EpsilonExtrapolation {FixedPoint}

EpsilonExtrapolation This function takes a matrix with previous iterates and extrapolates the limit of the sequence.

Description

EpsilonExtrapolation This function takes a matrix with previous iterates and extrapolates the limit of the sequence.

Usage

EpsilonExtrapolation(Iterates, Method = c("VEA", "SEA"))

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

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")