Tim Kelley, NC State, “Anderson acceleration: convergence theory and numerical experience”
SAS 2229You've probably heard some old guy rant about Newton's method and how it will solve all of your problems: linear, nonlinear, personal, laundry. There's more. In this talk I'll tell you about a way to accelerate plain vanilla fixed point iteration. The first theory for this stuff came from right here in SAS hall and…