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Convergence Analysis for Anderson Acceleration

SIAM Journal on Numerical Analysis, 2015
Summary: \(\mathrm{Anderson}(m)\) is a method for acceleration of fixed point iteration which stores \(m+1\) prior evaluations of the fixed point map and computes the new iteration as a linear combination of those evaluations. \(\mathrm{Anderson}(0)\) is fixed point iteration.
Alex Toth, C. T. Kelley
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