FixedPoint (version 0.6.3)

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

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"))

Value

A vector containing the extrapolated vector.

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.

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")