Matrix Shanks Transformations

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Claude Brezinski
Michela Redivo-Zaglia


Shanks' transformation is a well know sequence transformation for accelerating the convergence of scalar sequences. It has been extended to the case of sequences of vectors and sequences of square matrices satisfying a linear difference equation with scalar coefficients. In this paper, a more general extension to the matrix case where the matrices can be rectangular and satisfy a difference equation with matrix coefficients is proposed and studied. In the particular case of square matrices, the new transformation can be recursively implemented by the matrix $\varepsilon$-algorithm of Wynn. Then, the transformation is related to matrix Padé-type and Padé approximants. Numerical experiments showing the interest of this transformation end the paper.

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