bundles / scipy latest / scipy / optimize / _nonlin / excitingmixing
function
scipy.optimize._nonlin:excitingmixing
Signature
def excitingmixing ( F , xin , iter = None , alpha = None , alphamax = 1.0 , verbose = False , maxiter = None , f_tol = None , f_rtol = None , x_tol = None , x_rtol = None , tol_norm = None , line_search = armijo , callback = None , ** kw ) Summary
Find a root of a function, using a tuned diagonal Jacobian approximation.
Extended Summary
The Jacobian matrix is diagonal and is tuned on each iteration.
Parameters
F: function(x) -> fFunction whose root to find; should take and return an array-like object.
xin: array_likeInitial guess for the solution
alpha: float, optionalInitial Jacobian approximation is (-1/alpha).
alphamax: float, optionalThe entries of the diagonal Jacobian are kept in the range
[alpha, alphamax].iter: int, optionalNumber of iterations to make. If omitted (default), make as many as required to meet tolerances.
verbose: bool, optionalPrint status to stdout on every iteration.
maxiter: int, optionalMaximum number of iterations to make. If more are needed to meet convergence, NoConvergence is raised.
f_tol: float, optionalAbsolute tolerance (in max-norm) for the residual. If omitted, default is 6e-6.
f_rtol: float, optionalRelative tolerance for the residual. If omitted, not used.
x_tol: float, optionalAbsolute minimum step size, as determined from the Jacobian approximation. If the step size is smaller than this, optimization is terminated as successful. If omitted, not used.
x_rtol: float, optionalRelative minimum step size. If omitted, not used.
tol_norm: function(vector) -> scalar, optionalNorm to use in convergence check. Default is the maximum norm.
line_search: {None, 'armijo' (default), 'wolfe'}, optionalWhich type of a line search to use to determine the step size in the direction given by the Jacobian approximation. Defaults to 'armijo'.
callback: function, optionalOptional callback function. It is called on every iteration as
callback(x, f)wherexis the current solution andfthe corresponding residual.
Returns
sol: ndarrayAn array (of similar array type as
x0) containing the final solution.
Raises
: NoConvergenceWhen a solution was not found.
See also
- root
Interface to root finding algorithms for multivariate functions. See
method='excitingmixing'in particular.
Aliases
-
scipy.optimize.excitingmixing