newton_solver Derived Type

type, public, extends(line_search_solver) :: newton_solver

Defines a Newton solver.


Contents

Type-Bound Procedures


Type-Bound Procedures

procedure, public :: get_fcn_tolerance => es_get_fcn_tol

  • private pure function es_get_fcn_tol(this) result(x)

    Gets the convergence on function value tolerance.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(in) :: this

    The equation_solver object.

    Return Value real(kind=real64)

    The tolerance value.

procedure, public :: get_gradient_tolerance => es_get_grad_tol

  • private pure function es_get_grad_tol(this) result(x)

    Gets the convergence on slope of the gradient vector tolerance.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(in) :: this

    The equation_solver object.

    Return Value real(kind=real64)

    The tolerance value.

procedure, public :: get_line_search => lss_get_line_search

procedure, public :: get_max_fcn_evals => es_get_max_eval

  • private pure function es_get_max_eval(this) result(n)

    Gets the maximum number of function evaluations allowed during a single solve.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(in) :: this

    The equation_solver object.

    Return Value integer(kind=int32)

    The maximum number of function evaluations.

procedure, public :: get_print_status => es_get_print_status

  • private pure function es_get_print_status(this) result(x)

    Gets a logical value determining if iteration status should be printed.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(in) :: this

    The equation_solver object.

    Return Value logical

    True if the iteration status should be printed; else, false.

procedure, public :: get_use_line_search => lss_get_use_search

  • private pure function lss_get_use_search(this) result(x)

    Gets a value determining if a line-search should be employed.

    Arguments

    Type IntentOptional Attributes Name
    class(line_search_solver), intent(in) :: this

    The line_search_solver object.

    Return Value logical

    Returns true if a line search should be used; else, false.

procedure, public :: get_var_tolerance => es_get_var_tol

  • private pure function es_get_var_tol(this) result(x)

    Gets the convergence on change in variable tolerance.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(in) :: this

    The equation_solver object.

    Return Value real(kind=real64)

    The tolerance value.

procedure, public :: is_line_search_defined => lss_is_line_search_defined

  • private pure function lss_is_line_search_defined(this) result(x)

    Tests to see if a line search module is defined.

    Arguments

    Type IntentOptional Attributes Name
    class(line_search_solver), intent(in) :: this

    The line_search_solver object.

    Return Value logical

    Returns true if a module is defined; else, false.

procedure, public :: set_default_line_search => lss_set_default

  • private subroutine lss_set_default(this)

    Establishes a default line_search object for the line search module.

    Arguments

    Type IntentOptional Attributes Name
    class(line_search_solver), intent(inout) :: this

    The line_search_solver object.

procedure, public :: set_fcn_tolerance => es_set_fcn_tol

  • private subroutine es_set_fcn_tol(this, x)

    Sets the convergence on function value tolerance.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(inout) :: this

    The equation_solver object.
    real(kind=real64), intent(in) :: x

    The tolerance value.

procedure, public :: set_gradient_tolerance => es_set_grad_tol

  • private subroutine es_set_grad_tol(this, x)

    Sets the convergence on slope of the gradient vector tolerance.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(inout) :: this

    The equation_solver object.
    real(kind=real64), intent(in) :: x

    The tolerance value.

procedure, public :: set_line_search => lss_set_line_search

procedure, public :: set_max_fcn_evals => es_set_max_eval

  • private subroutine es_set_max_eval(this, n)

    Sets the maximum number of function evaluations allowed during a single solve.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(inout) :: this

    The equation_solver object.
    integer(kind=int32), intent(in) :: n

    The maximum number of function evaluations.

procedure, public :: set_print_status => es_set_print_status

  • private subroutine es_set_print_status(this, x)

    Sets a logical value determining if iteration status should be printed.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(inout) :: this

    The equation_solver object.
    logical, intent(in) :: x

    True if the iteration status should be printed; else, false.

procedure, public :: set_use_line_search => lss_set_use_search

  • private subroutine lss_set_use_search(this, x)

    Sets a value determining if a line-search should be employed.

    Arguments

    Type IntentOptional Attributes Name
    class(line_search_solver), intent(inout) :: this

    The line_search_solver object.
    logical, intent(in) :: x

    Set to true if a line search should be used; else, false.

procedure, public :: set_var_tolerance => es_set_var_tol

  • private subroutine es_set_var_tol(this, x)

    Sets the convergence on change in variable tolerance.

    Arguments

    Type IntentOptional Attributes Name
    class(equation_solver), intent(inout) :: this

    The equation_solver object.
    real(kind=real64), intent(in) :: x

    The tolerance value.

procedure, public :: solve => ns_solve

  • private subroutine ns_solve(this, fcn, x, fvec, ib, err)

    Applies Newton's method in conjunction with a backtracking type line search to solve N equations of N unknowns.

    Arguments

    Type IntentOptional Attributes Name
    class(newton_solver), intent(inout) :: this

    The newton_solver object.
    class(vecfcn_helper), intent(in) :: fcn

    The vecfcn_helper object containing the equations to solve.
    real(kind=real64), intent(inout), dimension(:) :: x

    On input, an N-element array containing an initial estimate to the solution. On output, the updated solution estimate. N is the number of variables.
    real(kind=real64), intent(out), dimension(:) :: fvec

    An N-element array that, on output, will contain the values of each equation as evaluated at the variable values given in x.
    type(iteration_behavior), optional :: ib

    An optional output, that if provided, allows the caller to obtain iteration performance statistics.
    class(errors), intent(inout), optional, target :: err

    An error-handling object.