optimization-0.1.1: Numerical optimization

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Optimization.TrustRegion.Newton

Contents

Synopsis

Newton's method

newton :: (Num a, Ord a, Additive f, Metric f, Foldable f) => (f a -> f a) -> (f a -> f (f a)) -> f a -> [f a]Source

Newton's method

Matrix inversion methods

bicInv :: (Functor m, Distributive m, Additive m, Applicative m, Apply m, Foldable m, Conjugate a) => a -> m (m a) -> [m (m a)]Source

Inverse by iterative method of Ben-Israel and Cohen starting from alpha A^T. Alpha should be set such that 0 < alpha < 2/sigma^2 where sigma denotes the largest singular value of A

bicInv' :: (Functor m, Distributive m, Additive m, Applicative m, Apply m, Foldable m, Conjugate a) => m (m a) -> m (m a) -> [m (m a)]Source

Inverse by iterative method of Ben-Israel and Cohen with given starting condition