1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
//! Newton based methods for rootfinding
//! ========================================================
//!
//! This crate allows you to use [Newton's method](https://en.wikipedia.org/wiki/Newton%27s_method) for rootfinding.
//!
//! It aims to implement several Newton based methods (Newton-Raphson, Broyden, ...), whether the jacobian function is provided or not.
//!
//! # Nonlinear equation solver
//!
//! ## Practical example
//!
//! Let's consider the following equations :
//!
//!```block
//! x1 * x2 + x3 = 1
//! x1 * x2 / x3 = x1 * x3
//! x1 * x3 - x3 / x2 - 1 = 0
//!```
//!
//! Let's call X = (x1, x2, x3) the **iterative variables**
//!
//! Let's define mathematically the problem thanks to the function f :
//!
//!```block
//! f(X) -> (left, right)
//!```
//!
//! where the left and right 3-dimensional vectors are the left and right members of the equations :
//!
//!```block
//! left = ( x1 * x2 + x3, x1 * x2 / x3, x1 * x3 - x3 / x2 - 1  )
//! right = (1, x1 * x3, 0)
//!```
//!
//! Let's call the pair (left, right) the **residuals** (i.e the residual equations)
//!
//! Solving this problem implies to find X such that the residual equations are fullfiled.
//!
//! Newton based methods will achieve that by iterating on the vector X (hence the name of iteratives).
//!
//! ## General formulation
//!
//! In the previous example, the following concepts have been highlighted:
//!
//! - Iterative variables : the variables on which the algorithm will iterate
//! - Residuals : the equations that must be verified, each residual is separated into two expressions, the left member and the right member of the equation.
//!
//! For a well-defined problem, they must be as many iterative variables as residuals.
//!
//!
//! The solver provided in this crate aims to solve the n-dimensional problem:
//!
//!```block
//! f((iterative_1, ... , iterative_n)) -> (equation_1, ... , equation_n)
//!```
//!
//! In the litterature, the problem is often described as ```f(X) = 0```,
//! as the mathematical expressions of the residual equations can be rearranged.
//!
//! This solver does not use the same description,
//! as with floating point operation for scientific computing,
//! the numerical accuracy does play an important role.
//! The (left, right) equation framework allows further user parametrization in order to control numerical aspects
//!
//! ## Resolution principle
//!
//! Check the wikipedia article on [Newton's method](https://en.wikipedia.org/wiki/Newton%27s_method) !
//!
//! You will see that it involves the computation of the jacobian matrix (i.e the n-dimensional derivative matrix).
//! This matrix can either be provided by the user, or computed thanks to finite-difference.
//!
//! # Usage
//!
//! Using this crate require the following steps:
//! - Defining the problem (i.e have a struct implementing the [model::Model] trait)
//! - Parametrizing the solver ([iteratives], [residuals] and some other parameters)
//! - Call the solver on the model: the solver will then mutate the model into a resolved state
//!
//! ```
//! use newton_rootfinder as nrf;
//! use nrf::model::Model; // trait import
//! # use std::convert::Infallible;
//! # use nalgebra;
//!
//! struct UserModel {
//! # pub inputs: nalgebra::DVector<f64>,
//! # pub left: nalgebra::DVector<f64>,
//! // ...
//! }
//! #
//! # impl UserModel {
//! #     pub fn get_outputs(self) -> bool {
//! #          true
//! #      }
//! #       pub fn new() -> Self {
//! #           UserModel {
//! #                   inputs: nalgebra::DVector::from_vec(vec![1.0]),
//! #                   left: nalgebra::DVector::from_vec(vec![1.0]),
//! #           }
//! #   }
//! # }
//! #
//! impl Model<nalgebra::Dynamic> for UserModel {
//! #   type InaccurateValuesError = Infallible;
//! #   type UnusableValuesError = Infallible;
//! // ...
//! #   fn evaluate(&mut self) -> Result<(), nrf::model::ModelError<UserModel, nalgebra::Dynamic>> {
//! #       let mut y = self.inputs.clone() * self.inputs.clone();
//! #       y[0] -= 2.0;
//! #       self.left =  y;
//! #       Ok(())
//! #    }
//! #
//! #   fn get_residuals(&self) -> nrf::residuals::ResidualsValues<nalgebra::Dynamic> {
//! #       let right = nalgebra::DVector::zeros(self.len_problem());
//! #       nrf::residuals::ResidualsValues::new(self.left.clone(), right.clone())
//! #    }
//! #
//! #   fn get_iteratives(&self) -> nalgebra::DVector<f64> {
//! #        self.inputs.clone()
//! #   }
//! #
//! #   fn set_iteratives(&mut self, iteratives: &nalgebra::DVector<f64>) {
//! #        self.inputs = iteratives.clone();
//! #    }
//! #
//! #   fn len_problem(&self) -> usize {
//! #        1
//! #    }
//! #
//! }
//!
//!
//! fn main() {
//!
//! #    let problem_size = 1;
//! #    let vec_iter_params = nrf::iteratives::default_vec_iteratives_fd(problem_size);
