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RcdMathLib_doc
Open Source Library for Linear and Non-linear Algebra
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Implement the Newton–Raphson algorithm. More...
Go to the source code of this file.
Functions | |
| uint8_t | newton_raphson (uint8_t f_length, uint8_t n, vector_t x0_arr[], double eps, uint8_t max_it_num, vector_t est_x_arr[], void(*get_non_lin_sys)(vector_t x_arr[], vector_t f_vec[]), void(*get_jacobian)(vector_t x_arr[], matrix_t J[][n])) |
| Implements the Newton–Raphson algorithm. More... | |
Implement the Newton–Raphson algorithm.
The Newton–Raphson algorithm enables to solve multi-variant nonlinear equation systems.
Definition in file newton_raphson.c.
| uint8_t newton_raphson | ( | uint8_t | f_length, |
| uint8_t | n, | ||
| vector_t | x0_arr[], | ||
| double | eps, | ||
| uint8_t | max_it_num, | ||
| vector_t | est_x_arr[], | ||
| void(*)(vector_t x_arr[], vector_t f_vec[]) | get_non_lin_sys, | ||
| void(*)(vector_t x_arr[], matrix_t J[][n]) | get_jacobian | ||
| ) |
Implements the Newton–Raphson algorithm.
The user should provide pointers to non-linear equation systems and Jacobian functions.
| [in] | f_length | length of the error functions vector. |
| [in] | n | length of the start vector. |
| [in] | x0_arr[] | start vector. |
| [in] | eps | accuracy bound. |
| [in] | max_it_num | maximal iteration number of the Newton–Raphson algorithm. |
| [out] | est_x_arr[] | estimated (solution) vector. |
| [in] | (*get_non_lin_sys) | pointer to non-linear equation systems. |
| [in] | (*get_jacobian) | pointer to the Jacobian matrix. |
Definition at line 28 of file newton_raphson.c.
References matrix_mul_vec(), matrix_t, moore_penrose_get_pinv(), vector_copy(), vector_get_euclidean_distance(), vector_sub(), and vector_t.
Referenced by fsolve().