/usr/include/oce/math_NewtonFunctionSetRoot.hxx is in liboce-foundation-dev 0.17.1-1.
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// Please do not edit this file; modify original file instead.
// The copyright and license terms as defined for the original file apply to
// this header file considered to be the "object code" form of the original source.
#ifndef _math_NewtonFunctionSetRoot_HeaderFile
#define _math_NewtonFunctionSetRoot_HeaderFile
#include <Standard.hxx>
#include <Standard_DefineAlloc.hxx>
#include <Standard_Macro.hxx>
#include <Standard_Boolean.hxx>
#include <Standard_Integer.hxx>
#include <math_Vector.hxx>
#include <Standard_Real.hxx>
#include <math_IntegerVector.hxx>
#include <math_Matrix.hxx>
#include <Standard_OStream.hxx>
class StdFail_NotDone;
class Standard_DimensionError;
class math_FunctionSetWithDerivatives;
class math_Matrix;
//! This class computes the root of a set of N functions of N variables,
//! knowing an initial guess at the solution and using the
//! Newton Raphson algorithm. Knowledge of all the partial
//! derivatives (Jacobian) is required.
class math_NewtonFunctionSetRoot
{
public:
DEFINE_STANDARD_ALLOC
//! This constructor should be used in a sub-class to initialize
//! correctly all the fields of this class.
//! The range (1, F.NbVariables()) must be especially respected for
//! all vectors and matrix declarations.
Standard_EXPORT math_NewtonFunctionSetRoot(math_FunctionSetWithDerivatives& F, const math_Vector& XTol, const Standard_Real FTol, const Standard_Integer NbIterations = 100);
//! This constructor should be used in a sub-class to initialize
//! correctly all the fields of this class.
//! The range (1, F.NbVariables()) must be especially respected for
//! all vectors and matrix declarations.
//! The method SetTolerance must be called before performing the
//! algorithm.
Standard_EXPORT math_NewtonFunctionSetRoot(math_FunctionSetWithDerivatives& F, const Standard_Real FTol, const Standard_Integer NbIterations = 100);
//! The Newton method is done to improve the root of the function F
//! from the initial guess StartingPoint.
//! The tolerance required on the root is given by Tolerance.
//! The solution is found when :
//! abs(Xj - Xj-1)(i) <= XTol(i) and abs(Fi) <= FTol for all i;
//! The maximum number of iterations allowed is given by NbIterations.
Standard_EXPORT math_NewtonFunctionSetRoot(math_FunctionSetWithDerivatives& F, const math_Vector& StartingPoint, const math_Vector& XTol, const Standard_Real FTol, const Standard_Integer NbIterations = 100);
//! The Newton method is done to improve the root of the function F
//! from the initial guess StartingPoint.
//! The tolerance required on the root is given by Tolerance.
//! The solution is found when :
//! abs(Xj - Xj-1)(i) <= XTol(i) and abs(Fi) <= FTol for all i;
//! The maximum number of iterations allowed is given by NbIterations.
Standard_EXPORT math_NewtonFunctionSetRoot(math_FunctionSetWithDerivatives& F, const math_Vector& StartingPoint, const math_Vector& InfBound, const math_Vector& SupBound, const math_Vector& XTol, const Standard_Real FTol, const Standard_Integer NbIterations = 100);
Standard_EXPORT virtual void Delete() ;
Standard_EXPORT virtual ~math_NewtonFunctionSetRoot(){Delete();}
//! Initializes the tolerance values for the unknowns.
Standard_EXPORT void SetTolerance (const math_Vector& XTol) ;
//! Improves the root of function F from the initial guess
//! StartingPoint. infBound and supBound may be given, to constrain the solution.
//! Warning
//! This method must be called when the solution is not computed by the constructors.
Standard_EXPORT void Perform (math_FunctionSetWithDerivatives& F, const math_Vector& StartingPoint, const math_Vector& InfBound, const math_Vector& SupBound) ;
//! This method is called at the end of each iteration to check if the
//! solution is found.
//! Vectors DeltaX, Fvalues and Jacobian Matrix are consistent with the
//! possible solution Vector Sol and can be inspected to decide whether
//! the solution is reached or not.
Standard_EXPORT virtual Standard_Boolean IsSolutionReached (math_FunctionSetWithDerivatives& F) ;
//! Returns true if the computations are successful, otherwise returns false.
Standard_Boolean IsDone() const;
//! Returns the value of the root of function F.
//! Exceptions
//! StdFail_NotDone if the algorithm fails (and IsDone returns false).
const math_Vector& Root() const;
//! outputs the root vector in Root.
//! Exception NotDone is raised if the root was not found.
//! Exception DimensionError is raised if the range of Root is
//! not equal to the range of the StartingPoint.
void Root (math_Vector& Root) const;
//! Outputs the state number associated with the solution
//! vector root.
Standard_Integer StateNumber() const;
//! Returns the matrix value of the derivative at the root.
//! Exception NotDone is raised if the root was not found.
const math_Matrix& Derivative() const;
//! Outputs the matrix value of the derivative at the root in
//! Der.
//! Exception NotDone is raised if the root was not found.
//! Exception DimensionError is raised if the range of Der is
//! not equal to the range of the StartingPoint.
void Derivative (math_Matrix& Der) const;
//! Returns the vector value of the error done on the
//! functions at the root.
//! Exception NotDone is raised if the root was not found.
const math_Vector& FunctionSetErrors() const;
//! Outputs the vector value of the error done on the
//! functions at the root in Err.
//! Exception NotDone is raised if the root was not found.
//! Exception DimensionError is raised if the range of Err is
//! not equal to the range of the StartingPoint.
void FunctionSetErrors (math_Vector& Err) const;
//! Returns the number of iterations really done
//! during the computation of the Root.
//! Exception NotDone is raised if the root was not found.
Standard_Integer NbIterations() const;
//! Prints information on the current state of the object.
//! Is used to redefine the operator <<.
Standard_EXPORT void Dump (Standard_OStream& o) const;
protected:
math_Vector TolX;
Standard_Real TolF;
math_IntegerVector Indx;
math_Vector Scratch;
math_Vector Sol;
math_Vector DeltaX;
math_Vector FValues;
math_Matrix Jacobian;
private:
Standard_Boolean Done;
Standard_Integer State;
Standard_Integer Iter;
Standard_Integer Itermax;
};
#include <math_NewtonFunctionSetRoot.lxx>
#endif // _math_NewtonFunctionSetRoot_HeaderFile
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