public VectorMinimizationResult FindRoot(IObjectiveVectorFunction objective, Vector <double> initialGuess)
{
var jacobian = Matrix <double> .Build.Dense(initialGuess.Count, initialGuess.Count);
var guess = initialGuess.Clone();
int iterCount;
for (iterCount = 0; iterCount < _maximumIterations; iterCount++)
{
objective.EvaluateAt(guess);
var baseValues = objective.Value.Clone();
if (baseValues.AbsoluteMaximum() < _convergenceTolerance)
{
break;
}
UpdateJacobian(jacobian, objective);
var inverse = jacobian.Inverse();
guess = guess - inverse * baseValues;
}
var result = new VectorMinimizationResult
{
FunctionInfoAtMinimum = objective,
Iterations = iterCount,
MinimizingPoint = guess,
ReasonForExit = ExitCondition.Converged
};
return(result);
}
public VectorMinimizationResult FindRoot(IObjectiveVectorFunction objective, Vector <double> initialGuess)
{
var function = new FunctionEvaluator(objective);
var root = Broyden.FindRoot(function.Eval, initialGuess.ToArray(), 1e-8, 100, 1e-8);
var result = new VectorMinimizationResult
{
FunctionInfoAtMinimum = objective,
Iterations = -1,
MinimizingPoint = new DenseVector(root),
ReasonForExit = ExitCondition.Converged
};
return(result);
}
