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21 changes: 11 additions & 10 deletions src/newton.jl
Original file line number Diff line number Diff line change
@@ -1,11 +1,12 @@
"""
newton!(f!, y, x; reltol=1e-13, abstol=1e-13, max_iter=100, backend=DI.AutoForwardDiff(), check_stable=Val{false}())

Finds roots of f!(y, x) using Newton's method.
Finds roots of f!(y, x) using Newton's method. y and x will be mutated during solution.
x will contain the result.

# Arguments
- `f!`: Function that mutates y in place with the residual vector
- `y`: Solution vector
- `y`: Residual vector
- `x`: Initial guess

# Keyword arguments
Expand Down Expand Up @@ -39,28 +40,28 @@ function newton!(
if S
eg = eigen(jac)
stable = all(t->norm(t)<=1, eg.values)
return (;u=y, converged=true, n_iters=iter, stable=stable)
return (;u=x, converged=true, n_iters=iter, stable=stable)
else
return (;u=y, converged=true, n_iters=iter)
return (;u=x, converged=true, n_iters=iter)
end
end
# store in y
# store dx in y temporarily
y .= -jac \ y
if norm(y) < reltol
y .= x .+ y
x .= x .+ y
if S
eg = eigen(jac)
stable = all(t->norm(t)<=1, eg.values)
return (;u=y, converged=true, n_iters=iter, stable=stable)
return (;u=x, converged=true, n_iters=iter, stable=stable)
else
return (;u=y, converged=true, n_iters=iter)
return (;u=x, converged=true, n_iters=iter)
end
end
x .= x .+ y
end
if S
return (;u=y, converged=false, n_iters=max_iter, stable=false)
return (;u=x, converged=false, n_iters=max_iter, stable=false)
else
return (;u=y, converged=false, n_iters=max_iter)
return (;u=x, converged=false, n_iters=max_iter)
end
end