Enum newton_rootfinder::solver::QuasiNewtonMethod

pub enum QuasiNewtonMethod {
    StationaryNewton,
    JacobianUpdate(UpdateQuasiNewtonMethod),
    InverseJacobianUpdate(UpdateQuasiNewtonMethod),
}

Quasi-Newton methods are less computationnaly expensive than the Newton-Raphson method.

However, the most robust method is the Newton-Raphson one.

Quasi-newton methods do not evaluate the jacobian at each steps.

It is a trade off between recomputing the full jacobian matrix (which can take time, especially when using finite-differences) and the accuracy of the jacobian matrix used. Indeed, the more accurate the jacobian, fewer iterations will be needed.

Variants

StationaryNewton

The first computed jacobian will be used for all iterations.

JacobianUpdate(UpdateQuasiNewtonMethod)

The update of the methods will be performed on the jacobian matrix: it will be inverted afterwards before applying the step update.

InverseJacobianUpdate(UpdateQuasiNewtonMethod)

The update of the methods will be performed directly on the inverse jacobian matrix: Thus the jacobian won’t be computed at all after the first step.

Trait Implementations

impl Clone for QuasiNewtonMethod

fn clone(&self) -> QuasiNewtonMethod

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for QuasiNewtonMethod

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Display for QuasiNewtonMethod

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq<QuasiNewtonMethod> for QuasiNewtonMethod

fn eq(&self, other: &QuasiNewtonMethod) -> bool

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

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for QuasiNewtonMethod

impl StructuralPartialEq for QuasiNewtonMethod