NonLinearEquationSolver.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/IterativeAlgorithm.hpp"
#include "Mathematical/Optimization/ConsecutiveIteratesNormConvergence.hpp"
#include "Mathematical/Optimization/NonLinearEquation/NewtonStepUpdate.hpp"
#include "Mathematical/Optimization/NonLinearEquation/NonLinearEquationEnvironment.hpp"
#include "Mathematical/Optimization/OptimizationEnvironment.hpp"
 
 
namespace GQCP {
 
 
template <typename _Scalar>
class NonLinearEquationSolver {
public:
    using Scalar = _Scalar;
 
 
public:
    /*
     * STATIC PUBLIC METHODS
     */
 
    template <typename LinearSolver = decltype(LinearEquationSolver<Scalar>::ColPivHouseholderQR())>
    static IterativeAlgorithm<NonLinearEquationEnvironment<Scalar>> Newton(const double threshold = 1.0e-08, const size_t maximum_number_of_iterations = 128, const LinearSolver& linear_solver = LinearEquationSolver<Scalar>::ColPivHouseholderQR()) {
 
        // Create the iteration cycle that effectively 'defines' a Newton-based system of equations solver: it uses a Newton-step based update of the variables
        StepCollection<NonLinearEquationEnvironment<Scalar>> newton_cycle {};
        newton_cycle.add(GQCP::NonLinearEquation::NewtonStepUpdate<Scalar, NonLinearEquationEnvironment<Scalar>, LinearSolver>(linear_solver));
 
        // Create a convergence criterion on the norm of subsequent iterations of variables
        const ConsecutiveIteratesNormConvergence<VectorX<Scalar>, NonLinearEquationEnvironment<Scalar>> convergence_criterion {threshold};
 
        return IterativeAlgorithm<NonLinearEquationEnvironment<Scalar>>(newton_cycle, convergence_criterion, maximum_number_of_iterations);
    }
};
 
 
}  // namespace GQCP