Completed doc headers.

parent d5350d1d
......@@ -129,8 +129,16 @@ end
trustregion(f!::Function, j!::Function, y0::Vector{Float64}, tolf::Float64, tolx::Float64, maxiter::Int)
Solves a system of nonlinear equations of several variables using a trust region method.
# Arguments
- `f!::Function`: Function evaluating the residuals of the nonlinear equations to be solved. This function admits two arguments, a vector holding the values of the residuals and the vector of unknowns (to be solved for).
- `j!::Function`: Function computing the jacobian of the nonlinear equations (derivatives with respect to the unknowns). This function admits two arguments: the jacobian matrix and the vector of unknowns.
- `x0::Vector{Float64}`: Initial guess for the unknowns.
- `tolf::Float64`: Positive real scalar used in determining the terminination criterion (test on the values of the residuals). Default is 1e-6.
- `tolx::Float64`: Positive real scalar used in determining the terminination criterion (test on the change of the unknowns). Default is 1e-6.
- `maxiter::Int`: Positive integer scalar, maximum number of iterations. Default is 50.
"""
function trustregion(f!::Function, j!::Function, x0::Vector{Float64}, tolx::Float64, tolf::Float64, maxiter::Int)
function trustregion(f!::Function, j!::Function, x0::Vector{Float64}, tolx::Float64=1e-6, tolf::Float64=1e-6, maxiter::Int=50)
wa = TrustRegionWA(length(x0))
info = trustregion(f!, j!, x0, 1.0, tolx, tolf, maxiter, wa)
return wa.x, info
......@@ -140,7 +148,17 @@ end
trustregion(f!::Function, j!::Function, y0::Vector{Float64}, factor::Float64, tolf::Float64, tolx::Float64, maxiter::Int, wa::TrustRegionWA)
Solves a system of nonlinear equations of several variables using a trust region method. This version requires a last argument of type `TrustRegionWA`
which holds various working arrays. This version of the solver does not instantiate any array. Results of the solver are available in `wa.x` if `info=1`.
which holds various working arrays used in the function (avoiding array instantiations). Results of the solver are available in `wa.x` if `info=1`.
# Arguments
- `f!::Function`: Function evaluating the residuals of the nonlinear equations to be solved. This function admits two arguments, a vector holding the values of the residuals and the vector of unknowns (to be solved for).
- `j!::Function`: Function computing the jacobian of the nonlinear equations (derivatives with respect to the unknowns). This function admits two arguments: the jacobian matrix and the vector of unknowns.
- `x0::Vector{Float64}`: Initial guess for the unknowns.
- `factor::Float64`: Positive real scalar used in determining the initial step bound. In most cases factor should lie in the interval (.1,100.).
- `tolf::Float64`: Positive real scalar used in determining the terminination criterion (test on the values of the residuals).
- `tolx::Float64`: Positive real scalar used in determining the terminination criterion (test on the change of the unknowns).
- `maxiter::Int`: Positive integer scalar, maximum number of iterations.
- `wa::TrustRegionWA`: Working arrays.
"""
function trustregion(f!::Function, j!::Function, x0::Vector{Float64}, factor::Float64, tolx::Float64, tolf::Float64, maxiter::Int, wa::TrustRegionWA)
n, iter, info = length(x0), 1, 0
......
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