extrapolatr: Sequence extrapolation methods

In pdmetcalfe/extrapolatr: Convergence Acceleration

Description

This package provides tools for convergence acceleration of vector sequences. This is perhaps unusual for R, but this is a handy tool to have at one's disposal when doing, for instance, expectation maximization.

References

Eddy, R.P. (1979), Extrapolation to the limit of a vector sequence, in Wang, P.C.C., ed, Information Linkage Between Applied Mathematics and Industry, pp 387-396.

Mesina, M. (1977), Convergence acceleration for the iterative solution of x=Ax + f, Methods Appl. Mech. Eng. 10, 165–173.

Jbilou, K., and Sadok, H. (1995), Analysis of some vector extrapolation methods for solving systems of linear equations, Numer. Math. 70, 73–89.

pdmetcalfe/extrapolatr documentation built on June 12, 2021, 8:09 p.m.