peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/optimize
/_root.py
""" | |
Unified interfaces to root finding algorithms. | |
Functions | |
--------- | |
- root : find a root of a vector function. | |
""" | |
__all__ = ['root'] | |
import numpy as np | |
from warnings import warn | |
from ._optimize import MemoizeJac, OptimizeResult, _check_unknown_options | |
from ._minpack_py import _root_hybr, leastsq | |
from ._spectral import _root_df_sane | |
from . import _nonlin as nonlin | |
ROOT_METHODS = ['hybr', 'lm', 'broyden1', 'broyden2', 'anderson', | |
'linearmixing', 'diagbroyden', 'excitingmixing', 'krylov', | |
'df-sane'] | |
def root(fun, x0, args=(), method='hybr', jac=None, tol=None, callback=None, | |
options=None): | |
r""" | |
Find a root of a vector function. | |
Parameters | |
---------- | |
fun : callable | |
A vector function to find a root of. | |
x0 : ndarray | |
Initial guess. | |
args : tuple, optional | |
Extra arguments passed to the objective function and its Jacobian. | |
method : str, optional | |
Type of solver. Should be one of | |
- 'hybr' :ref:`(see here) <optimize.root-hybr>` | |
- 'lm' :ref:`(see here) <optimize.root-lm>` | |
- 'broyden1' :ref:`(see here) <optimize.root-broyden1>` | |
- 'broyden2' :ref:`(see here) <optimize.root-broyden2>` | |
- 'anderson' :ref:`(see here) <optimize.root-anderson>` | |
- 'linearmixing' :ref:`(see here) <optimize.root-linearmixing>` | |
- 'diagbroyden' :ref:`(see here) <optimize.root-diagbroyden>` | |
- 'excitingmixing' :ref:`(see here) <optimize.root-excitingmixing>` | |
- 'krylov' :ref:`(see here) <optimize.root-krylov>` | |
- 'df-sane' :ref:`(see here) <optimize.root-dfsane>` | |
jac : bool or callable, optional | |
If `jac` is a Boolean and is True, `fun` is assumed to return the | |
value of Jacobian along with the objective function. If False, the | |
Jacobian will be estimated numerically. | |
`jac` can also be a callable returning the Jacobian of `fun`. In | |
this case, it must accept the same arguments as `fun`. | |
tol : float, optional | |
Tolerance for termination. For detailed control, use solver-specific | |
options. | |
callback : function, optional | |
Optional callback function. It is called on every iteration as | |
``callback(x, f)`` where `x` is the current solution and `f` | |
the corresponding residual. For all methods but 'hybr' and 'lm'. | |
options : dict, optional | |
A dictionary of solver options. E.g., `xtol` or `maxiter`, see | |
:obj:`show_options()` for details. | |
Returns | |
------- | |
sol : OptimizeResult | |
The solution represented as a ``OptimizeResult`` object. | |
Important attributes are: ``x`` the solution array, ``success`` a | |
Boolean flag indicating if the algorithm exited successfully and | |
``message`` which describes the cause of the termination. See | |
`OptimizeResult` for a description of other attributes. | |
See also | |
-------- | |
show_options : Additional options accepted by the solvers | |
Notes | |
----- | |
This section describes the available solvers that can be selected by the | |
'method' parameter. The default method is *hybr*. | |
Method *hybr* uses a modification of the Powell hybrid method as | |
implemented in MINPACK [1]_. | |
Method *lm* solves the system of nonlinear equations in a least squares | |
sense using a modification of the Levenberg-Marquardt algorithm as | |
implemented in MINPACK [1]_. | |
Method *df-sane* is a derivative-free spectral method. [3]_ | |
Methods *broyden1*, *broyden2*, *anderson*, *linearmixing*, | |
