MNRStep: MNRStep

In common2016/HM2009: What the Package Does (One Line, Title Case)

Description

Find the step size s so that the Newton-Raphson algorithm always moves in the direction of a (local) minimum of (1/2)(f(x)'f(x))

Usage

MNRStep(x0, dx0, dg, pTol, f, ...)

Arguments

x0	n times 1 vector, the initial point
dx0	n times 1 vector, the Newton direction
dg	1 times n vector, the gradient of (1/2)(f'f) at x_0
pTol	scalar, parameter convergence criterium
f	pointer to the function whose zero x solves the system of equations
...	any additional arguments passed to f.

Value

s admissible stepsize

common2016/HM2009 documentation built on Dec. 19, 2021, 6 p.m.