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newtons_method.hpp
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newtons_method.hpp
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/* Copyright (C) 2012 University of Southern California and
* Andrew D. Smith and Timothy Daley
*
* Authors: Andrew D. Smith and Timothy Daley
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef NEWTONS_METHOD_HPP
#define NEWTONS_METHOD_HPP
#include <vector>
#include <numeric>
// unrestricted newtons method
bool
modified_newtons_method(const bool VERBOSE,
const std::vector<double> &initial_lambdas,
const std::vector<double> &initial_xs,
const std::vector<double> &moments,
const double values_sum,
const double tolerance, const size_t max_iter,
std::vector<double> &root_lambdas,
std::vector<double> &root_xs);
// newton's method so that all elements are strictly positive
#endif