*diagbroyden*, *excitingmixing*, *krylov* are inexact Newton methods, | |
with backtracking or full line searches [2]_. Each method corresponds | |
to a particular Jacobian approximations. | |
- Method *broyden1* uses Broyden's first Jacobian approximation, it is | |
known as Broyden's good method. | |
- Method *broyden2* uses Broyden's second Jacobian approximation, it | |
is known as Broyden's bad method. | |
- Method *anderson* uses (extended) Anderson mixing. | |
- Method *Krylov* uses Krylov approximation for inverse Jacobian. It | |
is suitable for large-scale problem. | |
- Method *diagbroyden* uses diagonal Broyden Jacobian approximation. | |
- Method *linearmixing* uses a scalar Jacobian approximation. | |
- Method *excitingmixing* uses a tuned diagonal Jacobian | |
approximation. | |
.. warning:: | |
The algorithms implemented for methods *diagbroyden*, | |
*linearmixing* and *excitingmixing* may be useful for specific | |
problems, but whether they will work may depend strongly on the | |
problem. | |
.. versionadded:: 0.11.0 | |
References | |
---------- | |
.. [1] More, Jorge J., Burton S. Garbow, and Kenneth E. Hillstrom. | |
1980. User Guide for MINPACK-1. | |
.. [2] C. T. Kelley. 1995. Iterative Methods for Linear and Nonlinear | |
Equations. Society for Industrial and Applied Mathematics. | |
<https://archive.siam.org/books/kelley/fr16/> | |
.. [3] W. La Cruz, J.M. Martinez, M. Raydan. Math. Comp. 75, 1429 (2006). | |
Examples | |
-------- | |
The following functions define a system of nonlinear equations and its | |
jacobian. | |
>>> import numpy as np | |
>>> def fun(x): | |
... return [x[0] + 0.5 * (x[0] - x[1])**3 - 1.0, | |
... 0.5 * (x[1] - x[0])**3 + x[1]] | |
>>> def jac(x): | |
... return np.array([[1 + 1.5 * (x[0] - x[1])**2, | |
... -1.5 * (x[0] - x[1])**2], | |
... [-1.5 * (x[1] - x[0])**2, | |
... 1 + 1.5 * (x[1] - x[0])**2]]) | |
A solution can be obtained as follows. | |
>>> from scipy import optimize | |
>>> sol = optimize.root(fun, [0, 0], jac=jac, method='hybr') | |
>>> sol.x | |
array([ 0.8411639, 0.1588361]) | |
**Large problem** | |
Suppose that we needed to solve the following integrodifferential | |
equation on the square :math:`[0,1]\times[0,1]`: | |
.. math:: | |
\nabla^2 P = 10 \left(\int_0^1\int_0^1\cosh(P)\,dx\,dy\right)^2 | |
with :math:`P(x,1) = 1` and :math:`P=0` elsewhere on the boundary of | |
the square. | |
The solution can be found using the ``method='krylov'`` solver: | |
>>> from scipy import optimize | |
>>> # parameters | |
>>> nx, ny = 75, 75 | |
>>> hx, hy = 1./(nx-1), 1./(ny-1) | |
>>> P_left, P_right = 0, 0 | |
>>> P_top, P_bottom = 1, 0 | |
>>> def residual(P): | |
... d2x = np.zeros_like(P) | |
... d2y = np.zeros_like(P) | |
... | |
... d2x[1:-1] = (P[2:] - 2*P[1:-1] + P[:-2]) / hx/hx | |
... d2x[0] = (P[1] - 2*P[0] + P_left)/hx/hx | |
... d2x[-1] = (P_right - 2*P[-1] + P[-2])/hx/hx | |
... | |
... d2y[:,1:-1] = (P[:,2:] - 2*P[:,1:-1] + P[:,:-2])/hy/hy | |
... d2y[:,0] = (P[:,1] - 2*P[:,0] + P_bottom)/hy/hy | |
... d2y[:,-1] = (P_top - 2*P[:,-1] + P[:,-2])/hy/hy | |
... | |
... return d2x + d2y - 10*np.cosh(P).mean()**2 | |
>>> guess = np.zeros((nx, ny), float) | |
>>> sol = optimize.root(residual, guess, method='krylov') | |
>>> print('Residual: %g' % abs(residual(sol.x)).max()) | |
Residual: 5.7972e-06 # may vary | |
>>> import matplotlib.pyplot as plt | |
>>> x, y = np.mgrid[0:1:(nx*1j), 0:1:(ny*1j)] | |
>>> plt.pcolormesh(x, y, sol.x, shading='gouraud') | |
>>> plt.colorbar() | |
>>> plt.show() | |
""" | |
if not isinstance(args, tuple): | |
args = (args,) | |
