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Add Broyden solver #14
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@@ Coverage Diff @@
## main #14 +/- ##
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- Coverage 91.30% 88.82% -2.48%
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Files 6 7 +1
Lines 161 188 +27
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+ Hits 147 167 +20
- Misses 14 21 +7
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src/broyden.jl
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| fₙ = f(x) | ||
| T = eltype(x) | ||
| if length(x) > 1 | ||
| J⁻¹ = Matrix{T}(I, length(x), length(x)) |
src/broyden.jl
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| A low-overhead implementation of Broyden. This method is non-allocating on scalar | ||
| and static array problems. | ||
| """ | ||
| struct Broyden <: AbstractSimpleNonlinearSolveAlgorithm end | ||
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| function SciMLBase.solve(prob::NonlinearProblem, | ||
| alg::Broyden, args...; abstol = nothing, | ||
| reltol = nothing, | ||
| maxiters = 1000, kwargs...) | ||
| f = Base.Fix2(prob.f, prob.p) | ||
| x = float(prob.u0) | ||
| fₙ = f(x) | ||
| T = eltype(x) | ||
| if length(x) > 1 | ||
| J⁻¹ = Matrix{T}(I, length(x), length(x)) |
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That will allocate on static array problems. J⁻¹ should be a static array in that case.
ChrisRackauckas
approved these changes
Jan 2, 2023
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I did a few edits and it looks good. Thanks! |
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Adding a Broyden solver.
I've tried to look at the "raphson.jl" implementation and made "broyden.jl" similar.
The algorithm used can be found https://en.wikipedia.org/wiki/Broyden%27s_method.
This is my first open-source PR, so feel free to give any feedback so I can change this implementation, but more importantly, so I learn for future PRs to SciML.