Struct newton_rootfinder::iteratives::IterativeParamsFD[][src]

pub struct IterativeParamsFD { /* fields omitted */ }
Expand description

Extension of iteratives. FD stands for Finite-Difference

In addition to the already defined parameters of an iteratives, The fact that the jacobian is going to be evaluated with finite-differences leads to the necessity to parametrize the way the perturbation on the iteratives are made.

This functionality is provided thourgh the compute_perturbation() method of the Iterative trait

Implementations

Transform a IterativeParms and extend it into a IterativeParamsFD

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Compute a limited update step

This method points is a wrapper around the method of IterativeParams. Check its documentation for more details

Compute the perturbation for finite differences evaluation.

For a given f(x), this method compute the dx to use in the formula:

 df/dx = (f(x+dx)-f(x))/dx

The parametrization here defines dx with regards to :

  • dx_abs: the absolute perturbation step
  • dx_rel: the relative perturbation step

For each case we would have :

  • dx = dx_abs
  • dx = dx_rel*abs(x)

The implementation here allows you to choose and combine the formulas:

  • dx = max(dx_abs, dx_rel*abs(x))
  • dx = dx_abs + dx_rel*abs(x)

This is achieved through the perturbation_method field.

It is also possible to get one of the two basic cases by setting the other to 0:

  • dx_abs = 0 implies dx = dx_rel*abs(x)
  • dx_rel = 0 implies dx = dx_abs

Method to differente without panicking if it is working with finite differences

This method tests for self and other values to be equal, and is used by ==. Read more

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