class

`SushiDSP::dk::DampedNewtonSolver`

template <std::size_t N>

Runs a damped multivariate Newton iteration on the nonlinear port of a DK circuit.

Declared in: include/SushiDSP/math/dk/DampedNewtonSolver.hpp

The system object exposes void residual_and_jacobian(const std::array<double, N>& v, std::array<double, N>& r, std::array<std::array<double, N>, N>& jacobian) and fills both from one evaluation. solve() allocates nothing, takes no lock and throws nothing (include/SushiDSP/README.md).

Template parameters

N: Dimension of the nonlinear port.

Public member functions

template <typename System>
bool solve(System &&system, std::array< double, N > &v)

Iterates from the supplied starting point until the residual vanishes.

Parameters

v: In: the starting iterate. Out: the converged iterate on success, and on failure the lowest-residual finite iterate visited, never worse than the one passed in.

Returns

True on convergence: a residual below the absolute tolerance, or a norm-reducing step that no longer moves the iterate. False when the budget ran out, the Jacobian stayed singular, or the system produced a non-finite value. Only after true was the system last evaluated at the returned v (include/SushiDSP/README.md).

void set_maximum_iterations(std::uint32_t iterations)

Sets the iteration budget of a single solve() call.

Parameters

iterations: Maximum Newton iterations; values below one are clamped to one.

void set_maximum_halvings(std::uint32_t halvings)

Sets how many times the step may be halved while looking for a norm reduction.

Parameters

halvings: Maximum halvings per iteration.

void set_relative_tolerance(double tolerance)

Sets the step-size convergence tolerance, relative to the iterate magnitude.

Parameters

tolerance: Relative tolerance.

std::uint64_t non_converged_count() const

Number of solve() calls that failed to converge since the last reset.

Returns

The non-convergence count.

std::uint64_t call_count() const

Number of solve() calls since the last reset.

Returns

The call count.

std::uint32_t maximum_iterations_seen() const

Largest iteration count any single solve() call needed since the last reset.

Returns

The worst-case iteration count.

void reset_statistics()

Clears the call, non-convergence, and worst-case iteration counters.