serial_newton_iteration.h

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#ifndef CHI_MATH_SERIAL_NEWTON_ITERATION_H
#define CHI_MATH_SERIAL_NEWTON_ITERATION_H
 
#include <vector>
#include <cassert>
 
#include "math/chi_math.h"
 
 
namespace chi_math
{
  /**A simple base class for the evaluation of a non-linear function
   * and its Jacobian-matrix.*/
  class NonLinearFunction
  {
  public:
    /**Function evaluation at vector-x.*/
    virtual VecDbl F(const VecDbl& x) const
    {
      VecDbl result(x.size(), 0.0);
      return result;
    }
    /**Jacobian evaluation at vector-x.*/
    virtual MatDbl J(const VecDbl& x) const
    {
      MatDbl result(x.size(), VecDbl(x.size(), 0.0));
      return result;
    }
 
    virtual ~NonLinearFunction() = default;
  };
 
  VecDbl NewtonIteration(const NonLinearFunction& non_linear_function,
                         const VecDbl& x_0,
                         unsigned int max_iters,
                         double epsilon,
                         bool verbose=false);
 
}//namespace chi_math
 
#endif //CHI_MATH_SERIAL_NEWTON_ITERATION_H