kinsol_solve()

template<typename F1 , typename... Args>

Eigen::VectorXd stan::math::kinsol_solve	(	const F1 &	f,
		const Eigen::VectorXd &	x,
		const double	scaling_step_tol,
		const double	function_tolerance,
		const int64_t	max_num_steps,
		const bool	custom_jacobian,
		const int	steps_eval_jacobian,
		const int	global_line_search,
		std::ostream *const	msgs,
		const Args &...	args
	)

Return the solution to the specified algebraic system, given an initial guess.

Invokes the Kinsol solver from Sundials.

Template Parameters

F	type of equation system function.
T	type of initial guess vector.

Parameters

[in]	f	Functor that evaluated the system of equations.
[in]	x	Vector of starting values.
[in]	y	Parameter vector for the equation system. The function is overloaded to treat y as a vector of doubles or of a a template type T.
[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]	scaling_step_tol	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]	custom_jacobian	If 0, use Kinsol's default to compute the jacobian for the Newton step, namely Quotient Difference (finite difference). If 1, use reverse-mode AD, unless the user specifies their own method.
[in]	J_f	A functor that computes the Jacobian for the Newton step. Defaults to reverse-mode AD.
[in]	steps_eval_jacobian	Maximum number of steps before the Jacobian gets recomputed. Note that Kinsol's default is 10. If equal to 1, the algorithm computes exact Newton steps.
[in]	global_line_search	does the solver use a global line search? If equal to KIN_NONE, no, if KIN_LINESEARCH, yes.
[in,out]	msgs	the print stream for warning messages
	args	Extra arguments passed unmodified through to DAE right hand side

Exceptions

<code>std::invalid_argument</code>	if Kinsol returns a negative flag when setting up the solver.
<code>std::domain_error</code>	if Kinsol fails to solve equation in max_num_steps iterations.
<code>std::runtime_error</code>	if Kinsol returns a negative flag that is not due to hitting max_num_steps.

Definition at line 61 of file kinsol_solve.hpp.