Open CASCADE Technology
7.1.0.beta
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This class computes the root of a set of N functions of N variables, knowing an initial guess at the solution and using the Newton Raphson algorithm. Knowledge of all the partial derivatives (Jacobian) is required. More...
#include <math_NewtonFunctionSetRoot.hxx>
Public Member Functions | |
math_NewtonFunctionSetRoot (math_FunctionSetWithDerivatives &theFunction, const math_Vector &theXTolerance, const Standard_Real theFTolerance, const Standard_Integer tehNbIterations=100) | |
Initialize correctly all the fields of this class. The range (1, F.NbVariables()) must be especially respected for all vectors and matrix declarations. More... | |
math_NewtonFunctionSetRoot (math_FunctionSetWithDerivatives &theFunction, const Standard_Real theFTolerance, const Standard_Integer theNbIterations=100) | |
This constructor should be used in a sub-class to initialize correctly all the fields of this class. The range (1, F.NbVariables()) must be especially respected for all vectors and matrix declarations. The method SetTolerance must be called before performing the algorithm. More... | |
virtual | ~math_NewtonFunctionSetRoot () |
Destructor. More... | |
void | SetTolerance (const math_Vector &XTol) |
Initializes the tolerance values for the unknowns. More... | |
void | Perform (math_FunctionSetWithDerivatives &theFunction, const math_Vector &theStartingPoint) |
The Newton method is done to improve the root of the function from the initial guess point. The solution is found when: abs(Xj - Xj-1)(i) <= XTol(i) and abs(Fi) <= FTol for all i;. More... | |
void | Perform (math_FunctionSetWithDerivatives &theFunction, const math_Vector &theStartingPoint, const math_Vector &theInfBound, const math_Vector &theSupBound) |
The Newton method is done to improve the root of the function from the initial guess point. Bounds may be given, to constrain the solution. The solution is found when: abs(Xj - Xj-1)(i) <= XTol(i) and abs(Fi) <= FTol for all i;. More... | |
virtual Standard_Boolean | IsSolutionReached (math_FunctionSetWithDerivatives &F) |
This method is called at the end of each iteration to check if the solution is found. Vectors DeltaX, Fvalues and Jacobian Matrix are consistent with the possible solution Vector Sol and can be inspected to decide whether the solution is reached or not. More... | |
Standard_Boolean | IsDone () const |
Returns true if the computations are successful, otherwise returns false. More... | |
const math_Vector & | Root () const |
Returns the value of the root of function F. Exceptions StdFail_NotDone if the algorithm fails (and IsDone returns false). More... | |
void | Root (math_Vector &Root) const |
outputs the root vector in Root. Exception NotDone is raised if the root was not found. Exception DimensionError is raised if the range of Root is not equal to the range of the StartingPoint. More... | |
Standard_Integer | StateNumber () const |
Outputs the state number associated with the solution vector root. More... | |
const math_Matrix & | Derivative () const |
Returns the matrix value of the derivative at the root. Exception NotDone is raised if the root was not found. More... | |
void | Derivative (math_Matrix &Der) const |
Outputs the matrix value of the derivative at the root in Der. Exception NotDone is raised if the root was not found. Exception DimensionError is raised if the range of Der is not equal to the range of the StartingPoint. More... | |
const math_Vector & | FunctionSetErrors () const |
Returns the vector value of the error done on the functions at the root. Exception NotDone is raised if the root was not found. More... | |
void | FunctionSetErrors (math_Vector &Err) const |
Outputs the vector value of the error done on the functions at the root in Err. Exception NotDone is raised if the root was not found. Exception DimensionError is raised if the range of Err is not equal to the range of the StartingPoint. More... | |
Standard_Integer | NbIterations () const |
Returns the number of iterations really done during the computation of the Root. Exception NotDone is raised if the root was not found. More... | |
void | Dump (Standard_OStream &o) const |
Prints information on the current state of the object. Is used to redefine the operator <<. More... | |
Protected Attributes | |
math_Vector | TolX |
Standard_Real | TolF |
math_IntegerVector | Indx |
math_Vector | Scratch |
math_Vector | Sol |
math_Vector | DeltaX |
math_Vector | FValues |
math_Matrix | Jacobian |
This class computes the root of a set of N functions of N variables, knowing an initial guess at the solution and using the Newton Raphson algorithm. Knowledge of all the partial derivatives (Jacobian) is required.
