One-dimensional root-finding for noisy functions. More...
#include <root_robbins_monro.h>
Definition at line 41 of file root_robbins_monro.h.
Public Member Functions | |
virtual const char * | type () |
Return the type, "root_robbins_monro" . | |
virtual int | solve (double &x, func_t &func) |
Solve func using x as an initial guess. | |
virtual int | solve_bkt (double &x1, double x2, func_t &f) |
Solve func in region ![]() ![]() | |
virtual int | solve_de (double &x, func_t &func, dfunc_t &df) |
Solve func using x as an initial guess using derivatives df . | |
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virtual int | print_iter (double x, double y, int iter, double value=0.0, double limit=0.0, std::string comment="") |
Print out iteration information. More... | |
Public Attributes | |
bool | pr_averaging |
If true, apply Polyak-Ruppert averaging. | |
double | coeff |
Coefficient for sequence (default 1.0) | |
double | gamma |
Exponent for sequence (default 1.0) | |
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double | tol_rel |
The maximum value of the functions for success (default ![]() | |
double | tol_abs |
The minimum allowable stepsize (default ![]() | |
int | verbose |
Output control (default 0) | |
int | ntrial |
Maximum number of iterations (default 100) | |
bool | err_nonconv |
If true, call the error handler if the solver does not converge (default true) | |
int | last_ntrial |
The number of iterations used in the most recent solve. | |
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