This paper develops a new class of nonlinear acceleration algorithms based on extending conjugate residual-type procedures from linear to nonlinear equations. The main algorithm has strong similarities with Anderson acceleration as well as with inexact Newton methods - depending on which variant is implemented. We prove theoretically and verify experimentally, on a variety of problems from simulation experiments to deep learning applications, that our method is a powerful accelerated iterative algorithm.
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Huan He, Ziyuan Tang, Shifan Zhao, Yousef Saad, Yuanzhe Xi. 2023-06-01. NLTGCR: A class of Nonlinear Acceleration Procedures based on Conjugate Residuals. https://doi.org/10.1137/23m1576360
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