FixedPointAcceleration.jl

This is a extension for importing solvers from FixedPointAcceleration.jl into the SciML interface. Note that these solvers do not come by default, and thus one needs to install the package before using these solvers:

using Pkg
Pkg.add("FixedPointAcceleration")
using FixedPointAcceleration, NonlinearSolve

Solver API

NonlinearSolve.FixedPointAccelerationJL — Type
FixedPointAccelerationJL(; algorithm = :Anderson, m = missing,
    condition_number_threshold = missing, extrapolation_period = missing,
    replace_invalids = :NoAction)

Wrapper over FixedPointAcceleration.jl for solving Fixed Point Problems. We allow using this algorithm to solve root finding problems as well.

Keyword Arguments

  • algorithm: The algorithm to use. Can be :Anderson, :MPE, :RRE, :VEA, :SEA, :Simple, :Aitken or :Newton.
  • m: The number of previous iterates to use for the extrapolation. Only valid for :Anderson.
  • condition_number_threshold: The condition number threshold for Least Squares Problem. Only valid for :Anderson.
  • extrapolation_period: The number of iterates between extrapolations. Only valid for :MPE, :RRE, :VEA and :SEA. Defaults to 7 for :MPE & :RRE, and 6 for :SEA and :VEA. For :SEA and :VEA, this must be a multiple of 2.
  • replace_invalids: The method to use for replacing invalid iterates. Can be :ReplaceInvalids, :ReplaceVector or :NoAction.
Note

This algorithm is only available if FixedPointAcceleration.jl is installed.