R/nleqslv-iterationreport.R

# DO NOT EDIT - use etc/nleqslv-iterationreport-creator.R

# Copyright (c) 2026 Rob Carnell

#' Detailed iteration report of nleqslv
#' 
#' The format of the iteration report provided by nleqslv when the \code{trace}
#' component of the \code{control} argument has been set to 1.
#' 
#' All iteration reports consist of a series of columns with a header
#' summarising the contents. Common column headers are \describe{
#' \item{\code{Iter}}{Iteration counter} \item{\code{Jac}}{Jacobian type. The
#' Jacobian type is indicated by \code{N} for a Newton Jacobian or \code{B} for
#' a Broyden updated matrix; optionally followed by the letter \code{s}
#' indicating a totally singular matrix or the letter \code{i} indicating an
#' ill-conditioned matrix. Unless the Jacobian is singular, the Jacobian type
#' is followed by an estimate of the inverse condition number of the Jacobian
#' in parentheses as computed by Lapack. This column will be blank when
#' backtracking is active.} \item{\code{Fnorm}}{square of the euclidean norm
#' of function values / 2} \item{\code{Largest |f|}}{infinity norm of
#' \eqn{f(x)}{f(x)} at the current point} }
#' 
#' @aliases Iteration-report
#' 
#' @section Report for linesearch methods: A sample iteration report for the
#' linesearch global methods (\code{cline}, \code{qline} and \code{gline}) is
#' (some intercolumn space has been removed to make the table fit)
#' 
#' \preformatted{
#'   Iter         Jac   Lambda          Ftarg         Fnorm   Largest |f|
#'      0                                      2.886812e+00  2.250000e+00
#'      1  N(9.6e-03)   1.0000   2.886235e+00  5.787362e+05  1.070841e+03
#'      1               0.1000   2.886754e+00  9.857947e+00  3.214799e+00
#'      1               0.0100   2.886806e+00  2.866321e+00  2.237878e+00
#'      2  B(2.2e-02)   1.0000   2.865748e+00  4.541965e+03  9.341610e+01
#'      2               0.1000   2.866264e+00  3.253536e+00  2.242344e+00
#'      2               0.0298   2.866304e+00  2.805872e+00  2.200544e+00
#'      3  B(5.5e-02)   1.0000   2.805311e+00  2.919089e+01  7.073082e+00
#'      3               0.1000   2.805816e+00  2.437606e+00  2.027297e+00
#'      4  B(1.0e-01)   1.0000   2.437118e+00  9.839802e-01  1.142529e+00
#'      5  B(1.9e-01)   1.0000   9.837834e-01  7.263320e-02  3.785249e-01
#'      6  B(2.2e-01)   1.0000   7.261868e-02  1.581364e-02  1.774419e-01
#'      7  B(1.5e-01)   1.0000   1.581047e-02  9.328284e-03  1.213052e-01
#'      8  B(1.7e-01)   1.0000   9.326419e-03  1.003283e-04  1.400491e-02
#'      9  B(1.9e-01)   1.0000   1.003082e-04  3.072159e-06  2.206943e-03
#'     10  B(1.5e-01)   1.0000   3.071544e-06  1.143217e-07  4.757203e-04
#'     11  B(1.3e-01)   1.0000   1.142989e-07  1.144686e-09  4.783197e-05
#'     12  B(1.2e-01)   1.0000   1.144457e-09  4.515245e-13  9.502884e-07
#'     13  B(1.2e-01)   1.0000   4.514342e-13  1.404463e-17  5.299876e-09
#' }
#' 
#' The column headed
#' by \code{Lambda} shows the value of the line search parameter. The column
#' headed by \code{Ftarg} follows from a sufficient decrease requirement and is
#' the value below which \code{Fnorm} must drop if the current step is to be
#' accepted.
#' 
#' The value of \code{Lambda} may not be lower than a threshold determined by
#' the setting of control parameter \code{xtol} to avoid reporting false
#' convergence. When no acceptable \code{Lambda} is possible and the Broyden
#' method is being used, a new Jacobian will be computed.
#' @section Report for the pure method: The iteration report for the global
#' method \code{none} is almost the same as the above report, except that the
#' column labelled \code{Ftarg} is omitted. The column \code{Lambda} gives the
#' ratio of the maximum stepsize and the length of the full Newton step. It is
#' either exactly 1.0, indicating that the Newton step is smaller than the
#' maximum stepsize and therefore used unmodified, or smaller than 1.0,
#' indicating that the Newton step is larger than the maximum stepsize and
#' therefore truncated.
