Matrix completion with e-algorithm: In memory of Peter Wynn (1931–2017)

Walter Gander; Qiquan Shi

doi:10.1007/s11075-018-0579-y

Matrix completion with e-algorithm: In memory of Peter Wynn (1931–2017)

Walter Gander^*, Qiquan Shi

^*Corresponding author for this work

Department of Computer Science

Research output: Contribution to journal › Journal article › peer-review

2 Citations (Scopus)

Abstract

We show in this paper how the convergence of an algorithm for matrix completion can be significantly improved by applying Wynn’s e-algorithm. Straightforward generalization of the scalar e-algorithm to matrices fails. However, accelerating the convergence of only the missing matrix elements turns out to be very successful.

Original language	English
Pages (from-to)	279-301
Number of pages	23
Journal	Numerical Algorithms
Volume	80
Issue number	1
DOIs	https://doi.org/10.1007/s11075-018-0579-y
Publication status	Published - 23 Jan 2019

Scopus Subject Areas

Applied Mathematics

User-Defined Keywords

Convergence acceleration
Epsilon-algorithm
Matrix completion

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10.1007/s11075-018-0579-y

Cite this

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title = "Matrix completion with e-algorithm: In memory of Peter Wynn (1931–2017)",

abstract = "We show in this paper how the convergence of an algorithm for matrix completion can be significantly improved by applying Wynn{\textquoteright}s e-algorithm. Straightforward generalization of the scalar e-algorithm to matrices fails. However, accelerating the convergence of only the missing matrix elements turns out to be very successful.",

keywords = "Convergence acceleration, Epsilon-algorithm, Matrix completion",

author = "Walter Gander and Qiquan Shi",

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AU - Shi, Qiquan

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N2 - We show in this paper how the convergence of an algorithm for matrix completion can be significantly improved by applying Wynn’s e-algorithm. Straightforward generalization of the scalar e-algorithm to matrices fails. However, accelerating the convergence of only the missing matrix elements turns out to be very successful.

AB - We show in this paper how the convergence of an algorithm for matrix completion can be significantly improved by applying Wynn’s e-algorithm. Straightforward generalization of the scalar e-algorithm to matrices fails. However, accelerating the convergence of only the missing matrix elements turns out to be very successful.

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Matrix completion with e-algorithm: In memory of Peter Wynn (1931–2017)

Abstract

Scopus Subject Areas

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