66 lines
2.2 KiB
C++
66 lines
2.2 KiB
C++
/*+
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This is CosmoTool (./src/newton.hpp) -- Copyright (C) Guilhem Lavaux (2007-2014)
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guilhem.lavaux@gmail.com
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This software is a computer program whose purpose is to provide a toolbox for cosmological
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data analysis (e.g. filters, generalized Fourier transforms, power spectra, ...)
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This software is governed by the CeCILL license under French law and
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abiding by the rules of distribution of free software. You can use,
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modify and/ or redistribute the software under the terms of the CeCILL
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license as circulated by CEA, CNRS and INRIA at the following URL
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"http://www.cecill.info".
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As a counterpart to the access to the source code and rights to copy,
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modify and redistribute granted by the license, users are provided only
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with a limited warranty and the software's author, the holder of the
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economic rights, and the successive licensors have only limited
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liability.
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In this respect, the user's attention is drawn to the risks associated
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with loading, using, modifying and/or developing or reproducing the
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software by the user in light of its specific status of free software,
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that may mean that it is complicated to manipulate, and that also
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therefore means that it is reserved for developers and experienced
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professionals having in-depth computer knowledge. Users are therefore
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encouraged to load and test the software's suitability as regards their
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requirements in conditions enabling the security of their systems and/or
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data to be ensured and, more generally, to use and operate it in the
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same conditions as regards security.
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The fact that you are presently reading this means that you have had
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knowledge of the CeCILL license and that you accept its terms.
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+*/
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#ifndef _COSMOTOOL_NEWTON_HPP
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#define _COSMOTOOL_NEWTON_HPP
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#include <cmath>
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namespace CosmoTool
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{
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template<typename T, typename FunT>
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T newtonSolver(T x0, FunT function, double residual = 1e-3)
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{
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T x, xold = x0;
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T f_x = function.eval(x0);
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T df_x = function.derivative(x0);
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x = xold - f_x/df_x;
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while (std::abs(xold-x) > residual)
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{
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xold = x;
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f_x = function.eval(x);
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df_x = function.derivative(x);
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x = xold - f_x/df_x;
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}
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return x;
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}
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};
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#endif
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