library(FixedPoint)
library(testthat)
context("Testing all convergence methods for a simple vector dependent fixed point problem. This means x[2] depends directly on previous x[1]s and x[2]s and similarly for x[1].")
# Note that this has three fixed points. (0,0) and (1,3) and (-1,3).
# If we remove the absolute value function from inside the sqrt then there are only the first two. If this were our actual function
# only simple iteration would work while the other two would eventually return a negative in the square root and cause an error.
Test_Of_Convergence = function(Function = function(x){c(0.5*sqrt(abs(x[1] + x[2])), 1.5*x[1] + 0.5*x[2])}, Inputs = c(0.3,900), Outputs = c(), Method = c("Newton") , ConvergenceMetric = function(Resids){max(abs(Resids))} , ConvergenceMetricThreshold = 1e-10, MaxIter = 1e3, MaxM = 10, Dampening = 1, PrintReports = TRUE, ReportingSigFig = 5, ConditionNumberThreshold = 1e10){
A = FixedPoint(Function = Function, Inputs = Inputs, Outputs = Outputs, Method = Method, ConvergenceMetric = ConvergenceMetric, ConvergenceMetricThreshold = ConvergenceMetricThreshold, MaxIter = MaxIter, MaxM = MaxM, Dampening = Dampening, PrintReports = PrintReports, ReportingSigFig = ReportingSigFig)
return((A$Convergence[length(A$Convergence)] < ConvergenceMetricThreshold))
}
test_that("Testing that each method converges in the quadratic case to within tolerance", {
expect_true(Test_Of_Convergence(Method = "Anderson")) # This takes 14 iterations.
expect_true(Test_Of_Convergence(Method = "Simple")) # This takes 105 iterations.
expect_true(Test_Of_Convergence(Method = "Aitken")) # This takes 67 iterations.
expect_true(Test_Of_Convergence(Method = "Newton")) # This takes 239 iterations.
expect_true(Test_Of_Convergence(Method = "VEA")) # This takes 20 iterations.
expect_true(Test_Of_Convergence(Method = "SEA")) # This takes 25 iterations.
expect_true(Test_Of_Convergence(Method = "MPE")) # This takes 31 iterations.
expect_true(Test_Of_Convergence(Method = "RRE")) # This takes 31 iterations.
})
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