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Conor Joseph Mccoid
UNIGE
Commits
ea01f34d
Commit
ea01f34d
authored
Oct 14, 2021
by
Conor McCoid
Browse files
Extrap: added info on Anderson mixing
parent
639acd67
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1
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Research/Extrapolation methods/notes.tex
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ea01f34d
...
...
@@ -525,4 +525,10 @@ If $\vec{v}_n$ is chosen such that
\end{equation*}
with possibly other constraints then
$
\hat
{
J
}_{
n
+
1
}
X
_{
n
-
k,k
}
\Delta
=
F
_{
n
-
k,k
}
\Delta
$
.
Anderson mixing solves
$
F
_{
n,k
}
\Delta
\vec
{
u
}
=
\fxi
{
n
+
k
}$
in a least-squares sense then uses the step
\begin{equation*}
\hat
{
\vec
{
x
}}_{
n+k+1
}
=
\vec
{
x
}_{
n+k
}
- X
_{
n,k
}
\Delta
\vec
{
u
}
+
\beta
\left
(
\fxi
{
n+k
}
- F
_{
n,k
}
\Delta
\vec
{
u
}
\right
).
\end{equation*}
For
$
\beta
=
0
$
this is exactly the multisecant equations.
\end{document}
\ No newline at end of file
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