meth = method.lower() | |
if options is None: | |
options = {} | |
if callback is not None and meth in ('hybr', 'lm'): | |
warn('Method %s does not accept callback.' % method, | |
RuntimeWarning, stacklevel=2) | |
# fun also returns the Jacobian | |
if not callable(jac) and meth in ('hybr', 'lm'): | |
if bool(jac): | |
fun = MemoizeJac(fun) | |
jac = fun.derivative | |
else: | |
jac = None | |
# set default tolerances | |
if tol is not None: | |
options = dict(options) | |
if meth in ('hybr', 'lm'): | |
options.setdefault('xtol', tol) | |
elif meth in ('df-sane',): | |
options.setdefault('ftol', tol) | |
elif meth in ('broyden1', 'broyden2', 'anderson', 'linearmixing', | |
'diagbroyden', 'excitingmixing', 'krylov'): | |
options.setdefault('xtol', tol) | |
options.setdefault('xatol', np.inf) | |
options.setdefault('ftol', np.inf) | |
options.setdefault('fatol', np.inf) | |
if meth == 'hybr': | |
sol = _root_hybr(fun, x0, args=args, jac=jac, **options) | |
elif meth == 'lm': | |
sol = _root_leastsq(fun, x0, args=args, jac=jac, **options) | |
elif meth == 'df-sane': | |
_warn_jac_unused(jac, method) | |
sol = _root_df_sane(fun, x0, args=args, callback=callback, | |
**options) | |
elif meth in ('broyden1', 'broyden2', 'anderson', 'linearmixing', | |
'diagbroyden', 'excitingmixing', 'krylov'): | |
_warn_jac_unused(jac, method) | |
sol = _root_nonlin_solve(fun, x0, args=args, jac=jac, | |
_method=meth, _callback=callback, | |
**options) | |
else: | |
raise ValueError('Unknown solver %s' % method) | |
return sol | |
def _warn_jac_unused(jac, method): | |
if jac is not None: | |
warn(f'Method {method} does not use the jacobian (jac).', | |
RuntimeWarning, stacklevel=2) | |
def _root_leastsq(fun, x0, args=(), jac=None, | |
col_deriv=0, xtol=1.49012e-08, ftol=1.49012e-08, | |
gtol=0.0, maxiter=0, eps=0.0, factor=100, diag=None, | |
**unknown_options): | |
""" | |
Solve for least squares with Levenberg-Marquardt | |
Options | |
------- | |
col_deriv : bool | |
non-zero to specify that the Jacobian function computes derivatives | |
down the columns (faster, because there is no transpose operation). | |
ftol : float | |
Relative error desired in the sum of squares. | |
xtol : float | |
Relative error desired in the approximate solution. | |
gtol : float | |
Orthogonality desired between the function vector and the columns | |
of the Jacobian. | |
maxiter : int | |
The maximum number of calls to the function. If zero, then | |
100*(N+1) is the maximum where N is the number of elements in x0. | |
epsfcn : float | |
A suitable step length for the forward-difference approximation of | |
the Jacobian (for Dfun=None). If epsfcn is less than the machine | |
precision, it is assumed that the relative errors in the functions | |
are of the order of the machine precision. | |
factor : float | |
A parameter determining the initial step bound | |
(``factor * || diag * x||``). Should be in interval ``(0.1, 100)``. | |
diag : sequence | |
N positive entries that serve as a scale factors for the variables. | |
""" | |
_check_unknown_options(unknown_options) | |
x, cov_x, info, msg, ier = leastsq(fun, x0, args=args, Dfun=jac, | |
full_output=True, | |
col_deriv=col_deriv, xtol=xtol, | |
ftol=ftol, gtol=gtol, | |
maxfev=maxiter, epsfcn=eps, | |
factor=factor, diag=diag) | |
sol = OptimizeResult(x=x, message=msg, status=ier, | |
success=ier in (1, 2, 3, 4), cov_x=cov_x, | |
fun=info.pop('fvec'), method="lm") | |
sol.update(info) | |
return sol | |
def _root_nonlin_solve(fun, x0, args=(), jac=None, | |
