algebra_solver()

template<typename F , typename T1 , typename T2 , require_all_eigen_vector_t< T1, T2 > * = nullptr>

Eigen::Matrix< value_type_t< T2 >, Eigen::Dynamic, 1 > stan::math::algebra_solver	(	const F &	f,
		const T1 &	x,
		const T2 &	y,
		const std::vector< double > &	dat,
		const std::vector< int > &	dat_int,
		std::ostream *	msgs = nullptr,
		const double	relative_tolerance = 1e-10,
		const double	function_tolerance = 1e-6,
		const int64_t	max_num_steps = 1e+3
	)

Return the solution to the specified system of algebraic equations given an initial guess, and parameters and data, which get passed into the algebraic system.

Use Powell's dogleg solver.

The user can also specify the relative tolerance (xtol in Eigen's code), the function tolerance, and the maximum number of steps (maxfev in Eigen's code).

Signature to maintain backward compatibility, will be removed in the future.

Template Parameters

F	type of equation system function
T1	type of elements in the x vector
T2	type of elements in the y vector

Parameters

[in]	f	Functor that evaluates the system of equations.
[in]	x	Vector of starting values (initial guess).
[in]	y	parameter vector for the equation system.
[in]	dat	continuous data vector for the equation system.
[in]	dat_int	integer data vector for the equation system.
[in,out]	msgs	the print stream for warning messages.
[in]	relative_tolerance	determines the convergence criteria for the solution.
[in]	function_tolerance	determines whether roots are acceptable.
[in]	max_num_steps	maximum number of function evaluations.

Returns

theta Vector of solutions to the system of equations.

Precondition

f returns finite values when passed any value of x and the given y, dat, and dat_int.

Exceptions

<code>std::invalid_argument</code>	if x has size zero.
<code>std::invalid_argument</code>	if x has non-finite elements.
<code>std::invalid_argument</code>	if y has non-finite elements.
<code>std::invalid_argument</code>	if dat has non-finite elements.
<code>std::invalid_argument</code>	if dat_int has non-finite elements.
<code>std::invalid_argument</code>	if relative_tolerance is strictly negative.
<code>std::invalid_argument</code>	if function_tolerance is strictly negative.
<code>std::invalid_argument</code>	if max_num_steps is not positive.
<code>boost::math::evaluation_error</code>	(which is a subclass of std::domain_error) if solver exceeds max_num_steps.
<code>boost::math::evaluation_error</code>	(which is a subclass of std::domain_error) if the norm of the solution exceeds the function tolerance.

Definition at line 251 of file solve_powell.hpp.