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use numerical::utils::jacobian;
use structure::dual::*;
use structure::matrix::*;
use structure::vector::*;
pub fn newton<F>(init_cond: Vec<f64>, f: F, rtol: f64) -> Vec<f64>
where
F: Fn(Vec<Dual>) -> Vec<Dual> + Copy,
{
let mut x = init_cond;
let mut x_next = update(x.clone(), f);
let mut err = (x_next.sub(&x)).norm();
while err >= rtol {
x = x_next.clone();
x_next = update(x_next.clone(), f);
err = (x_next.sub(&x)).norm();
}
x_next
}
fn update<F>(xs: Vec<f64>, f: F) -> Vec<f64>
where
F: Fn(Vec<Dual>) -> Vec<Dual> + Copy,
{
let j = jacobian(xs.clone(), f);
let pinv_j = j.pseudo_inv().unwrap();
let xs_dual = xs.conv_dual();
let fx = f(xs_dual).values();
xs.sub(&(pinv_j * fx).col(0))
}