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// Copyright (c) 2025 OPEN CASCADE SAS
//
// This file is part of Open CASCADE Technology software library.
//
// This library is free software; you can redistribute it and/or modify it under
// the terms of the GNU Lesser General Public License version 2.1 as published
// by the Free Software Foundation, with special exception defined in the file
// OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
// distribution for complete text of the license and disclaimer of any warranty.
//
// Alternatively, this file may be used under the terms of Open CASCADE
// commercial license or contractual agreement.
#ifndef _MathRoot_Newton_HeaderFile
#define _MathRoot_Newton_HeaderFile
#include <MathUtils_Types.hxx>
#include <MathUtils_Config.hxx>
#include <MathUtils_Core.hxx>
#include <MathUtils_Convergence.hxx>
#include <cmath>
//! Root finding algorithms for scalar functions.
namespace MathRoot
{
using namespace MathUtils;
//! Newton-Raphson root finding algorithm.
//! Finds x such that f(x) = 0 using Newton's method with derivative.
//!
//! Algorithm:
//! x_{n+1} = x_n - f(x_n) / f'(x_n)
//!
//! Requires a function providing both value and derivative.
//! Converges quadratically near the root for simple roots.
//!
//! @tparam Function type with Values(double theX, double& theF, double& theDf) method
//! returning bool (true if evaluation succeeded)
//! @param theFunc function object providing value and derivative
//! @param theGuess initial guess for the root
//! @param theConfig solver configuration (tolerances, max iterations)
//! @return result containing root location and convergence status
template <typename Function>
MathUtils::ScalarResult Newton(Function& theFunc,
double theGuess,
const MathUtils::Config& theConfig = MathUtils::Config())
{
MathUtils::ScalarResult aResult;
double aX = theGuess;
double aFx = 0.0;
double aDfx = 0.0;
for (int anIter = 0; anIter < theConfig.MaxIterations; ++anIter)
{
const double anXOld = aX;
// Evaluate function and derivative
if (!theFunc.Values(aX, aFx, aDfx))
{
aResult.Status = MathUtils::Status::NumericalError;
aResult.Root = aX;
aResult.NbIterations = anIter;
return aResult;
}
// Check for zero derivative (stationary point)
if (MathUtils::IsZero(aDfx))
{
// Try to continue with a small perturbation if not converged
if (!MathUtils::IsFConverged(aFx, theConfig.FTolerance))
{
aResult.Status = MathUtils::Status::NumericalError;
aResult.Root = aX;
aResult.Value = aFx;
aResult.Derivative = aDfx;
aResult.NbIterations = anIter;
return aResult;
}
// Zero derivative at a root is fine (multiple root)
}
else
{
// Newton step
aX -= aFx / aDfx;
}
aResult.NbIterations = anIter + 1;
// Check convergence
if (MathUtils::IsConverged(anXOld, aX, aFx, theConfig))
{
aResult.Status = MathUtils::Status::OK;
aResult.Root = aX;
aResult.Value = aFx;
aResult.Derivative = aDfx;
return aResult;
}
}
// Maximum iterations reached
aResult.Status = MathUtils::Status::MaxIterations;
aResult.Root = aX;
aResult.Value = aFx;
aResult.Derivative = aDfx;
return aResult;
}
//! Newton-Raphson with bounds checking.
//! Falls back to bisection step if Newton step goes outside bounds.
//! More robust than pure Newton for ill-conditioned problems.
//!
//! @tparam Function type with Values(double theX, double& theF, double& theDf) method
//! @param theFunc function object providing value and derivative
//! @param theGuess initial guess for the root
//! @param theLower lower bound of search interval
//! @param theUpper upper bound of search interval
//! @param theConfig solver configuration
//! @return result containing root location and convergence status
template <typename Function>
MathUtils::ScalarResult NewtonBounded(Function& theFunc,
double theGuess,
double theLower,
double theUpper,
const MathUtils::Config& theConfig = MathUtils::Config())
{
MathUtils::ScalarResult aResult;
// Clamp initial guess to bounds
double aX = MathUtils::Clamp(theGuess, theLower, theUpper);
double aXLo = theLower;
double aXHi = theUpper;
double aFx = 0.0;
double aDfx = 0.0;
double aFLo = 0.0;
double aFHi = 0.0;
double aDummy = 0.0;
// Initialize bounds with function values
if (!theFunc.Values(aXLo, aFLo, aDummy))
{
aResult.Status = MathUtils::Status::NumericalError;
return aResult;
}
if (!theFunc.Values(aXHi, aFHi, aDummy))
{
aResult.Status = MathUtils::Status::NumericalError;
return aResult;
}
// Check if bounds bracket a root
const bool aBracketed = (aFLo * aFHi < 0.0);
for (int anIter = 0; anIter < theConfig.MaxIterations; ++anIter)
{
const double anXOld = aX;
// Evaluate function and derivative at current point
if (!theFunc.Values(aX, aFx, aDfx))
{
aResult.Status = MathUtils::Status::NumericalError;
aResult.Root = aX;
aResult.NbIterations = anIter;
return aResult;
}
aResult.NbIterations = anIter + 1;
// Check convergence
if (MathUtils::IsFConverged(aFx, theConfig.FTolerance))
{
aResult.Status = MathUtils::Status::OK;
aResult.Root = aX;
aResult.Value = aFx;
aResult.Derivative = aDfx;
return aResult;
}
// Compute Newton step
double aXNew = aX;
if (!MathUtils::IsZero(aDfx))
{
aXNew = aX - aFx / aDfx;
}
// Check if Newton step is within bounds
if (aXNew < aXLo || aXNew > aXHi)
{
// Fall back to bisection if bracketed
if (aBracketed)
{
aXNew = 0.5 * (aXLo + aXHi);
}
else
{
// Just clamp to bounds
aXNew = MathUtils::Clamp(aXNew, aXLo, aXHi);
}
}
aX = aXNew;
// Update bracket if root is bracketed
if (aBracketed)
{
if (aFx * aFLo < 0.0)
{
aXHi = anXOld;
aFHi = aFx;
}
else
{
aXLo = anXOld;
aFLo = aFx;
}
}
// Check X convergence
if (MathUtils::IsXConverged(anXOld, aX, theConfig.XTolerance))
{
// Re-evaluate at final position
theFunc.Values(aX, aFx, aDfx);
aResult.Status = MathUtils::Status::OK;
aResult.Root = aX;
aResult.Value = aFx;
aResult.Derivative = aDfx;
return aResult;
}
}
// Maximum iterations reached
aResult.Status = MathUtils::Status::MaxIterations;
aResult.Root = aX;
aResult.Value = aFx;
aResult.Derivative = aDfx;
return aResult;
}
} // namespace MathRoot
#endif // _MathRoot_Newton_HeaderFile