_callback=None, _method=None, | |
nit=None, disp=False, maxiter=None, | |
ftol=None, fatol=None, xtol=None, xatol=None, | |
tol_norm=None, line_search='armijo', jac_options=None, | |
**unknown_options): | |
_check_unknown_options(unknown_options) | |
f_tol = fatol | |
f_rtol = ftol | |
x_tol = xatol | |
x_rtol = xtol | |
verbose = disp | |
if jac_options is None: | |
jac_options = dict() | |
jacobian = {'broyden1': nonlin.BroydenFirst, | |
'broyden2': nonlin.BroydenSecond, | |
'anderson': nonlin.Anderson, | |
'linearmixing': nonlin.LinearMixing, | |
'diagbroyden': nonlin.DiagBroyden, | |
'excitingmixing': nonlin.ExcitingMixing, | |
'krylov': nonlin.KrylovJacobian | |
}[_method] | |
if args: | |
if jac is True: | |
def f(x): | |
return fun(x, *args)[0] | |
else: | |
def f(x): | |
return fun(x, *args) | |
else: | |
f = fun | |
x, info = nonlin.nonlin_solve(f, x0, jacobian=jacobian(**jac_options), | |
iter=nit, verbose=verbose, | |
maxiter=maxiter, f_tol=f_tol, | |
f_rtol=f_rtol, x_tol=x_tol, | |
x_rtol=x_rtol, tol_norm=tol_norm, | |
line_search=line_search, | |
callback=_callback, full_output=True, | |
raise_exception=False) | |
sol = OptimizeResult(x=x, method=_method) | |
sol.update(info) | |
return sol | |
def _root_broyden1_doc(): | |
""" | |
Options | |
------- | |
nit : int, optional | |
Number of iterations to make. If omitted (default), make as many | |
as required to meet tolerances. | |
disp : bool, optional | |
Print status to stdout on every iteration. | |
maxiter : int, optional | |
Maximum number of iterations to make. | |
ftol : float, optional | |
Relative tolerance for the residual. If omitted, not used. | |
fatol : float, optional | |
Absolute tolerance (in max-norm) for the residual. | |
If omitted, default is 6e-6. | |
xtol : float, optional | |
Relative minimum step size. If omitted, not used. | |
xatol : float, optional | |
Absolute minimum step size, as determined from the Jacobian | |
approximation. If the step size is smaller than this, optimization | |
is terminated as successful. If omitted, not used. | |
tol_norm : function(vector) -> scalar, optional | |
Norm to use in convergence check. Default is the maximum norm. | |
line_search : {None, 'armijo' (default), 'wolfe'}, optional | |
Which type of a line search to use to determine the step size in | |
the direction given by the Jacobian approximation. Defaults to | |
'armijo'. | |
jac_options : dict, optional | |
Options for the respective Jacobian approximation. | |
alpha : float, optional | |
Initial guess for the Jacobian is (-1/alpha). | |
reduction_method : str or tuple, optional | |
Method used in ensuring that the rank of the Broyden | |
matrix stays low. Can either be a string giving the | |
name of the method, or a tuple of the form ``(method, | |
param1, param2, ...)`` that gives the name of the | |
method and values for additional parameters. | |
Methods available: | |
- ``restart`` | |
Drop all matrix columns. Has no | |
extra parameters. | |
- ``simple`` | |
Drop oldest matrix column. Has no | |
extra parameters. | |
- ``svd`` | |
Keep only the most significant SVD | |
components. | |
Extra parameters: | |
- ``to_retain`` | |
Number of SVD components to | |
retain when rank reduction is done. | |
Default is ``max_rank - 2``. | |
max_rank : int, optional | |
Maximum rank for the Broyden matrix. | |
Default is infinity (i.e., no rank reduction). | |
Examples | |
-------- | |
>>> def func(x): | |
... return np.cos(x) + x[::-1] - [1, 2, 3, 4] | |
... | |
>>> from scipy import optimize | |
