PolynomialExtrapolation: PolynomialExtrapolation This function performs Minimal...

In s-baumann/FixedPoint: Algorithms for Finding Fixed Point Vectors of Functions

Description

PolynomialExtrapolation This function performs Minimal Polynomial extrapolation (MPE) or Reduced Rank Extrapolation (RRE) given a matrix of previous iterates of the function.

Usage

PolynomialExtrapolation(Iterates, Method = c("MPE", "RRE"))

Arguments

Iterates	A matrix of inputs and outputs excluding jumps. Can be pieced together from Inputs and Outputs matrices of the FixedPoint function using the PutTogetherIteratesWithoutJumps function
Method	The method for polynomial extrapolation. Should be either "MPE" for minimal polynomial extrapolation or "RRE" for reduced rank extrapolation.

Value

A vector containing the extrapolated vector.

Examples

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)
PolynomialExtrapolation(Iterates, "MPE")
B = FixedPoint( function(x){cos(x)}, Inputs = 1, MaxIter = 5, Method = "Simple")
Iterates = PutTogetherIteratesWithoutJumps(B$Inputs, B$Outputs)
PolynomialExtrapolation(Iterates, "RRE")

s-baumann/FixedPoint documentation built on May 28, 2019, 7:49 a.m.