//! #    let iteratives_configuration = nrf::iteratives::Iteratives::new(&vec_iter_params);
//! #
//! #    let stopping_residuals = vec![nrf::residuals::NormalizationMethod::Abs; problem_size];
//! #    let update_methods = vec![nrf::residuals::NormalizationMethod::Abs; problem_size];
//! #    let residuals_configuration = nrf::residuals::ResidualsConfig::new(&stopping_residuals, &update_methods);
//! #
//! #    let solver_parameters = nrf::solver::SolverParameters::new(1, 1e-6, 60, nrf::solver::ResolutionMethod::NewtonRaphson, true);
//! #    let inital_guess = nalgebra::DVector::from_vec(vec![1.0]);
//! #
//!     // ...
//!     let mut rootfinder = nrf::solver::RootFinder::new(
//!         solver_parameters,
//!         inital_guess,
//!         &iteratives_configuration,
//!         &residuals_configuration,
//!     );
//!
//!     let mut user_model = UserModel::new();
//!
//!     rootfinder.solve(&mut user_model).unwrap();
//!
//!     println!("{}", user_model.get_outputs());
//! }
//! ```
//!
//!
//! ## User problem definition
//!
//! To get improved interactions with the user problem,
//! the user is required to provide a stuct implementing the [model::Model] trait.
//! This trait allows for the solver to be integrated tightly with the user problem and optimized.
//!
//! Check the documentation of the [model] module for more details.
//!
//!
//! ## Numerical methods
//!
//! This crate implents several Newton based methods.
//! The method can be choosen from the variant of the [solver::ResolutionMethod] enum.
//! Check its documentation to discover the methods available.
//!
//! ## Problem parametrization
//!
//! The parametrization of the resolution is a three steps process in order to configure :
//! - each one of the [iteratives] variables
//! - each one of the [residuals] equations
//! - the solver itself, by defining the [solver::SolverParameters]
//!
//! Once each of these element has been defined, the [solver::RootFinder] struct can be instanciated.
//!
//! This struct will perform the resolution.
//!
//! ## Error handling
//!
//! If defined in the user model, the solver can react to specific errors and propage them, without any panic.
//! Check the [errors] module for more details
//!
//! ## Debugging
//!
//! In order to be able to debug more easily the resolution process, it is possible to generate a simulation log.
//!
//! Check the [solver::RootFinder::activate_debug] method.
//!
//! The optional feature `additional_log_info` allows to add in the log informations such as:
//! - the time of the computation (UTC and local time)
//! - user information such as plateform, id, ...
//! - the version of `rustc` used
//!
//! To enable this feature, add the following line into your `Cargo.toml` file:
//! ```toml
//! [dependencies]
//! newton_rootfinder = { version = your_version, features = ["additional_log_info"] }
//! ```
//!
//! ## User interface
//!
//! To ease the parametrization of the solver, it is possible to set up the parametrization through an external `.xml` configuration file.
//! The parametrization will be read at runtime before launching the resolution.
//! For more information, check the [xml_parser] module.
//!
//! To enable this feature, add the following line into your `Cargo.toml` file:
//! ```toml
//! [dependencies]
//! newton_rootfinder = { version = your_version, features = ["xml_config_file"] }
//! ```
//!
//! It also possible to define the parametrization programmatically, in such case your programm will execute faster.
//!
//! It is recommanded to read this module's documentation,
//! as it provides a clear overview of all the parameters that can be customized,
//! even if the user intend to not use the xml configuration feature.
//!
//! ## Examples
//! ```
//! use newton_rootfinder as nrf;
//! use nrf::model::Model; // trait import
//!
//!
//! // Function to optimize: x**2 = 2
//! pub fn square2(x: &nalgebra::DVector<f64>) -> nalgebra::DVector<f64> {
//!     let mut y = x * x;
//!     y[0] -= 2.0;
//!    y
//! }
//!
//! fn main() {
//!
//!     let problem_size = 1;
//!
//!     // Parametrization of the iteratives variables
//!     let vec_iter_params = nrf::iteratives::default_vec_iteratives_fd(problem_size);
//!     let iter_params = nrf::iteratives::Iteratives::new(&vec_iter_params);
//!
//!     // Parametrization of the residuals
//!     let stopping_residuals = vec![nrf::residuals::NormalizationMethod::Abs; problem_size];
//!     let update_methods = vec![nrf::residuals::NormalizationMethod::Abs; problem_size];
//!     let res_config = nrf::residuals::ResidualsConfig::new(&stopping_residuals, &update_methods);
//!
//!     // Parametrization of the solver
//!     let init = nalgebra::DVector::from_vec(vec![1.0]);
//!     let resolution_method = nrf::solver::ResolutionMethod::NewtonRaphson;