>>> res = optimize.root(func, [1, 1, 1, 1], method='broyden1', tol=1e-14) | |
>>> x = res.x | |
>>> x | |
array([4.04674914, 3.91158389, 2.71791677, 1.61756251]) | |
>>> np.cos(x) + x[::-1] | |
array([1., 2., 3., 4.]) | |
""" | |
pass | |
def _root_broyden2_doc(): | |
""" | |
Options | |
------- | |
nit : int, optional | |
Number of iterations to make. If omitted (default), make as many | |
as required to meet tolerances. | |
disp : bool, optional | |
Print status to stdout on every iteration. | |
maxiter : int, optional | |
Maximum number of iterations to make. | |
ftol : float, optional | |
Relative tolerance for the residual. If omitted, not used. | |
fatol : float, optional | |
Absolute tolerance (in max-norm) for the residual. | |
If omitted, default is 6e-6. | |
xtol : float, optional | |
Relative minimum step size. If omitted, not used. | |
xatol : float, optional | |
Absolute minimum step size, as determined from the Jacobian | |
approximation. If the step size is smaller than this, optimization | |
is terminated as successful. If omitted, not used. | |
tol_norm : function(vector) -> scalar, optional | |
Norm to use in convergence check. Default is the maximum norm. | |
line_search : {None, 'armijo' (default), 'wolfe'}, optional | |
Which type of a line search to use to determine the step size in | |
the direction given by the Jacobian approximation. Defaults to | |
'armijo'. | |
jac_options : dict, optional | |
Options for the respective Jacobian approximation. | |
alpha : float, optional | |
Initial guess for the Jacobian is (-1/alpha). | |
reduction_method : str or tuple, optional | |
Method used in ensuring that the rank of the Broyden | |
matrix stays low. Can either be a string giving the | |
name of the method, or a tuple of the form ``(method, | |
param1, param2, ...)`` that gives the name of the | |
method and values for additional parameters. | |
Methods available: | |
- ``restart`` | |
Drop all matrix columns. Has no | |
extra parameters. | |
- ``simple`` | |
Drop oldest matrix column. Has no | |
extra parameters. | |
- ``svd`` | |
Keep only the most significant SVD | |
components. | |
Extra parameters: | |
- ``to_retain`` | |
Number of SVD components to | |
retain when rank reduction is done. | |
Default is ``max_rank - 2``. | |
max_rank : int, optional | |
Maximum rank for the Broyden matrix. | |
Default is infinity (i.e., no rank reduction). | |
""" | |
pass | |
def _root_anderson_doc(): | |
""" | |
Options | |
------- | |
nit : int, optional | |
Number of iterations to make. If omitted (default), make as many | |
as required to meet tolerances. | |
disp : bool, optional | |
Print status to stdout on every iteration. | |
maxiter : int, optional | |
Maximum number of iterations to make. | |
ftol : float, optional | |
Relative tolerance for the residual. If omitted, not used. | |
fatol : float, optional | |
Absolute tolerance (in max-norm) for the residual. | |
If omitted, default is 6e-6. | |
xtol : float, optional | |
Relative minimum step size. If omitted, not used. | |
xatol : float, optional | |
Absolute minimum step size, as determined from the Jacobian | |
approximation. If the step size is smaller than this, optimization | |
is terminated as successful. If omitted, not used. | |
tol_norm : function(vector) -> scalar, optional | |
Norm to use in convergence check. Default is the maximum norm. | |
line_search : {None, 'armijo' (default), 'wolfe'}, optional | |
Which type of a line search to use to determine the step size in | |
the direction given by the Jacobian approximation. Defaults to | |
'armijo'. | |
