NewtonStepUpdate.hpp

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// This file is part of GQCG-GQCP.
//
// Copyright (C) 2017-2020  the GQCG developers
//
// GQCG-GQCP is free software: you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// GQCG-GQCP is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public License
// along with GQCG-GQCP.  If not, see <http://www.gnu.org/licenses/>.
 
#pragma once
 
 
#include "Mathematical/Algorithm/Algorithm.hpp"
#include "Mathematical/Algorithm/Step.hpp"
#include "Mathematical/Optimization/LinearEquation/LinearEquationEnvironment.hpp"
#include "Mathematical/Optimization/LinearEquation/LinearEquationSolver.hpp"
#include "Mathematical/Optimization/NonLinearEquation/NonLinearEquationEnvironment.hpp"
#include "Mathematical/Representation/SquareMatrix.hpp"
 
#include <type_traits>
 
 
namespace GQCP {
namespace NonLinearEquation {
 
 
template <typename _Scalar, typename _Environment, typename LinearSolver = decltype(LinearEquationSolver<_Scalar>::ColPivHouseholderQR())>
class NewtonStepUpdate:
    public Step<_Environment> {
 
public:
    using Scalar = _Scalar;
    using Environment = _Environment;
    static_assert(std::is_same<Scalar, typename Environment::Scalar>::value, "The scalar type must match that of the environment");
    static_assert(std::is_base_of<NonLinearEquationEnvironment<Scalar>, Environment>::value, "The environment type must derive from NonLinearEquationEnvironment.");
 
 
private:
    LinearSolver linear_solver;
 
 
public:
    /*
     *  CONSTRUCTORS
     */
 
    NewtonStepUpdate(const LinearSolver& linear_solver = LinearEquationSolver<Scalar>::ColPivHouseholderQR()) :
        linear_solver {linear_solver} {}
 
 
    /*
     *  PUBLIC OVERRIDDEN METHODS
     */
 
    std::string description() const override {
        return "Calculate a new iteration of the variables and add them to the environment.";
    }
 
 
    void execute(Environment& environment) override {
 
        const auto& x = environment.variables.back();
        const auto& f = environment.f;
        const auto& J = environment.J;
 
        // Calculate f(x) and J(x), i.e. the values of the vector field and its Jacobian at the given x
        VectorX<Scalar> f_vector = f(x);
        SquareMatrix<Scalar> J_matrix = J(x);
 
        // Solve [J dx = -f].
        auto linear_environment = LinearEquationEnvironment<Scalar>(J_matrix, -f_vector);
        this->linear_solver.perform(linear_environment);
 
        const auto dx = linear_environment.x;
        environment.variables.push_back(x + dx);
    }
};
 
 
}  // namespace NonLinearEquation
}  // namespace GQCP