Class root_robbins_monro (o2scl)

O2scl : Class List

template<class func_t = funct, class dfunc_t = func_t>
class root_robbins_monro : public o2scl::root<funct, funct>

One-dimensional root-finding for noisy functions.

Public Functions

inline root_robbins_monro()

inline virtual const char *type()

Return the type, "root_robbins_monro".

inline virtual int solve(double &x, func_t &func)

Solve func using x as an initial guess.

inline virtual int solve_bkt(double &x1, double x2, func_t &f)

Solve func in region \( x_1<x<x_2 \) returning \( x_1 \).

inline virtual int solve_de(double &x, func_t &func, dfunc_t &df)

Solve func using x as an initial guess using derivatives df.

Public Members

bool pr_averaging

If true, apply Polyak-Ruppert averaging.

double coeff

Coefficient for sequence (default 1.0)

double gamma

Exponent for sequence (default 1.0)