//!     let damping = false;
//!     let mut rf = nrf::solver::default_with_guess(
//!         init,
//!         &iter_params,
//!         &res_config,
//!         resolution_method,
//!         damping,
//!     );
//!
//!     // Adpatation of the function to solve to the Model trait.
//!     let mut user_model = nrf::model::UserModelFromFunction::new(problem_size, square2);
//!
//!     rf.solve(&mut user_model).unwrap();
//!
//!     println!("{}", user_model.get_iteratives()[0]); // 1.4142135623747443
//!     println!("{}", std::f64::consts::SQRT_2);       // 1.4142135623730951
//! }
//! ```
//!
//! # Performance tricks
//!
//! `newton_rootfinder` provides several mecanisms to ease the use of the solver,
//! such as :
//! - [default_vec_iteratives_fd](crate::iteratives::default_vec_iteratives_fd)
//! - [default_with_guess](crate::solver::default_with_guess)
//! - [UserModelFromFunction](crate::model::UserModelFromFunction)
//!
//! These mecanisms use underneath rust `Vec` and the `nalgebra` type `DVector` (dynamic vector)
//!
//! It is possible to use `newton_rootfinder` with statically sized type
//! To do so, the user must not rely on the default mecanisms provided by the crate,
//! but instead define manually in the its code each of its parameters
//! The user must also implement directely the [model::Model] trait with static types.
//!
//! ## Full example :
//! ```
//! use std::convert::Infallible;
//! use newton_rootfinder as nrf;
//!
//! use nrf::model::Model;
//!
//! /// x**2 - 2 = 0
//! /// Root: x = 2.sqrt() approx 1.4142
//! pub fn square2(x: &nalgebra::SVector<f64, 1>) -> nalgebra::SVector<f64, 1> {
//!     let y = nalgebra::SVector::<f64, 1>::new(x[0] * x[0] - 2.0);
//!     y
//! }
//!
//! struct UserModel {
//!     iteratives: nalgebra::SVector<f64, 1>,
//!     output: nalgebra::SVector<f64, 1>,
//! }
//!
//! impl UserModel {
//!     fn new(init: f64) -> Self {
//!         let iteratives = nalgebra::SVector::<f64, 1>::new(init);
//!         let output = square2(&iteratives);
//!
//!         UserModel { iteratives, output }
//!     }
//! }
//!
//! impl Model<nalgebra::Const<1>> for UserModel {
//!     type InaccurateValuesError = Infallible;
//!     type UnusableValuesError = Infallible;
//!     fn len_problem(&self) -> usize {
//!         1
//!     }
//!     fn set_iteratives(&mut self, iteratives: &nalgebra::SVector<f64, 1>) {
//!         self.iteratives = *iteratives;
//!     }
//!
//!     fn get_iteratives(&self) -> nalgebra::SVector<f64, 1> {
//!         self.iteratives
//!     }
//!
//!     fn evaluate(&mut self) -> Result<(), nrf::model::ModelError<Self, nalgebra::Const<1>>> {
//!         self.output = square2(&self.iteratives);
//!         Ok(())
//!     }
//!
//!     fn get_residuals(&self) -> nrf::residuals::ResidualsValues<nalgebra::Const<1>> {
//!         nrf::residuals::ResidualsValues::new(self.output, nalgebra::SVector::<f64, 1>::new(0.0))
//!     }
//! }
//!
//! fn main() {
//!     let solver_parameters = nrf::solver::SolverParameters::new(
//!         1,
//!         1e-6,
//!         50,
//!         nrf::solver::ResolutionMethod::NewtonRaphson,
//!         false,
//!    );
//!
//!     let iterative_param = nrf::iteratives::IterativeParamsFD::default();
//!     let iteratives_param = [iterative_param];
//!     let iteratives = nrf::iteratives::Iteratives::new(&iteratives_param);
//!     let residuals_config = nrf::residuals::ResidualsConfig::new(
//!         &[nrf::residuals::NormalizationMethod::Abs],
//!         &[nrf::residuals::NormalizationMethod::Abs],
//!     );
//!
//!     let mut user_model = UserModel::new(1.0);
//!
//!     let mut rf = nrf::solver::RootFinder::new(
//!         solver_parameters,
//!         user_model.get_iteratives(),
//!         &iteratives,
//!         &residuals_config,
//!     );
//!
//!    rf.solve(&mut user_model).unwrap();
//!
//!     assert!(float_cmp::approx_eq!(
//!         f64,
//!         user_model.get_iteratives()[0],
//!         std::f64::consts::SQRT_2,
//!         epsilon = 1e-6
//!     ));
//! }
//! ```
//!
//! ## Benchmark static vs dynamic:
//!
//! The use of static types provide a 30 times improvement versus dynamic type on 1D problems.
//! For exact numbers, check :
//! [RESULT.md](https://github.com/Nateckert/newton_rootfinder/blob/main/benches/RESULTS.md)
//!
//! ## Vectors and matrix representations
//!
//! Linear algebra operations are performed using the crate [nalgebra](https://crates.io/crates/nalgebra).
//!
//! The values returned by a user model must be such vectors and matrix

pub use solver_n_dimensional::model;

pub use solver_n_dimensional::iteratives;
pub use solver_n_dimensional::residuals;

pub use solver_n_dimensional::solver;

#[cfg(feature = "xml_config_file")]
pub use solver_n_dimensional::xml_parser;

pub use solver_n_dimensional::errors;

mod solver_n_dimensional;