c

scalation.minima

NewtonRaphson

class NewtonRaphson extends AnyRef

The NewtonRaphson class is used to find roots (zeros) for a one-dimensional (scalar) function 'g'. Depending on the FunctionSelector, it can find zeros for derivatives or finite differences, which may indicate optima for function 'g'. Also, for optimization, may pass the derivative of the function, since finding zeros for the derivative corresponds to finding optima for the function.

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Instance Constructors

  1. new NewtonRaphson(g: FunctionS2S, root: FunctionSelector = Function, eta: Double = 0.5)

    g

    the function to find roots/optima of

    root

    find the root for function, derivative or finite difference

    eta

    the learning rate

Value Members

  1. def solve(x0: Double, df: FunctionS2S): Double

    Solve for/find a root close to the starting point/guess 'x0'.

    Solve for/find a root close to the starting point/guess 'x0'. This version passes in a function for the derivative.

    x0

    the starting point/guess

    df

    the derivative of the function

  2. def solve(x0: Double): Double

    Solve for/find a root close to the starting point/guess 'x0'.

    Solve for/find a root close to the starting point/guess 'x0'. This version numerically approximates the derivative.

    x0

    the starting point/guess