private static void SolverTest()
{
Equation[] equations = new Equation[2];
// Normal forms eq(x) - c = 0
equations[0] = arg => arg[0] * arg[0] + arg[1] * arg[1] - 1;
equations[1] = arg => arg[0] * arg[0] - arg[1];
NonlinearSystem system = new AnalyticalEquationSystem(equations);
double[] x0;
SolverOptions options;
double[] result;
double[] expected;
SolutionResult actual;
// creating nonlinear solver instance - Newton-Raphson solver.
NonlinearSolver solver = new NewtonRaphsonSolver();
x0 = new double[] { 0.2, 0.2 }; // initial guess for variable values
options = new SolverOptions() // options for solving nonlinear problem
{
MaxIterationCount = 100,
SolutionPrecision = 1e-6
};
result = null;
// solving the system
actual = solver.Solve(system, x0, options, ref result);
expected = new double[] { 0.7861513778, 0.6180339887 }; // expected values
// printing solution result into console out
PrintNLResult(system, actual, result, expected, options.SolutionPrecision);
}
public double[] LinearSystemSolver(string[] variables, string[] functions)
{
// creating nonlinear system instance - Analytical System
NonlinearSystem system = new AnalyticalSystem(variables, functions);
double[] x0;
SolverOptions options;
double[] result;
SolutionResult actual;
// creating nonlinear solver instance - Newton-Raphson solver.
NonlinearSolver solver = new NewtonRaphsonSolver();
x0 = new double[] { 0.2, 0.2 }; // initial guess for variable values
options = new SolverOptions() // options for solving nonlinear problem
{
MaxIterationCount = 100,
SolutionPrecision = 1e-5
};
result = null;
// solving the system
actual = solver.Solve(system, x0, options, ref result);
return(result);
}
private double CalculateAnnualPercentageRate(double loanAmount, double monthlyPayment, double administrationFee, int durationMonths)
{
loanAmount -= administrationFee;
Func <double, double> f = r => loanAmount *Math.Pow(r, durationMonths + 1) - (loanAmount + monthlyPayment) * Math.Pow(r, durationMonths) + monthlyPayment;
Func <double, double> df = r => loanAmount * (durationMonths + 1) * Math.Pow(r, durationMonths) - (loanAmount + monthlyPayment) * durationMonths * Math.Pow(r, durationMonths - 1);
var solver = new NewtonRaphsonSolver()
{
TargetFunction = f,
DerivativeOfTargetFunction = df,
InitialGuess = _options.Interest,
};
var result = solver.Solve();
return(solver.Status == AlgorithmStatus.Converged ? Math.Round(12 * (result - 1) * 100, 2) : _options.Interest);
}
private static NonlinearSolver CreateNewton()
{
NewtonRaphsonSolver s = new NewtonRaphsonSolver();
return(s);
}
