40 lines
1.2 KiB
Rust
40 lines
1.2 KiB
Rust
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/// @brief Newton's method for solving a function f(x) = 0
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/// @param f function to solve
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/// @param df derivative of function f
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/// @param x0 initial guess
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/// @param tol tolerance
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/// @param max_iter maximum number of iterations
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/// @return solution
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pub fn newton_solve<F: Fn(f64) -> f64, F2: Fn(f64) -> f64>(f : &F, df : &F2, x0 : f64, tol : f64, max_iter : u32) -> f64 {
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let mut x: f64 = x0;
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let mut dx: f64;
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let mut fx: f64;
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let mut dfx: f64;
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for _iter in 0..max_iter {
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fx = f(x);
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dfx = df(x);
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if dfx == 0.0 {
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dx = fx;
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} else {
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dx = fx/dfx;
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}
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x -= dx;
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if f64::abs(dx) < tol {
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break;
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}
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}
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return x;
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}
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/// @brief Newton's method for solving a function f(x) = 0
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/// @param f function to solve
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/// @param df derivative of function f
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/// @param x0 initial guess
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/// @param tol tolerance
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/// @param max_iter maximum number of iterations
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/// @return solution
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pub fn newton_solve_num<F: Fn(f64) -> f64>(f : &F, x0 : f64, tol : f64, dx_num : f64, max_iter : u32) -> f64 {
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return newton_solve(f, &((|x: f64| (f(x + dx_num) - f(x - dx_num))/(2.0*dx_num)) as fn(f64) -> f64), x0, tol, max_iter);
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}
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