#' 
#' @section Report for the double dogleg global method: A sample iteration
#' report for the global method \code{dbldog} is (some intercolumn space has
#' been removed to make the table fit)
#' 
#' \preformatted{
#'   Iter         Jac     Lambda      Eta     Dlt0     Dltn         Fnorm   Largest |f|
#'      0                                                    2.886812e+00  2.250000e+00
#'      1  N(9.6e-03) C            0.9544   0.4671   0.9343* 1.699715e-01  5.421673e-01
#'      1             W   0.0833   0.9544   0.9343   0.4671  1.699715e-01  5.421673e-01
#'      2  B(1.1e-02) W   0.1154   0.4851   0.4671   0.4671  1.277667e-01  5.043571e-01
#'      3  B(7.3e-02) W   0.7879   0.7289   0.4671   0.0759  5.067893e-01  7.973542e-01
#'      3             C            0.7289   0.0759   0.1519  5.440250e-02  2.726084e-01
#'      4  B(8.3e-02) W   0.5307   0.3271   0.1519   0.3037  3.576547e-02  2.657553e-01
#'      5  B(1.8e-01) N            0.6674   0.2191   0.4383  6.566182e-03  8.555110e-02
#'      6  B(1.8e-01) N            0.9801   0.0376   0.0752  4.921645e-04  3.094104e-02
#'      7  B(1.9e-01) N            0.7981   0.0157   0.0313  4.960629e-06  2.826064e-03
#'      8  B(1.6e-01) N            0.3942   0.0029   0.0058  1.545503e-08  1.757498e-04
#'      9  B(1.5e-01) N            0.6536   0.0001   0.0003  2.968676e-11  5.983765e-06
#'     10  B(1.5e-01) N            0.4730   0.0000   0.0000  4.741792e-14  2.198380e-07
#'     11  B(1.5e-01) N            0.9787   0.0000   0.0000  6.451792e-19  8.118586e-10
#' }
#' 
#' After the column for the Jacobian the letters indicate the following
#' \describe{ \item{\code{C}}{a fraction (\eqn{\le1.0}{<=1.0}) of the Cauchy
#' or steepest descent step is taken where the fraction is the ratio of the
#' trust region radius and the Cauchy steplength.} \item{\code{W}}{a convex
#' combination of the Cauchy and \code{eta}*(Newton step) is taken. The number
#' in the column headed by \code{Lambda} is the weight of the partial Newton
#' step.} \item{\code{P}}{a fraction (\eqn{\ge1.0}{>=1.0}) of the partial
#' Newton step, equal to \code{eta}*(Newton step), is taken where the fraction
#' is the ratio of the trust region radius and the partial Newton steplength.}
#' \item{\code{N}}{a normal full Newton step is taken.} } The number in the
#' column headed by \code{Eta} is calculated from an upper limit on the ratio
#' of the length of the steepest descent direction and the length of the Newton
#' step. See Dennis and Schnabel (1996) pp.139ff for the details. The column
#' headed by \code{Dlt0} gives the trust region size at the start of the
#' current iteration. The column headed by \code{Dltn} gives the trust region
#' size when the current step has been accepted by the dogleg algorithm.
#' 
#' The trust region size is decreased when the actual reduction of the function
#' value norm does not agree well with the predicted reduction from the linear
#' approximation of the function or does not exhibit sufficient decrease. And
#' increased when the actual and predicted reduction are sufficiently close.
#' The trust region size is not allowed to decrease beyond a threshold
#' determined by the setting of control parameter \code{xtol}; when that
#' happens the backtracking is regarded as a failure and is terminated. In that
#' case a new Jacobian will be calculated if the Broyden method is being used.
#' 
#' The current trust region step is continued with a doubled trust region size
#' when the actual and predicted reduction agree extremely well. This is
#' indicated by \code{*} immediately following the value in the column headed
#' by \code{Dltn}. This could save gradient calculations. However, a trial step
#' is never taken if the current step is a Newton step. If the trial step does
#' not succeed then the previous trust region size is restored by halving the
#' trial size. The exception is when a trial step takes a Newton step. In that
#' case the trust region size is immediately set to the size of the Newton step
#' which implies that a halving of the new size leads to a smaller size for the
#' trust region than before.
#' 
#' Normally the initial trust region radius is the same as the final trust
#' region radius of the previous iteration but the trust region size is
#' restricted by the size of the current Newton step. So when full Newton steps
#' are being taken, the trust region radius at the start of an iteration may be
#' less than the final value of the previous iteration. The double dogleg
#' method and the trust region updating procedure are fully explained in
#' sections 6.4.2 and 6.4.3 of Dennis and Schnabel (1996).
