EpsilonExtrapolation: EpsilonExtrapolation This function takes a matrix with...
Description Usage Arguments Value Examples
Description
EpsilonExtrapolation This function takes a matrix with previous iterates and extrapolates the limit of the sequence.
Usage
1 | EpsilonExtrapolation(Iterates, Method = c("VEA", "SEA"))
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Arguments
Iterates |
A matrix representing different iterates with one iterate per column. Can be pieced together from Inputs and Outputs matrices of the FixedPoint function using the PutTogetherIteratesWithoutJumps function |
Method |
Method for epsilon extrapolation. Should be either "VEA" for the vector extrapolation algorithm or "SEA" for the scalar epsilon algorithm. |
Value
A vector with the extrapolated vector.
Examples
1 2 3 4 5 6 7 | FPFunction = function(x){c(0.5*sqrt(abs(x[1] + x[2])), 1.5*x[1] + 0.5*x[2])}
A = FixedPoint( Function = FPFunction, Inputs = c(0.3,900), MaxIter = 6, Method = "Simple")
Iterates = PutTogetherIteratesWithoutJumps(A$Inputs, A$Outputs)
EpsilonExtrapolation(Iterates, "VEA")
B = FixedPoint( function(x){cos(x)}, Inputs = 1, MaxIter = 5, Method = "Simple")
Iterates = PutTogetherIteratesWithoutJumps(B$Inputs, B$Outputs)
EpsilonExtrapolation(Iterates, "SEA")
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