jac_options : dict, optional | |
Options for the respective Jacobian approximation. | |
alpha : float, optional | |
Initial guess for the Jacobian is (-1/alpha). | |
M : float, optional | |
Number of previous vectors to retain. Defaults to 5. | |
w0 : float, optional | |
Regularization parameter for numerical stability. | |
Compared to unity, good values of the order of 0.01. | |
""" | |
pass | |
def _root_linearmixing_doc(): | |
""" | |
Options | |
------- | |
nit : int, optional | |
Number of iterations to make. If omitted (default), make as many | |
as required to meet tolerances. | |
disp : bool, optional | |
Print status to stdout on every iteration. | |
maxiter : int, optional | |
Maximum number of iterations to make. | |
ftol : float, optional | |
Relative tolerance for the residual. If omitted, not used. | |
fatol : float, optional | |
Absolute tolerance (in max-norm) for the residual. | |
If omitted, default is 6e-6. | |
xtol : float, optional | |
Relative minimum step size. If omitted, not used. | |
xatol : float, optional | |
Absolute minimum step size, as determined from the Jacobian | |
approximation. If the step size is smaller than this, optimization | |
is terminated as successful. If omitted, not used. | |
tol_norm : function(vector) -> scalar, optional | |
Norm to use in convergence check. Default is the maximum norm. | |
line_search : {None, 'armijo' (default), 'wolfe'}, optional | |
Which type of a line search to use to determine the step size in | |
the direction given by the Jacobian approximation. Defaults to | |
'armijo'. | |
jac_options : dict, optional | |
Options for the respective Jacobian approximation. | |
alpha : float, optional | |
initial guess for the jacobian is (-1/alpha). | |
""" | |
pass | |
def _root_diagbroyden_doc(): | |
""" | |
Options | |
------- | |
nit : int, optional | |
Number of iterations to make. If omitted (default), make as many | |
as required to meet tolerances. | |
disp : bool, optional | |
Print status to stdout on every iteration. | |
maxiter : int, optional | |
Maximum number of iterations to make. | |
ftol : float, optional | |
Relative tolerance for the residual. If omitted, not used. | |
fatol : float, optional | |
Absolute tolerance (in max-norm) for the residual. | |
If omitted, default is 6e-6. | |
xtol : float, optional | |
Relative minimum step size. If omitted, not used. | |
xatol : float, optional | |
Absolute minimum step size, as determined from the Jacobian | |
approximation. If the step size is smaller than this, optimization | |
is terminated as successful. If omitted, not used. | |
tol_norm : function(vector) -> scalar, optional | |
Norm to use in convergence check. Default is the maximum norm. | |
line_search : {None, 'armijo' (default), 'wolfe'}, optional | |
Which type of a line search to use to determine the step size in | |
the direction given by the Jacobian approximation. Defaults to | |
'armijo'. | |
jac_options : dict, optional | |
Options for the respective Jacobian approximation. | |
alpha : float, optional | |
initial guess for the jacobian is (-1/alpha). | |
""" | |
pass | |
def _root_excitingmixing_doc(): | |
""" | |
Options | |
------- | |
nit : int, optional | |
Number of iterations to make. If omitted (default), make as many | |
as required to meet tolerances. | |
disp : bool, optional | |
Print status to stdout on every iteration. | |
maxiter : int, optional | |
Maximum number of iterations to make. | |
ftol : float, optional | |
Relative tolerance for the residual. If omitted, not used. | |
