Ac₂O₃

Rust implementation of an Anderson Acceleration algorithm based on Ref [1].
Please note: There is an original Matlab implementation as well as a slightly modified implementation in C (including a Python interface) by the authors of the paper.
Ac₂O₃ is a port of the C implementation to Rust.

Dependencies

Building Ac₂O₃ requires the following to be installed:

• OpenBLAS:
  On linux systems you can either install it by just executing sudo apt-get install libopenblas-dev or follow the instructions on the repository page. On macOS OpenBLAS can be installed using HomeBrew: brew install openblas. Make sure that the homebrew path is included in $LIBRARY_PATH. So you might need to execute:
  export LIBRARY_PATH=/opt/homebrew/Cellar/:$LIBRARY_PATH (on Apple Silicon/M1 processors)
  export LIBRARY_PATH=/usr/local/Cellar/:$LIBRARY_PATH (on Intel processors)
  

References:

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[1]: J. Zhang, B. O'Donoghue, and S. Boyd, Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations, 30(4):3170–3197, 2020. SIAM Journal on Optimization

License

^{Licensed under either of Apache License, Version 2.0 or MIT license at your option.}
_{Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in this crate by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.}