File:NewtonHook.f90
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NewtonHook.f90 (file size: 6 KB, MIME type: text/plain)
The method
Implements the Newton-Raphson method for solving \[\vec{F}(\vec{x})=\vec{0}\] with a Hookstep-Trust-region approach.
At each iteration, the linear problem for the step in $\vec{x}$ is solved subject to the condition that the step be smaller than some magnitude $\delta$ - the trust region.
The code
new_x(:) and new_fx(:) need to be allocated the dimension $n$,
and new_x(:) assigned the initial guess, prior to calling the subroutine newtonhook(...).
File history
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| Date/Time | Dimensions | User | Comment | |
|---|---|---|---|---|
| current | 04:50, 26 June 2019 | (6 KB) | Apwillis (talk | contribs) | Minor edits in comments only. |
| 05:32, 13 December 2016 | (6 KB) | Apwillis (talk | contribs) | == The method == Implements the Newton-Raphson method for solving \[\vec{F}(\vec{x})=\vec{0}\] with a Hookstep-Trust-region approach. At each iteration, the linear problem for the step in $\vec{x}$ is solved subject to the condition that the step be ... |
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