Two classes of multisecant methods for nonlinear acceleration

Abstract

Many applications in science and engineering lead to models that require solving large‐scale fixed point problems, or equivalently, systems of nonlinear equations. Several successful techniques for handling such problems are based on quasi‐Newton methods that implicitly update the approximate Jacobian or inverse Jacobian to satisfy a certain secant condition. We present two classes of multisecant methods which allow to take into account a variable number of secant equations at each iteration. The first is the Broyden‐like class, of which Broyden's family is a subclass, and Anderson mixing is a particular member. The second class is that of the nonlinear Eirola–Nevanlinna‐type methods. This work was motivated by a problem in electronic structure calculations, whereby a fixed point iteration, known as the self‐consistent field (SCF) iteration, is accelerated by various strategies termed ‘mixing’. Copyright © 2008 John Wiley & Sons, Ltd.