Anderson acceleration

• Donald G.M. Anderson, “Iterative procedures for nonlinear integral equations”. Journal of the Association for Computing Machinery, Vol. 12, No. 4, pp. 547─560, 1965.
  Original paper introducing the idea of Anderson acceleration, not that relevant for the version we implemented.
• Donald G.M. Anderson, Comments on “Anderson Acceleration, Mixing and Extrapolation,” Numerical Algorithms, Vol. 80, No. 1: pp. 135─234, 2017.
  Long but interesting discussion of Anderson acceleration by Anderson himself, also discussing other publications on the topic.
• Homer F. Walker and Peng Ni, “Anderson acceleration for fixed-point iterations,” SIAM Journal on Numerical Analysis, Vol. 49, No. 4, pp. 1715─1735, 2011.
  Anderson acceleration applied to fixed-point iteration, covers the math used for the implementation of our algorithm.
  PDF with pseudocode and Mᴀᴛʟᴀʙ implementation: https://users.wpi.edu/~walker/Papers/anderson_accn_algs_imps.pdf
• Vien V. Mai and Mikael Johansson, “Anderson Acceleration of Proximal Gradient Methods,” arXiv:1910.08590, 2020.
  Guarded Anderson acceleration applied to the proximal gradient algorithm.
• J.W. Daniel, W.B. Gragg, L. Kaufman and G.W. Stewart, “Reorthogonalization and stable algorithms for updating the Gram-Schmidt QR factorization,” Mathematics of computation, Vol. 30, No. 136, pp. 772─795, 1976.
  Algorithm for incrementally updating the QR factorization as columns are added or removed.
• Christian Bischof, Ping Tak Peter Tang, “Robust Incremental Condition Estimation,” SIAM Journal on Matrix Analysis and Applications, Vol. 11, No. 2, pp. 312─322, 1990.
  This is on the todo list: estimate the condition of the QR factorization and drop columns if it is ill-conditioned (close to singular).
  Another, newer (unpublished?) version: https://www.osti.gov/biblio/10133022-Zz8cvq/native
  Better quality PDF: http://www.netlib.org/lapack/lawnspdf/lawn33.pdf