mpe: Perform minimal polynomial extrapolation

In pdmetcalfe/extrapolatr: Convergence Acceleration

Description

This method removes any geometric terms from a sequence, leaving you with the limit. Note, as in the examples, that it will happily remove divergent sequences. This is a feature rather than a bug.

Usage

mpe(sequence)

Arguments

sequence

a matrix, the columns of which are the sequence to accelerate

Value

the MPE limit

References

Cabay, S. and Jackson, L.W. (1976), A polynomial extrapolation method for finding limits and antilimits for vector sequences, SIAM J. Numer. Anal. 13, 734–752.

Examples

ind <- seq_len(5)
vals <- 0.5^(ind - 1)
mpe(matrix(vals, nrow=1))
mpe(rbind(vals, 2 + vals))

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