math_NewtonFunctionSetRoot::math_NewtonFunctionSetRoot | ( | math_FunctionSetWithDerivatives & | theFunction, |
const math_Vector & | theXTolerance, | ||
const Standard_Real | theFTolerance, | ||
const Standard_Integer | tehNbIterations = 100 |
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) |
Initialize correctly all the fields of this class. The range (1, F.NbVariables()) must be especially respected for all vectors and matrix declarations.
math_NewtonFunctionSetRoot::math_NewtonFunctionSetRoot | ( | math_FunctionSetWithDerivatives & | theFunction, |
const Standard_Real | theFTolerance, | ||
const Standard_Integer | theNbIterations = 100 |
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) |
This constructor should be used in a sub-class to initialize correctly all the fields of this class. The range (1, F.NbVariables()) must be especially respected for all vectors and matrix declarations. The method SetTolerance must be called before performing the algorithm.
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Destructor.
const math_Matrix& math_NewtonFunctionSetRoot::Derivative | ( | ) | const |
Returns the matrix value of the derivative at the root. Exception NotDone is raised if the root was not found.
void math_NewtonFunctionSetRoot::Derivative | ( | math_Matrix & | Der | ) | const |
Outputs the matrix value of the derivative at the root in Der. Exception NotDone is raised if the root was not found. Exception DimensionError is raised if the range of Der is not equal to the range of the StartingPoint.
void math_NewtonFunctionSetRoot::Dump | ( | Standard_OStream & | o | ) | const |
Prints information on the current state of the object. Is used to redefine the operator <<.
const math_Vector& math_NewtonFunctionSetRoot::FunctionSetErrors | ( | ) | const |
Returns the vector value of the error done on the functions at the root. Exception NotDone is raised if the root was not found.
void math_NewtonFunctionSetRoot::FunctionSetErrors | ( | math_Vector & | Err | ) | const |
Outputs the vector value of the error done on the functions at the root in Err. Exception NotDone is raised if the root was not found. Exception DimensionError is raised if the range of Err is not equal to the range of the StartingPoint.
Standard_Boolean math_NewtonFunctionSetRoot::IsDone | ( | ) | const |
Returns true if the computations are successful, otherwise returns false.
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This method is called at the end of each iteration to check if the solution is found. Vectors DeltaX, Fvalues and Jacobian Matrix are consistent with the possible solution Vector Sol and can be inspected to decide whether the solution is reached or not.
Standard_Integer math_NewtonFunctionSetRoot::NbIterations | ( | ) | const |
Returns the number of iterations really done during the computation of the Root. Exception NotDone is raised if the root was not found.
void math_NewtonFunctionSetRoot::Perform | ( | math_FunctionSetWithDerivatives & | theFunction, |
const math_Vector & | theStartingPoint | ||
) |
The Newton method is done to improve the root of the function from the initial guess point. The solution is found when: abs(Xj - Xj-1)(i) <= XTol(i) and abs(Fi) <= FTol for all i;.
void math_NewtonFunctionSetRoot::Perform | ( | math_FunctionSetWithDerivatives & | theFunction, |
const math_Vector & | theStartingPoint, | ||
const math_Vector & | theInfBound, | ||
const math_Vector & | theSupBound | ||
) |
The Newton method is done to improve the root of the function from the initial guess point. Bounds may be given, to constrain the solution. The solution is found when: abs(Xj - Xj-1)(i) <= XTol(i) and abs(Fi) <= FTol for all i;.
const math_Vector& math_NewtonFunctionSetRoot::Root | ( | ) | const |
Returns the value of the root of function F. Exceptions StdFail_NotDone if the algorithm fails (and IsDone returns false).
void math_NewtonFunctionSetRoot::Root | ( | math_Vector & | Root | ) | const |
outputs the root vector in Root. Exception NotDone is raised if the root was not found. Exception DimensionError is raised if the range of Root is not equal to the range of the StartingPoint.
void math_NewtonFunctionSetRoot::SetTolerance | ( | const math_Vector & | XTol | ) |
Initializes the tolerance values for the unknowns.
Standard_Integer math_NewtonFunctionSetRoot::StateNumber | ( | ) | const |
Outputs the state number associated with the solution vector root.
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