Enum newton_rootfinder::solver::ResolutionMethod[][src]

pub enum ResolutionMethod {
    NewtonRaphson,
    QuasiNewton(QuasiNewtonMethod),
}
Expand description

Choice of the iterative algorithm for the resolution

All of them are Newton based methods

All Newton based iterative methods have a local convergence. They also assume that the jacobian is invertible at the root (simple root)

Variants

NewtonRaphson

The classical Newton method

See Tjalling J. Ypma (1995), Historical development of the Newton–Raphson method, SIAM Review 37 (4), p 531–551, 1995, doi:10.1137/1037125

QuasiNewton(QuasiNewtonMethod)

Quasi-Newton methods (several are available through QuasiNewtonMethod)

Quasi Newton methods are used when the computation of the jacobian is too computationnaly expensive.

Instead of using the jacobian, there are using a approximation of this matrix (or its inverse). In most of the case, a computation of the true jacobian is still required for initialization purpose.

Tuple Fields of QuasiNewton

0: QuasiNewtonMethod

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