FixedPoint: A suite of acceleration algorithms with applications8 years ago
1 Fixed point acceleration | 2 Acceleration algorithms | 2.1 Newton acceleration | 2.2 Aitken acceleration | 2.3 Epsilon algorithms | 2.4 Minimal polynomial algorithms | 2.5 Anderson acceleration | 3. Using the FixedPoint package | 3.1 Basic examples of using FixedPoint | The Babylonian method for finding square roots. | Vectorised functions | 3.2 Easily changing algorithm | 3.3 Algorithm monitoring | 3.4 Graceful error handling | 3.5 Convergence by constant increments | 4. Applications of fixed point acceleration | 4.1 Gas diffusion | 4.2 Finding equilibrium prices in a pure exchange economy | 4.3 The training of a perceptron classifier | 4.4 Valuation of a perpetual American put option with a compulsory rebuy provision | 4.5 A consumption smoothing problem | Using parallelisation with the Anderson method | 5. Performance comparison | References
FixedPoint 0.6.3Stuart Baumann & Margaryta KlymakFixedPoint.Rmd