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SciML / NonlinearSolve.jl

High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.
https://docs.sciml.ai/NonlinearSolve/stable/
MIT License
239 stars 42 forks source link

Trust Region - Fan's method #178

Closed yash2798 closed 1 year ago

codecov[bot] commented 1 year ago

Codecov Report

Merging #178 (05a3e99) into master (c698d16) will increase coverage by 1.03%. The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #178      +/-   ##
==========================================
+ Coverage   91.88%   92.92%   +1.03%     
==========================================
  Files           7        7              
  Lines         604      636      +32     
==========================================
+ Hits          555      591      +36     
+ Misses         49       45       -4
Impacted Files Coverage Δ
src/trustRegion.jl 97.13% <100.00%> (+2.31%) :arrow_up:

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yash2798 commented 1 year ago

Hi @ChrisRackauckas , line 307 and 309, is it alright if I calculate jacobian through direct ForwardDiff.jacobian calls? If Hei's scheme is used they'll be calculated only once in the cache init function

yash2798 commented 1 year ago

nvm i think jvp will work here too.

yash2798 commented 1 year ago

@ChrisRackauckas if this seems alright, this can be merged.

ChrisRackauckas commented 1 year ago

Next step, can we get a test that like 4 iterations of in-place and out-of-place match results?

yash2798 commented 1 year ago

Next step, can we get a test that like 4 iterations of in-place and out-of-place match results?

Sure I will make a pr for this soon.