Mercurial > repos > non-riemannian-opt / file comparison
comparison: src/newton.rs
src/newton.rs
- changeset 46
- 90cc221eb52b
- parent 37
- d7cd14b8ccc0
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| 45:cac6978dc7dd | 46:90cc221eb52b |
|---|---|
| 2 Newton method in 2D. | 2 Newton method in 2D. |
| 3 */ | 3 */ |
| 4 | 4 |
| 5 use alg_tools::types::*; | 5 use alg_tools::types::*; |
| 6 | 6 |
| 7 /// Approximately solves $f(x)=b$ using Newton's method in 1D. | |
| 8 /// | |
| 9 /// The function `g` should return $(f'(x), f(x))$. | |
| 10 /// The initial iterate will be `x`, and exactly `iters` iterations are taken. | |
| 7 #[inline] | 11 #[inline] |
| 8 pub fn newton_sym1x1<F : Float>( | 12 pub fn newton_sym1x1<F : Float>( |
| 9 g : impl Fn(F) -> (F, F), | 13 g : impl Fn(F) -> (F, F), |
| 10 mut x : F, | 14 mut x : F, |
| 11 iters : usize | 15 iters : usize |
| 15 x -= b / a | 19 x -= b / a |
| 16 } | 20 } |
| 17 x | 21 x |
| 18 } | 22 } |
| 19 | 23 |
| 24 /// Approximately solves $f(x)=b$ using Newton's method in "D. | |
| 25 /// | |
| 26 /// The function `g` should return $(∇f(x), f(x))$. | |
| 27 /// The Hessian $A=∇f(x)$ should be symmetric and given in the form $[A_{11}, A_{12}, A_{22}]$. | |
| 28 /// The initial iterate will be `[x1, x2]`, and exactly `iters` iterations are taken. | |
| 20 #[inline] | 29 #[inline] |
| 21 pub fn newton_sym2x2<F : Float>( | 30 pub fn newton_sym2x2<F : Float>( |
| 22 g : impl Fn(F, F) -> ([F; 3], [F; 2]), | 31 g : impl Fn(F, F) -> ([F; 3], [F; 2]), |
| 23 [mut x1, mut x2] : [F; 2], | 32 [mut x1, mut x2] : [F; 2], |
| 24 iters : usize | 33 iters : usize |