fatol : float, optional | |
Absolute tolerance (in max-norm) for the residual. | |
If omitted, default is 6e-6. | |
xtol : float, optional | |
Relative minimum step size. If omitted, not used. | |
xatol : float, optional | |
Absolute minimum step size, as determined from the Jacobian | |
approximation. If the step size is smaller than this, optimization | |
is terminated as successful. If omitted, not used. | |
tol_norm : function(vector) -> scalar, optional | |
Norm to use in convergence check. Default is the maximum norm. | |
line_search : {None, 'armijo' (default), 'wolfe'}, optional | |
Which type of a line search to use to determine the step size in | |
the direction given by the Jacobian approximation. Defaults to | |
'armijo'. | |
jac_options : dict, optional | |
Options for the respective Jacobian approximation. | |
alpha : float, optional | |
Initial Jacobian approximation is (-1/alpha). | |
alphamax : float, optional | |
The entries of the diagonal Jacobian are kept in the range | |
``[alpha, alphamax]``. | |
""" | |
pass | |
def _root_krylov_doc(): | |
""" | |
Options | |
------- | |
nit : int, optional | |
Number of iterations to make. If omitted (default), make as many | |
as required to meet tolerances. | |
disp : bool, optional | |
Print status to stdout on every iteration. | |
maxiter : int, optional | |
Maximum number of iterations to make. | |
ftol : float, optional | |
Relative tolerance for the residual. If omitted, not used. | |
fatol : float, optional | |
Absolute tolerance (in max-norm) for the residual. | |
If omitted, default is 6e-6. | |
xtol : float, optional | |
Relative minimum step size. If omitted, not used. | |
xatol : float, optional | |
Absolute minimum step size, as determined from the Jacobian | |
approximation. If the step size is smaller than this, optimization | |
is terminated as successful. If omitted, not used. | |
tol_norm : function(vector) -> scalar, optional | |
Norm to use in convergence check. Default is the maximum norm. | |
line_search : {None, 'armijo' (default), 'wolfe'}, optional | |
Which type of a line search to use to determine the step size in | |
the direction given by the Jacobian approximation. Defaults to | |
'armijo'. | |
jac_options : dict, optional | |
Options for the respective Jacobian approximation. | |
rdiff : float, optional | |
Relative step size to use in numerical differentiation. | |
method : str or callable, optional | |
Krylov method to use to approximate the Jacobian. Can be a string, | |
or a function implementing the same interface as the iterative | |
solvers in `scipy.sparse.linalg`. If a string, needs to be one of: | |
``'lgmres'``, ``'gmres'``, ``'bicgstab'``, ``'cgs'``, ``'minres'``, | |
``'tfqmr'``. | |
The default is `scipy.sparse.linalg.lgmres`. | |
inner_M : LinearOperator or InverseJacobian | |
Preconditioner for the inner Krylov iteration. | |
Note that you can use also inverse Jacobians as (adaptive) | |
preconditioners. For example, | |
>>> jac = BroydenFirst() | |
>>> kjac = KrylovJacobian(inner_M=jac.inverse). | |
If the preconditioner has a method named 'update', it will | |
be called as ``update(x, f)`` after each nonlinear step, | |
with ``x`` giving the current point, and ``f`` the current | |
function value. | |
inner_tol, inner_maxiter, ... | |
Parameters to pass on to the "inner" Krylov solver. | |
See `scipy.sparse.linalg.gmres` for details. | |
outer_k : int, optional | |
Size of the subspace kept across LGMRES nonlinear | |
iterations. | |
See `scipy.sparse.linalg.lgmres` for details. | |
""" | |
pass | |