Struct Newton 

pub struct Newton<D: DerivatorSingleVariable = AutoDiffSingle> { /* private fields */ }

A scalar Newton solver, optionally damped by a backtracking line search.

The derivative defaults to exact autodiff via AutoDiffSingle (Dual numbers). Any DerivatorSingleVariable can be passed to from_derivator to use a different backend, including finite differences.

With backtracking off (the default), each step is x − f(x)/f′(x). With it on, the step length is halved until |f| decreases, rescuing iterates that would otherwise overshoot the root.

Cost per iteration: 1 function evaluation + 1 derivative evaluation (+ ≤ MAX_BACKTRACK extra function evaluations when backtracking is on).

Examples

use multicalc::root_finding::Newton;
use multicalc::scalar::c;
use multicalc::scalar_fn;

// f(x) = x² − 2, root at √2 ≈ 1.41421356
let f = scalar_fn!(|x| c(-2.0) + x * x);
let solver: Newton = Newton::default();
let report = solver.solve(&f, 2.0_f64).unwrap();
assert!((report.root - 2.0_f64.sqrt()).abs() < 1e-12);

Implementations

impl<D: DerivatorSingleVariable> Newton<D>

pub fn from_derivator(derivator: D) -> Self

Builds a solver with the given derivator and default settings: tolerances of 30 × EPSILON, budget of 100 iterations, backtracking off.

pub fn with_xtol(self, xtol: D::Scalar) -> Self

Sets the step-size tolerance (relative: compared against xtol × (1 + |x|)).

pub fn with_ftol(self, ftol: D::Scalar) -> Self

Sets the residual tolerance: the solver stops when |f(x)| ≤ ftol.

pub fn with_max_iterations(self, max_iterations: usize) -> Self

Sets the maximum number of iterations.

pub fn with_backtracking(self, backtracking: bool) -> Self

Enables or disables backtracking: when on, each Newton step is halved until |f| decreases or the safeguard runs out. Off by default.

pub fn solve<F: ScalarFn>( &self, f: &F, x0: D::Scalar, ) -> Result<RootReport<D::Scalar>, SolveError>

where D::Scalar: Primal,

Finds a root of f starting from x0.

Returns the root estimate and termination reason, or an error: NonFinite if f or its derivative is non-finite, Linalg wrapping Singular if the derivative is zero, or DidNotConverge if the budget is exhausted.

Trait Implementations

impl<D: DerivatorSingleVariable + Default> Default for Newton<D>

fn default() -> Self

Returns the “default value” for a type.