solve_newton()

template<typename F , typename T , typename... T_Args, require_eigen_vector_t< T > * = nullptr>

Eigen::Matrix< stan::return_type_t< T_Args... >, Eigen::Dynamic, 1 > stan::math::solve_newton	(	const F &	f,
		const T &	x,
		std::ostream *const	msgs,
		const T_Args &...	args
	)

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 the KINSOL solver from the SUNDIALS suite.

This signature does not give users control over the tuning parameters and instead relies on default values.

Template Parameters

F	type of equation system function
T	type of elements in the x vector
Args	types of additional input to the equation system functor

Parameters

[in]	f	Functor that evaluates the system of equations.
[in]	x	Vector of starting values (initial guess).
[in,out]	msgs	The print stream for warning messages.
[in]	scaling_step_size	Scaled-step stopping tolerance. If a Newton step is smaller than the scaling step tolerance, the code breaks, assuming the solver is no longer making significant progress (i.e. is stuck)
[in]	function_tolerance	determines whether roots are acceptable.
[in]	max_num_steps	maximum number of function evaluations.
[in,out]	msgs	the print stream for warning messages.
[in]	args	Additional parameters to the equation system functor.

Returns

theta Vector of solutions to the system of equations.

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 scaled_step_size 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>std::domain_error	if solver exceeds max_num_steps.

Definition at line 239 of file solve_newton.hpp.