#' 
#' @section Report for the single (Powell) dogleg global method: A sample
#' iteration report for the global method \code{pwldog} is (some intercolumn
#' space has been removed to make the table fit)
#' 
#' \preformatted{
#'   Iter         Jac     Lambda     Dlt0     Dltn         Fnorm   Largest |f|
#'      0                                           2.886812e+00  2.250000e+00
#'      1  N(9.6e-03) C            0.4671   0.9343* 1.699715e-01  5.421673e-01
#'      1             W   0.0794   0.9343   0.4671  1.699715e-01  5.421673e-01
#'      2  B(1.1e-02) W   0.0559   0.4671   0.4671  1.205661e-01  4.890487e-01
#'      3  B(7.3e-02) W   0.5662   0.4671   0.0960  4.119560e-01  7.254441e-01
#'      3             W   0.0237   0.0960   0.1921  4.426507e-02  2.139252e-01
#'      4  B(8.8e-02) W   0.2306   0.1921   0.3842* 2.303135e-02  2.143943e-01
#'      4             W   0.4769   0.3842   0.1921  2.303135e-02  2.143943e-01
#'      5  B(1.9e-01) N            0.1375   0.2750  8.014508e-04  3.681498e-02
#'      6  B(1.7e-01) N            0.0162   0.0325  1.355741e-05  5.084627e-03
#'      7  B(1.3e-01) N            0.0070   0.0035  1.282776e-05  4.920962e-03
#'      8  B(1.8e-01) N            0.0028   0.0056  3.678140e-08  2.643592e-04
#'      9  B(1.9e-01) N            0.0001   0.0003  1.689182e-12  1.747622e-06
#'     10  B(1.9e-01) N            0.0000   0.0000  9.568768e-16  4.288618e-08
#'     11  B(1.9e-01) N            0.0000   0.0000  1.051356e-18  1.422035e-09
#' }
#' 
#' This is much simpler
#' than the double dogleg report, since the single dogleg takes either a
#' steepest descent step, a convex combination of the steepest descent and
#' Newton steps or a full Newton step. The number in the column \code{Lambda}
#' is the weight of the Newton step. The single dogleg method is a special case
#' of the double dogleg method with \code{eta} equal to 1. It uses the same
#' method of updating the trust region size as the double dogleg method.
#' 
#' @section Report for the hook step global method: A sample iteration report
#' for the global method \code{hook} is (some intercolumn space has been
#' removed to make the table fit)
#' 
#' \preformatted{
#'   Iter         Jac         mu    dnorm     Dlt0     Dltn         Fnorm   Largest |f|
#'      0                                                    2.886812e+00  2.250000e+00
#'      1  N(9.6e-03) H   0.1968   0.4909   0.4671   0.9343* 1.806293e-01  5.749418e-01
#'      1             H   0.0366   0.9381   0.9343   0.4671  1.806293e-01  5.749418e-01
#'      2  B(2.5e-02) H   0.1101   0.4745   0.4671   0.2336  1.797759e-01  5.635028e-01
#'      3  B(1.4e-01) H   0.0264   0.2341   0.2336   0.4671  3.768809e-02  2.063234e-01
#'      4  B(1.6e-01) N            0.0819   0.0819   0.1637  3.002274e-03  7.736213e-02
#'      5  B(1.8e-01) N            0.0513   0.0513   0.1025  5.355533e-05  1.018879e-02
#'      6  B(1.5e-01) N            0.0090   0.0090   0.0179  1.357039e-06  1.224357e-03
#'      7  B(1.5e-01) N            0.0004   0.0004   0.0008  1.846111e-09  6.070166e-05
#'      8  B(1.4e-01) N            0.0000   0.0000   0.0001  3.292896e-12  2.555851e-06
#'      9  B(1.5e-01) N            0.0000   0.0000   0.0000  7.281583e-18  3.800552e-09
#' }
#' 
#' The column headed by \code{mu} shows the
#' Levenberg-Marquardt parameter when the Newton step is larger than the trust
#' region radius. The column headed by \code{dnorm} gives the Euclidean norm of
#' the step (adjustment of the current \code{x}) taken by the algorithm. The
#' absolute value of the difference with \code{Dlt0} is less than 0.1 times the
#' trust region radius.
#' 
#' After the column for the Jacobian the letters indicate the following
#' \describe{ \item{\code{H}}{a Levenberg-Marquardt restricted step is taken.}
#' \item{\code{N}}{a normal full Newton step is taken.} } The meaning of the
#' columns headed by \code{Dlt0} and \code{Dltn} is identical to that of the
#' same columns for the double dogleg method. The method of updating the trust
#' region size is the same as in the double dogleg method.
#' 
#' @seealso \code{\link{nleqslv}}
#' @name nleqslv-iterationreport
#' 
NULL

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nleqslv documentation built on April 10, 2026, 9:08 a.m.