black_box_newton_solver.h

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// LIC// ====================================================================
// LIC// This file forms part of oomph-lib, the object-oriented,
// LIC// multi-physics finite-element library, available
// LIC// at http://www.oomph-lib.org.
// LIC//
// LIC// Copyright (C) 2006-2022 Matthias Heil and Andrew Hazel
// LIC//
// LIC// This library is free software; you can redistribute it and/or
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// LIC// License as published by the Free Software Foundation; either
// LIC// version 2.1 of the License, or (at your option) any later version.
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// LIC// Lesser General Public License for more details.
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// Include guard to prevent multiple inclusions of the header
#ifndef OOMPH_BLACK_BOX_NEWTON_SOLVER_HEADER
#define OOMPH_BLACK_BOX_NEWTON_SOLVER_HEADER
 
// Config header generated by autoconfig
#ifdef HAVE_CONFIG_H
#include <oomph-lib-config.h>
#endif
 
 
#include "Vector.h"
#include "matrices.h"
 
namespace oomph
{
 
 
  //======================================================================
  // Namespace for black-box FD Newton solver.
  //======================================================================
  namespace BlackBoxFDNewtonSolver
  {
    // Function pointer for function that specifies residuals: The arguments
    // are: Parameters, unknowns, residuals
    typedef void (*ResidualFctPt)(const Vector<double>& parameters,
                                  const Vector<double>& unknowns,
                                  Vector<double>& residuals);
 
    // Function pointer for Jacobian function: Parameters, unknowns, Jacobian
    typedef void (*JacobianFctPt)(const Vector<double>&,
                                  const Vector<double>&,
                                  DenseDoubleMatrix& jacobian);
 
    // Maximum number of Newton iterations
    extern unsigned Max_iter;
 
    // Number of Newton iterations taken in most recent invocation
    extern unsigned N_iter_taken;
 
    // Flag to indicate if progress of Newton iteration is to be documented
    // (defaults to false)
    extern bool Doc_Progress;
 
    // Size of increment used in finite-difference calculations
    extern double FD_step;
 
    // Tolerance (maximum allowed value of an single residual at convergence)
    extern double Tol;
 
    // Use steplength control do make globally convergent (default false)
    extern bool Use_step_length_control;
 
    // Black-box FD Newton solver:
    // Calling sequence for residual function is
    // \code residual_fct(parameters,unknowns,residuals) \endcode
    // where all arguments are double Vectors.
    // unknowns.size() = residuals.size().
    // Final optional argument specifies function that computes
    // analytical Jacobian (yes, despite the name of the namespace and the
    // function -- it is optional!).
    extern void black_box_fd_newton_solve(ResidualFctPt residual_fct,
                                          const Vector<double>& params,
                                          Vector<double>& unknowns,
                                          JacobianFctPt jacobian_fct = 0);
 
 
    // Line search helper for globally convergent Newton method
    extern void line_search(const Vector<double>& x_old,
                            const double half_residual_squared_old,
                            const Vector<double>& gradient,
                            ResidualFctPt residual_fct,
                            const Vector<double>& params,
                            Vector<double>& newton_dir,
                            Vector<double>& x,
                            double& half_residual_squared,
                            const double& stpmax);
 
  } // namespace BlackBoxFDNewtonSolver
 
 
} // namespace oomph
 
#endif