rre: Perform reduced-rank 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

rre(sequence)

Arguments

sequence

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

Value

the RRE limit

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.

Examples

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

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