NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate > Class Template Reference

Detailed Description

template<typename LinearSolver, typename JacobianMatrixUpdate, typename ResidualUpdate, typename SolutionUpdate>
class NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >

Newton-Raphson solver for system of equations using an Eigen linear solvers library. The current implementation does not update the solution itself, but calls a function for the solution's update with the current increment.

Definition at line 35 of file NewtonRaphson.h.

#include <NewtonRaphson.h>

Classes
struct	FirstArgument
struct	FirstArgument< R(C::*)(Arg, Args...) const >

Public Member Functions
	NewtonRaphson (LinearSolver &linear_solver, JacobianMatrixUpdate jacobian_update, ResidualUpdate residual_update, SolutionUpdate solution_update, NewtonRaphsonSolverParameters const &solver_parameters)
std::optional< int >	solve (JacobianMatrix &jacobian) const

Private Types
template<typename F >
using	FirstArgumentType
using	JacobianMatrix = FirstArgumentType<JacobianMatrixUpdate>
using	ResidualVector = FirstArgumentType<ResidualUpdate>

Private Attributes
LinearSolver &	_linear_solver
JacobianMatrixUpdate	_jacobian_update
ResidualUpdate	_residual_update
SolutionUpdate	_solution_update
const int	_maximum_iterations
	Maximum number of iterations.
const double	_residuum_tolerance_squared
	Error tolerance for the residuum.
const double	_increment_tolerance_squared
	Error tolerance for the increment.

Member Typedef Documentation

FirstArgumentType

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

template<typename F >

using NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::FirstArgumentType

private

Initial value:

 typename FirstArgument<
        decltype(&std::remove_reference_t<F>::operator())>::type

Definition at line 57 of file NewtonRaphson.h.

JacobianMatrix

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

using NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::JacobianMatrix = FirstArgumentType<JacobianMatrixUpdate>

private

Definition at line 60 of file NewtonRaphson.h.

ResidualVector

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

using NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::ResidualVector = FirstArgumentType<ResidualUpdate>

private

Definition at line 61 of file NewtonRaphson.h.

Constructor & Destructor Documentation

NewtonRaphson()

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::NewtonRaphson ( LinearSolver & linear_solver, JacobianMatrixUpdate jacobian_update, ResidualUpdate residual_update, SolutionUpdate solution_update, NewtonRaphsonSolverParameters const & solver_parameters )

inline

Definition at line 64 of file NewtonRaphson.h.

        : _linear_solver(linear_solver),
          _jacobian_update(jacobian_update),
          _residual_update(residual_update),
          _solution_update(solution_update),
          _maximum_iterations(solver_parameters.maximum_iterations),
          _residuum_tolerance_squared(solver_parameters.residuum_tolerance *
                                      solver_parameters.residuum_tolerance),
          _increment_tolerance_squared(solver_parameters.increment_tolerance *
                                       solver_parameters.increment_tolerance)
    {
    }

Member Function Documentation

solve()

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

std::optional< int > NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::solve ( JacobianMatrix & jacobian ) const

inline

Returns true and the iteration number if succeeded, otherwise false and an undefined value for the number of iterations.

Definition at line 83 of file NewtonRaphson.h.

    {
        int iteration = 0;
        ResidualVector increment;
        ResidualVector residual;
        do
        {
            // The jacobian and the residual are updated simultaneously to keep
            // consistency. The jacobian is used after the non-linear solver
            // onward.
            _jacobian_update(jacobian);
            _residual_update(residual);
 
            if (residual.squaredNorm() < _residuum_tolerance_squared)
            {
                break;  // convergence criteria fulfilled.
            }
 
            increment.noalias() =
                _linear_solver.compute(jacobian).solve(-residual);
            // DBUG("Local linear solver accuracy |J dx - r| = {:g}",
            //      (jacobian * increment + residual).norm());
 
            _solution_update(increment);
 
            if (increment.squaredNorm() < _increment_tolerance_squared)
            {
                break;  // increment to small.
            }
 
            // DBUG("Local Newton: Iteration #{:d} |dx| = {:g}, |r| = {:g}",
            //      iteration, increment.norm(), residual.norm());
            // fmt::print("Local Newton: Increment {}\n",
            //      fmt::join(increment.data(),
            //                increment.data() + increment.size(), ", "));
            // fmt::print("Local Newton: Residuum {}\n",
            //      fmt::join(residual.data(),
            //                residual.data() + residual.size(), ", "));
        } while (iteration++ < _maximum_iterations);
 
        if (iteration > _maximum_iterations)
        {
            ERR("The local Newton method did not converge within the given "
                "number of iterations. Iteration: {:d}, increment {:g}, "
                "residual: "
                "{:g}",
                iteration - 1, increment.norm(), residual.norm());
            return std::nullopt;
        }
 
        return iteration;
    };

References NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_increment_tolerance_squared, NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_jacobian_update, NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_linear_solver, NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_maximum_iterations, NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_residual_update, NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_residuum_tolerance_squared, NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_solution_update, and ERR().

Referenced by ProcessLib::WellboreCompensateNeumannBoundaryConditionLocalAssembler< ShapeFunction, GlobalDim >::assemble(), ProcessLib::WellboreSimulator::WellboreSimulatorFEM< ShapeFunction, GlobalDim >::assemble(), and ProcessLib::TwoPhaseFlowWithPrho::TwoPhaseFlowWithPrhoMaterialProperties::computeConstitutiveRelation().

Member Data Documentation

_increment_tolerance_squared

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

const double NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_increment_tolerance_squared

private

Error tolerance for the increment.

Definition at line 145 of file NewtonRaphson.h.

Referenced by NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::solve().

_jacobian_update

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

JacobianMatrixUpdate NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_jacobian_update

private

Definition at line 138 of file NewtonRaphson.h.

Referenced by NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::solve().

_linear_solver

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

LinearSolver& NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_linear_solver

private

Definition at line 137 of file NewtonRaphson.h.

Referenced by NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::solve().

_maximum_iterations

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

const int NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_maximum_iterations

private

Maximum number of iterations.

Definition at line 141 of file NewtonRaphson.h.

Referenced by NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::solve().

_residual_update

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

ResidualUpdate NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_residual_update

private

Definition at line 139 of file NewtonRaphson.h.

Referenced by NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::solve().

_residuum_tolerance_squared

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

const double NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_residuum_tolerance_squared

private

Error tolerance for the residuum.

Definition at line 143 of file NewtonRaphson.h.

Referenced by NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::solve().

_solution_update

template<typename LinearSolver , typename JacobianMatrixUpdate , typename ResidualUpdate , typename SolutionUpdate >

SolutionUpdate NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::_solution_update

private

Definition at line 140 of file NewtonRaphson.h.

Referenced by NumLib::NewtonRaphson< LinearSolver, JacobianMatrixUpdate, ResidualUpdate, SolutionUpdate >::solve().

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The documentation for this class was generated from the following file:

• NumLib/NewtonRaphson.h