arXiv · 2307.02062
Convergence Analysis for Restarted Anderson Mixing and Beyond
Abstract
Anderson mixing (AM) is a classical method that can accelerate fixed-point iterations by exploring historical information. Despite the successful application of AM in scientific computing, the theoretical properties of AM are still under exploration. In this paper, we study the restarted version of the Type-I and Type-II AM methods, i.e., restarted AM. With a multi-step analysis, we give a unified convergence analysis for the two types of restarted AM and justify that the restarted Type-II AM can locally improve the convergence rate of the fixed-point iteration. Furthermore, we propose an adaptive mixing strategy by estimating the spectrum of the Jacobian matrix. If the Jacobian matrix is symmetric, we develop the short-term recurrence forms of restarted AM to reduce the memory cost. Finally, experimental results on various problems validate our theoretical findings.
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Fuchao Wei, Chenglong Bao, Yang Liu, Guangwen Yang. 2023-07-05. Convergence Analysis for Restarted Anderson Mixing and Beyond. https://arxiv.org/abs/2307.02062
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