Multi-dimensional mroot-finding routine (CERNLIB) More...
#include <mroot_cern.h>
If denotes the current iteration, and
denotes the previous iteration, then the calculation is terminated if either of the following tests is successful
This routine treats the functions specified as a mm_funct object slightly differently than o2scl::mroot_hybrids. First the equations should be numbered (as much as is possible) in order of increasing nonlinearity. Also, instead of calculating all of the equations on each function call, only the equation specified by the size_t
parameter needs to be calculated. If the equations are specified as
then when the size_t
argument is given as i
, then only the function needs to be calculated.
See the Multi-dimensional solvers section of the User's guide for general information about O2scl solvers. There is an example for the usage of the multidimensional solver classes given in examples/ex_mroot.cpp
, see Multi-dimensional solver example .
Modify this so it handles functions which return non-zero values.
Move some of the memory allocation out of msolve()
Give the user access to the number of function calls
Rename nier6, nier7, and nier8 to something sensible.
It may be that the O2scl native Householder transformations should be used here instead of the inline version given here.
Based on the CERNLIB routines RSNLEQ and DSNLEQ, which was based on More79 and More80 and is documented at http://wwwasdoc.web.cern.ch/wwwasdoc/shortwrupsdir/c201/top.html
Definition at line 95 of file mroot_cern.h.
Public Member Functions | |
int | get_info () |
Get the value of INFO from the last call to msolve() More... | |
std::string | get_info_string () |
Get the a string corresponding to the integer returned by mroot_cern::get_info(). | |
virtual const char * | type () |
Return the type, "mroot_cern" . | |
virtual int | msolve (size_t nvar, vec_t &x, func_t &func) |
Solve func using x as an initial guess, returning x . | |
![]() | |
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 | |
int | maxf |
Maximum number of function evaluations. More... | |
double | scale |
The original scale parameter from CERNLIB (default 10.0) | |
double | eps |
The smallest floating point number (default ![]() | |
![]() | |
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 Attributes | |
boost::numeric::ublas::matrix< double > | w |
Desc. | |
int | info |
Internal storage for the value of info . | |
int | mpt [289] |
Store the number of function evaluations. | |
|
inline |
The value of info is assigned according to the following list. The values 1-8 are the standard behavior from CERNLIB. 0 - The function solve() has not been called. 1 - Test 1 was successful.
2 - Test 2 was successful.
3 - Both tests were successful.
4 - Number of iterations is greater than mroot_cern_root::maxf.
5 - Approximate (finite difference) Jacobian matrix is singular.
6 - Iterations are not making good progress.
7 - Iterations are diverging.
8 - Iterations are converging, but either mroot_cern_root::tol_abs is too small or the Jacobian is nearly singular or the variables are badly scaled.
9 - Either root::tol_rel or root::tol_abs is not greater than zero or the specified number of variables is .
The return values returned by msolve() corresponding to the values of INFO
above are 1 - success 2 - success 3 - success 4 - exc_emaxiter 5 - exc_esing 6 - exc_enoprog 7 - exc_erunaway 8 - exc_efailed 9 - exc_einval
Definition at line 166 of file mroot_cern.h.
double o2scl::mroot_cern< func_t, vec_t, jfunc_t >::eps |
The original prescription from CERNLIB for eps
is given below:
#if !defined(CERNLIB_DOUBLE) PARAMETER (EPS = 0.84293 69702 17878 97282 52636 392E-07) #endif #if defined(CERNLIB_IBM) PARAMETER (EPS = 0.14901 16119 38476 562D-07) #endif #if defined(CERNLIB_VAX) PARAMETER (EPS = 0.37252 90298 46191 40625D-08) #endif #if (defined(CERNLIB_UNIX))&&(defined(CERNLIB_DOUBLE)) PARAMETER (EPS = 0.14901 16119 38476 600D-07) #endif
Definition at line 230 of file mroot_cern.h.
int o2scl::mroot_cern< func_t, vec_t, jfunc_t >::maxf |
If , then
(which is the CERNLIB default) is used. The default value of
maxf
is zero which then implies the default from CERNLIB.
Definition at line 201 of file mroot_cern.h.
Documentation generated with Doxygen. Provided under the
GNU Free Documentation License (see License Information).