quala main
Quasi-Newton and other accelerators
Classes | Namespaces
broyden-good.hpp File Reference
#include <quala/util/vec.hpp>
+ Include dependency graph for broyden-good.hpp:
+ This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes

struct  BroydenStorage
 Layout: More...
 
struct  BroydenGoodParams
 Parameters for the BroydenGood class. More...
 
class  BroydenGood
 Broyden's “Good” method for solving systems of nonlinear equations \( F(x) = 0 \). More...
 

Namespaces

namespace  quala
 

Class Documentation

◆ quala::BroydenGoodParams

struct quala::BroydenGoodParams
+ Collaboration diagram for BroydenGoodParams:
Class Members
length_t memory Length of the history to keep.
real_t min_div_abs Reject update if \( s^\top Hy \le \text{min_div_fac} \).
bool force_pos_def If set to true, the inverse Jacobian estimate should remain definite.
bool restarted If set to true, the buffer is cleared after memory iterations.

If set to false, a circular buffer is used, replacing the oldest pair of vectors, as a limited-memory type algorithm. However, since each vector s̃ depends on the previous vectors, this algorithm is not theoretically correct, because the s̃ vectors are not updated when the old history is overwritten.

real_t powell_damping_factor Powell's trick, damping, prevents nonsingularity.