commit 59c27b110d1f07a0b453ab5295368a847e3f714a
Author: Jérôme <furious.jet@gmail.com>
Date:   Sat Mar 25 22:43:27 2023 +0100

    does not work yet. problems with closure as argument

diff --git a/.gitignore b/.gitignore
new file mode 100644
index 0000000..47b5aa9
--- /dev/null
+++ b/.gitignore
@@ -0,0 +1,2 @@
+/target
+*.lock
\ No newline at end of file
diff --git a/Cargo.toml b/Cargo.toml
new file mode 100644
index 0000000..1787ee1
--- /dev/null
+++ b/Cargo.toml
@@ -0,0 +1,8 @@
+[package]
+name = "rust_numerical_solvers"
+version = "0.1.0"
+edition = "2021"
+
+# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
+
+[dependencies]
diff --git a/src/main.rs b/src/main.rs
new file mode 100644
index 0000000..c774bb1
--- /dev/null
+++ b/src/main.rs
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+mod univariate_solvers;
+
+///  x   sin(x)
+/// e  + ──────
+///        x
+fn fct(x : f64) -> f64 {
+    if x != 0.0 {
+        return f64::sin(x)/x + f64::exp(x);
+    } else {
+        return 2.0;
+    }
+}
+
+fn dfct(x : f64) -> f64 {
+    if x != 0.0 {
+        return f64::exp(x) + f64::cos(x)/x - f64::sin(x)/x.powi(2);
+    } else {
+        return 1.0;
+    }
+}
+
+fn main() {
+    println!("Testing Rust numerical solvers.");
+    let x0 : f64 = 1.0;
+    let tol : f64 = 1e-10;
+    let max_iter : u32 = 100;
+    let x_mathematica = -3.26650043678562449167148755288;
+    let x_newton = univariate_solvers::newton_solve(&(fct as fn(f64) -> f64), &(dfct as fn(f64) -> f64), x0, tol, max_iter);
+    println!("Mathematica     : x = {}", x_mathematica);
+    println!("Newton's method : x = {}", x_newton);
+}
diff --git a/src/univariate_solvers.rs b/src/univariate_solvers.rs
new file mode 100644
index 0000000..2db983d
--- /dev/null
+++ b/src/univariate_solvers.rs
@@ -0,0 +1,39 @@
+/// @brief Newton's method for solving a function f(x) = 0
+/// @param f function to solve
+/// @param df derivative of function f
+/// @param x0 initial guess
+/// @param tol tolerance
+/// @param max_iter maximum number of iterations
+/// @return solution
+pub fn newton_solve<F: Fn(f64) -> f64, F2: Fn(f64) -> f64>(f : &F, df : &F2, x0 : f64, tol : f64, max_iter : u32) -> f64 {
+    let mut x: f64 = x0;
+    let mut dx: f64;
+    let mut fx: f64;
+    let mut dfx: f64;
+    for _iter in 0..max_iter {
+        fx = f(x);
+        dfx = df(x);
+        if dfx == 0.0 {
+            dx = fx;
+        } else {
+            dx = fx/dfx;
+        }
+        x -= dx;
+        if f64::abs(dx) < tol {
+            break;
+        }
+    }
+    return x;
+}
+
+/// @brief Newton's method for solving a function f(x) = 0
+/// @param f function to solve
+/// @param df derivative of function f
+/// @param x0 initial guess
+/// @param tol tolerance
+/// @param max_iter maximum number of iterations
+/// @return solution
+pub fn newton_solve_num<F: Fn(f64) -> f64>(f : &F, x0 : f64, tol : f64, dx_num : f64, max_iter : u32) -> f64 {
+    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);
+}
+