Multidimensional root-finding using Broyden's method (GSL) More...
#include <mroot_broyden.h>
Inheritance diagram for o2scl::mroot_broyden< func_t, vec_t, mat_t, jfunc_t >:
Detailed Description
template<class func_t = mm_funct, class vec_t = boost::numeric::ublas::vector<double>, class mat_t = boost::numeric::ublas::matrix<double>, class jfunc_t = jac_funct>
class o2scl::mroot_broyden< func_t, vec_t, mat_t, jfunc_t >
Experimental.
See Broyden65.
Definition at line 54 of file mroot_broyden.h.
Public Types | |
| typedef boost::numeric::ublas::vector< double > | ubvector |
| typedef boost::numeric::ublas::matrix< double > | ubmatrix |
| typedef boost::numeric::ublas::matrix_column< ubmatrix > | ubmatrix_column |
Public Member Functions | |
| void | allocate (size_t n) |
| Allocate memory. | |
| double | enorm (size_t nvar, const vec_t &ff) |
| Euclidean norm. | |
| void | set (func_t &func, size_t nvar, vec_t &x, vec_t &f, vec_t &dx) |
| Set the function, initial guess, and provide vectors to store function values and stepsize. More... | |
| int | iterate () |
| Perform an iteration. | |
| virtual int | msolve (size_t n, vec_t &x, func_t &func) |
| Desc. | |
 Public Member Functions inherited from o2scl::mroot< mm_funct, boost::numeric::ublas::vector< double >, jac_funct > | |
| virtual const char * | type () |
Return the type, "mroot". | |
| virtual int | msolve (size_t n, boost::numeric::ublas::vector< double > &x, mm_funct &func)=0 |
Solve func using x as an initial guess, returning x. | |
| virtual int | msolve_de (size_t n, boost::numeric::ublas::vector< double > &x, mm_funct &func, jac_funct &dfunc) |
Solve func with derivatives dfunc using x as an initial guess, returning x. More... | |
| int | print_iter (size_t n, const vec2_t &x, const vec3_t &y, int iter, double value=0.0, double limit=0.0, std::string comment="") |
| Print out iteration information. More... | |
Public Attributes | |
| jacobian_gsl< func_t, vec_t, mat_t > | def_jac |
| Default Jacobian object. | |
| Public Attributes inherited from o2scl::mroot< mm_funct, boost::numeric::ublas::vector< double >, jac_funct > | |
| double | tol_rel |
| The maximum value of the functions for success (default 1.0e-8) | |
| double | tol_abs |
| The minimum allowable stepsize (default 1.0e-12) | |
| int | verbose |
| Output control (default 0) | |
| int | ntrial |
| Maximum number of iterations (default 100) | |
| int | last_ntrial |
| The number of iterations for in the most recent minimization. | |
| bool | err_nonconv |
| If true, call the error handler if msolve() or msolve_de() does not converge (default true) | |
Protected Member Functions | |
| void | clear () |
| Clear allocated vectors and matrices. More... | |
Protected Attributes | |
| ubmatrix | H |
| Desc. | |
| ubmatrix | lu |
| LU decomposition. | |
| permutation | perm |
| Permutation object for the LU decomposition. | |
| ubvector | v |
| Desc. | |
| ubvector | w |
| Desc. | |
| ubvector | y |
| Desc. | |
| ubvector | p |
| Desc. | |
| ubvector | fnew |
| Desc. | |
| ubvector | x_trial |
| Desc. | |
| double | phi |
| Desc. | |
| vec_t | dx_int |
| Stepsize vector. | |
| vec_t | f_int |
| Function value vector. | |
| func_t * | user_func |
| A pointer to the user-specified function. | |
| vec_t * | user_f |
| Function values. | |
| vec_t * | user_x |
| Initial guess and current solution. | |
| vec_t * | user_dx |
| Initial and current step. | |
| size_t | user_nvar |
| Number of variables. | |
| size_t | mem_size |
| Size of memory allocated. | |
| jacobian< func_t, vec_t, mat_t > * | ajac |
| Jacobian. | |
Private Member Functions | |
| mroot_broyden (const mroot_broyden< func_t, vec_t, mat_t, jfunc_t > &) | |
| mroot_broyden< func_t, vec_t, mat_t, jfunc_t > & | operator= (const mroot_broyden< func_t, vec_t, mat_t, jfunc_t > &) |
Member Function Documentation
◆ clear()
template<class func_t = mm_funct, class vec_t = boost::numeric::ublas::vector<double>, class mat_t = boost::numeric::ublas::matrix<double>, class jfunc_t = jac_funct>
|
inlineprotected |
This function is called by set() before each solve.
Definition at line 125 of file mroot_broyden.h.
◆ set()
template<class func_t = mm_funct, class vec_t = boost::numeric::ublas::vector<double>, class mat_t = boost::numeric::ublas::matrix<double>, class jfunc_t = jac_funct>
|
inline |
The initial values of f and dx are ignored.
Definition at line 204 of file mroot_broyden.h.
The documentation for this class was generated from the following file:
- /home/awsteiner/wcs/o2scl/src/root/mroot_broyden.h