Functor for solving equations using the Newton-Raphson method. More...

#include <Utility.h>

Collaboration diagram for ippl::random::detail::NewtonRaphson< T, Distribution >:

Public Member Functions
KOKKOS_INLINE_FUNCTION	NewtonRaphson (const Distribution &dist_)

KOKKOS_INLINE_FUNCTION void	solve (unsigned int d, T &x, T &u)
	Solve an equation using the Newton-Raphson method.

Detailed Description

template<typename T, class Distribution>
struct ippl::random::detail::NewtonRaphson< T, Distribution >

Functor for solving equations using the Newton-Raphson method.

In particular, find the root x of the equation dist.obj(x, u)= 0 for a given u using Newton-Raphson method.

Template Parameters

T	Data type for the equation variables.
Distribution	Class of target distribution to sample from.

Parameters

dist	Distribution object providing objective function cdf(x)-u and its derivative.
atol	Absolute tolerance for convergence (default: 1.0e-12).
max_iter	Maximum number of iterations (default: 20).

Member Function Documentation

template<typename T , class Distribution >

KOKKOS_INLINE_FUNCTION void ippl::random::detail::NewtonRaphson< T, Distribution >::solve	(	unsigned int	d,
		T &	x,
		T &	u
	)

inline

Solve an equation using the Newton-Raphson method.

This function iteratively solves an equation of the form "cdf(x) - u = 0" for a given sample u using the Newton-Raphson method.

Parameters

d	Dimension index.
x	Variable to solve for (initial guess and final solution).
u	Given sample from a uniform distribution [0, 1].

The documentation for this struct was generated from the following file: