Newton iterator for multi-domain, one-dimensional problems. More...

#include <MultiNewton.h>

Detailed Description

Newton iterator for multi-domain, one-dimensional problems.

Used by class OneDim.

Definition at line 23 of file MultiNewton.h.

Public Member Functions
	MultiNewton (int sz)

	MultiNewton (const MultiNewton &)=delete

MultiNewton &	operator= (const MultiNewton &)=delete

size_t	size ()

void	step (double x, double step, OneDim &r, MultiJac &jac, int loglevel)
	Compute the undamped Newton step. More...

double	boundStep (const double x0, const double step0, const OneDim &r, int loglevel)
	Return the factor by which the undamped Newton step 'step0' must be multiplied in order to keep all solution components in all domains between their specified lower and upper bounds. More...

int	dampStep (const double x0, const double step0, double x1, double step1, double &s1, OneDim &r, MultiJac &jac, int loglevel, bool writetitle)
	On entry, step0 must contain an undamped Newton step for the solution x0. More...

double	norm2 (const double x, const double step, OneDim &r) const
	Compute the weighted 2-norm of `step`. More...

int	solve (double x0, double x1, OneDim &r, MultiJac &jac, int loglevel)
	Find the solution to F(X) = 0 by damped Newton iteration. More...

void	setOptions (int maxJacAge=5)
	Set options. More...

void	resize (size_t points)
	Change the problem size. More...

Protected Attributes
vector< double >	m_x
	Work arrays of size m_n used in solve(). More...

vector< double >	m_stp

vector< double >	m_stp1

int	m_maxAge = 5

size_t	m_n
	number of variables More...

double	m_elapsed = 0.0

Member Function Documentation

◆ step()

void step	(	double *	x,
		double *	step,
		OneDim &	r,
		MultiJac &	jac,
		int	loglevel
	)

Compute the undamped Newton step.

The residual function is evaluated at x, but the Jacobian is not recomputed.

Definition at line 157 of file MultiNewton.cpp.

◆ boundStep()

double boundStep	(	const double *	x0,
		const double *	step0,
		const OneDim &	r,
		int	loglevel
	)

Return the factor by which the undamped Newton step 'step0' must be multiplied in order to keep all solution components in all domains between their specified lower and upper bounds.

Definition at line 190 of file MultiNewton.cpp.

◆ dampStep()

int dampStep	(	const double *	x0,
		const double *	step0,
		double *	x1,
		double *	step1,
		double &	s1,
		OneDim &	r,
		MultiJac &	jac,
		int	loglevel,
		bool	writetitle
	)

On entry, step0 must contain an undamped Newton step for the solution x0.

This method attempts to find a damping coefficient such that the next undamped step would have a norm smaller than that of step0. If successful, the new solution after taking the damped step is returned in x1, and the undamped step at x1 is returned in step1.

Definition at line 202 of file MultiNewton.cpp.

◆ norm2()

double norm2	(	const double *	x,
		const double *	step,
		OneDim &	r
	)		const

Compute the weighted 2-norm of step.

Definition at line 145 of file MultiNewton.cpp.

◆ solve()

int solve	(	double *	x0,
		double *	x1,
		OneDim &	r,
		MultiJac &	jac,
		int	loglevel
	)

Find the solution to F(X) = 0 by damped Newton iteration.

On entry, x0 contains an initial estimate of the solution. On successful return, x1 contains the converged solution.

Definition at line 283 of file MultiNewton.cpp.

◆ setOptions()

void setOptions ( int maxJacAge = 5 )

inline

Set options.

Definition at line 68 of file MultiNewton.h.

◆ resize()

void resize ( size_t points )

Change the problem size.

Definition at line 137 of file MultiNewton.cpp.

Member Data Documentation

◆ m_x

vector<double> m_x

protected

Work arrays of size m_n used in solve().

Definition at line 77 of file MultiNewton.h.

◆ m_n

size_t m_n