newtonraphson.hh

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// SPDX-FileCopyrightText: 2021-2024 The Ikarus Developers mueller@ibb.uni-stuttgart.de
// SPDX-License-Identifier: LGPL-3.0-or-later
 
#pragma once
 
#include <ikarus/solver/linearsolver/linearsolver.hh>
#include <ikarus/solver/nonlinearsolver/solverinfos.hh>
#include <ikarus/utils/concepts.hh>
#include <ikarus/utils/defaultfunctions.hh>
#include <ikarus/utils/linearalgebrahelper.hh>
#include <ikarus/utils/observer/observer.hh>
#include <ikarus/utils/observer/observermessages.hh>
 
namespace Ikarus {
 
struct NewtonRaphsonSettings
{
  double tol{1e-8};
  int maxIter{20};
};
 
template <typename NLO, typename LS = utils::SolverDefault, typename UF = utils::UpdateDefault>
class NewtonRaphson : public IObservable<NonLinearSolverMessages>
{
public:
  static constexpr bool isLinearSolver =
      Ikarus::Concepts::LinearSolverCheck<LinearSolver, typename NLO::DerivativeType, typename NLO::ValueType>;
 
  using ValueType = typename NLO::template ParameterValue<0>;
 
  using UpdateFunction    = UF;  
  using NonLinearOperator = NLO; 
 
  explicit NewtonRaphson(const NonLinearOperator& nonLinearOperator, LS&& linearSolver = {},
                         UpdateFunction updateFunction = {})
      : nonLinearOperator_{nonLinearOperator},
        linearSolver_{std::move(linearSolver)},
        updateFunction_{updateFunction} {
    if constexpr (std::is_same_v<typename NonLinearOperator::ValueType, Eigen::VectorXd>)
      correction_.setZero(this->nonLinearOperator().value().size());
  }
 
  void setup(const NewtonRaphsonSettings& settings) { settings_ = settings; }
 
#ifndef DOXYGEN
  struct NoPredictor
  {
  };
#endif
  template <typename SolutionType = NoPredictor>
  requires std::is_same_v<SolutionType, NoPredictor> ||
           std::is_convertible_v<SolutionType, std::remove_cvref_t<typename NonLinearOperator::ValueType>>
  [[nodiscard(
      "The solve method returns information of the solution process. You should store this information and check if "
      "it was successful")]] Ikarus::NonLinearSolverInformation
  solve(const SolutionType& dxPredictor = NoPredictor{}) {
    this->notify(NonLinearSolverMessages::INIT);
    Ikarus::NonLinearSolverInformation solverInformation;
    solverInformation.success = true;
    auto& x                   = nonLinearOperator().firstParameter();
    if constexpr (not std::is_same_v<SolutionType, NoPredictor>)
      updateFunction_(x, dxPredictor);
    nonLinearOperator().updateAll();
    const auto& rx = nonLinearOperator().value();
    const auto& Ax = nonLinearOperator().derivative();
    auto rNorm     = norm(rx);
    decltype(rNorm) dNorm;
    int iter{0};
    if constexpr (isLinearSolver)
      linearSolver_.analyzePattern(Ax);
    while (rNorm > settings_.tol && iter < settings_.maxIter) {
      this->notify(NonLinearSolverMessages::ITERATION_STARTED);
      if constexpr (isLinearSolver) {
        linearSolver_.factorize(Ax);
        linearSolver_.solve(correction_, -rx);
        dNorm = correction_.norm();
        updateFunction_(x, correction_);
      } else {
        correction_ = -linearSolver_(rx, Ax);
        dNorm       = norm(correction_);
        updateFunction_(x, correction_);
      }
      this->notify(NonLinearSolverMessages::CORRECTIONNORM_UPDATED, static_cast<double>(dNorm));
      this->notify(NonLinearSolverMessages::SOLUTION_CHANGED);
      nonLinearOperator().updateAll();
      rNorm = norm(rx);
      this->notify(NonLinearSolverMessages::RESIDUALNORM_UPDATED, static_cast<double>(rNorm));
      this->notify(NonLinearSolverMessages::ITERATION_ENDED);
      ++iter;
    }
    if (iter == settings_.maxIter)
      solverInformation.success = false;
    solverInformation.iterations     = iter;
    solverInformation.residualNorm   = static_cast<double>(rNorm);
    solverInformation.correctionNorm = static_cast<double>(dNorm);
    if (solverInformation.success)
      this->notify(NonLinearSolverMessages::FINISHED_SUCESSFULLY, iter);
    return solverInformation;
  }
 
  auto& nonLinearOperator() { return nonLinearOperator_; }
 
private:
  NonLinearOperator nonLinearOperator_;
  typename NonLinearOperator::ValueType correction_;
  LS linearSolver_;
  UpdateFunction updateFunction_;
  NewtonRaphsonSettings settings_;
};
 
template <typename NLO, typename LS = utils::SolverDefault, typename UF = utils::UpdateDefault>
auto makeNewtonRaphson(const NLO& nonLinearOperator, LS&& linearSolver = {}, UF&& updateFunction = {}) {
  return std::make_shared<NewtonRaphson<NLO, LS, UF>>(nonLinearOperator, std::forward<LS>(linearSolver),
                                                      std::move(updateFunction));
}
 
} // namespace Ikarus