Category: Iterative methods

Anderson acceleration
In mathematics, Anderson acceleration, also called Anderson mixing, is a method for the acceleration of the convergence rate of fixed-point iterations. Introduced by Donald G. Anderson, this technique
Least-squares spectral analysis
Least-squares spectral analysis (LSSA) is a method of estimating a frequency spectrum, based on a least squares fit of sinusoids to data samples, similar to Fourier analysis. Fourier analysis, the mos
Fixed-point theorems
In mathematics, a fixed-point theorem is a result saying that a function F will have at least one fixed point (a point x for which F(x) = x), under some conditions on F that can be stated in general t
Modified Richardson iteration
Modified Richardson iteration is an iterative method for solving a system of linear equations. Richardson iteration was proposed by Lewis Fry Richardson in his work dated 1910. It is similar to the Ja
Iterative method
In computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the
Frank–Wolfe algorithm
The Frank–Wolfe algorithm is an iterative first-order optimization algorithm for constrained convex optimization. Also known as the conditional gradient method, reduced gradient algorithm and the conv
Relaxation (iterative method)
In numerical mathematics, relaxation methods are iterative methods for solving systems of equations, including nonlinear systems. Relaxation methods were developed for solving large sparse linear syst
Local convergence
In numerical analysis, an iterative method is called locally convergent if the successive approximations produced by the method are guaranteed to converge to a solution when the initial approximation
Discretization
In applied mathematics, discretization is the process of transferring continuous functions, models, variables, and equations into discrete counterparts. This process is usually carried out as a first
Chebyshev iteration
In numerical linear algebra, the Chebyshev iteration is aniterative method for determining the solutions of a system of linear equations. The method is named after Russian mathematician Pafnuty Chebys
Fixed-point iteration
In numerical analysis, fixed-point iteration is a method of computing fixed points of a function. More specifically, given a function defined on the real numbers with real values and given a point in
Superiorization
Superiorization is an iterative method for constrained optimization. It is used for improving the efficacy of an iterative method whose convergence is resilient to certain kinds of perturbations. Such