newton.hpp

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//------------------------------------------------------------------------------
//------------------------------------------------------------------------------
 
#ifndef newton_h
#define newton_h
 
#include "workflow.hpp"
 
namespace solver {
//------------------------------------------------------------------------------
//------------------------------------------------------------------------------
    template<jit::float_scalar T, bool SAFE_MATH=false>
    void newton(workflow::manager<T, SAFE_MATH> &work,
                graph::output_nodes<T, SAFE_MATH> vars,
                graph::input_nodes<T, SAFE_MATH> inputs,
                graph::input_nodes<T, SAFE_MATH> atomics,
                graph::shared_leaf<T, SAFE_MATH> func,
                graph::shared_random_state<T, SAFE_MATH> state,
                const T tolerance = 1.0E-30,
                const size_t max_iterations = 1000,
                const T step = 1.0) {
        graph::map_nodes<T, SAFE_MATH> setters;
        for (auto x : vars) {
            setters.push_back({x - step*func/func->df(x),
                               graph::variable_cast(x)});
        }
 
        work.add_converge_item(inputs, {func*func}, setters, atomics, state,
                               "loss_kernel", inputs.back()->size(),
                               tolerance, max_iterations);
    }
}
#endif /* newton_h */