Add Traub's algorithm as solver option for Newton-style implementations#219
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Add Traub's algorithm as solver option for Newton-style implementations#219
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Co-authored-by: thorek1 <13523097+thorek1@users.noreply.github.com>
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[WIP] Add Traub's algorithm option for Newton and Lagrange implementations
Add Traub's algorithm as solver option for Newton-style implementations
Jan 2, 2026
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Implements Traub's method, a third-order root-finding algorithm, as an alternative to Newton's method throughout the package. Traub's method achieves cubic convergence with only two function evaluations per iteration by reusing the Jacobian, making it more efficient when Jacobian computation is expensive.
Changes
src/algorithms/nonlinear_solver.jl: Addedtraub()function with identical interface tonewton()y = x - f(x)/f'(x), thenx_new = y - f(y)/f'(x)src/filter/find_shocks.jl: Addedfind_shocks(::Val{:Traub}, ...)implementations𝐒ⁱ²ᵉproblems𝐒ⁱ³ᵉproblemsUsage
Convergence characteristics:
Original prompt
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