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Mathematics of Computation

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Fixed point iteration with inexact function values

Author: Peter Alfeld
Journal: Math. Comp. 38 (1982), 87-98
MSC: Primary 65H10; Secondary 65K10
MathSciNet review: 637288
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Abstract: In many iterative schemes, the precision of each step depends on the computational effort spent on that step. A method of specifying a suitable amount of computation at each step is described. The approach is adaptive and aimed at minimizing the overall computational cost subject to attaining a final iterate that satisfies a suitable error criterion. General and particular cost functions are considered, and a numerical example is given.

References [Enhancements On Off] (What's this?)

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Keywords: Iteration, fixed point iteration, efficiency, numerical analysis
Article copyright: © Copyright 1982 American Mathematical Society