@itwin/core-geometry 4.3.0-dev.10 → 4.3.0-dev.12

package/lib/cjs/numerics/Newton.d.ts

@@ -1,186 +1,241 @@
 import { Plane3dByOriginAndVectors } from "../geometry3d/Plane3dByOriginAndVectors";
-/** base class for Newton iterations in various dimensions.
- * Dimension-specific classes carry all dimension-related data and answer generalized queries
- * from this base class.
+/**
+ * Base class for Newton iterations in various dimensions.
+ * Dimension-specific classes carry all dimension-related data and answer generalized queries from this base class.
  * @internal
  */
 export declare abstract class AbstractNewtonIterator {
-    /** Compute a step.  The current x and function values must be retained for use in later method calls */
+    /** Compute a step. The current x and function values must be retained for use in later method calls. */
     abstract computeStep(): boolean;
-    /** return the current step size, scaled for use in tolerance tests.
-     * * This is a single number, typically the max of various per-dimension `dx / (1+x)` for the x and dx of that dimension.
+    /**
+     * Return the current step size, scaled for use in tolerance tests.
+     * * This is a single number, typically the max of various per-dimension `dx/(1+x)` for the x and dx of that dimension.
      */
     abstract currentStepSize(): number;
     /**
-     * Apply the current step (in all dimensions)
+     * Apply the current step (in all dimensions).
      * @param isFinalStep true if this is a final step.
      */
     abstract applyCurrentStep(isFinalStep: boolean): boolean;
     /**
+     * The constructor.
      * @param stepSizeTarget tolerance to consider a single step converged.
-     * This number should be "moderately" strict.   Because 2 successive convergences are required,
+     * This number should be "moderately" strict. Because 2 successive convergences are required,
      * it is expected that a first "accept" for (say) 10 to 14 digit step will be followed by another
-     * iteration.   A well behaved newton would then hypothetically double the number of digits to
-     * 20 to 28.  Since the IEEE double only carries 16 digits, this second-convergence step will
+     * iteration. A well behaved newton would then hypothetically double the number of digits to
+     * 20 to 28. Since the IEEE double only carries 16 digits, this second-convergence step will
      * typically achieve full precision.
      * @param successiveConvergenceTarget number of successive convergences required for acceptance.
-     * @param maxIterations max number of iterations.   A typical newton step converges in 3 to 6 iterations.
-     *     Allow 15 to 20 to catch difficult cases.
+     * @param maxIterations max number of iterations. A typical newton step converges in 3 to 6 iterations.
+     * Allow 15 to 20 to catch difficult cases.
      */
     protected constructor(stepSizeTolerance?: number, successiveConvergenceTarget?: number, maxIterations?: number);
-    /** Number of consecutive steps which passed convergence condition */
+    /** Number of consecutive steps which passed convergence condition. */
     protected _numAccepted: number;
-    /** Target number of successive convergences */
+    /** Target number of successive convergences. */
     protected _successiveConvergenceTarget: number;
-    /** convergence target (the implementation-specific currentStepSize is compared to this) */
+    /** Convergence target (the implementation-specific currentStepSize is compared to this). */
     protected _stepSizeTolerance: number;
-    /** Max iterations allowed */
+    /** