Namespace optimisation¶
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namespace
optimisation
¶ Functions
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int
newton_raphson_1
(double *x_root, const std::function<double(const double)> f, const std::function<double(const double)> fdash, const double x0, const double eps = 1e-7, const size_t max_iter = 1000, )¶
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int
newton_raphson_noinv
(double *x_root, double *x_tmp, double *jac_out, lapack_int *ipiv, int *lapack_err_code, const std::function<void(double *, double *, const double *)> func_and_jacobian, const double *x0, const lapack_int dim, const double eps = 1e-7, const size_t max_iter = 1000, )¶
Variables
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const int
SUCCESS
= 0¶ Optimisation success return code.
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const int
MAX_ITERATIONS_ERR
= 1¶ Optimisation maximum iterations reached error code.
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const int
LAPACK_ERR
= 2¶ Otimisation internal LAPACK error code.
This error code indicates an error ocurred in an internal LAPACK call. Further investigation will be needed to determine the cause.
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int