Two generalizations of reduced rank extrapolation are derived for low-rank matrix sequences and iteration-dependent mapping functions, with numerical tests on Lyapunov and Riccati equations.
Vector extrapolation applied to algebraic Riccati equa- tions arising in transport theory
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Generalizing Reduced Rank Extrapolation to Low-Rank Matrix Sequences
Two generalizations of reduced rank extrapolation are derived for low-rank matrix sequences and iteration-dependent mapping functions, with numerical tests on Lyapunov and Riccati equations.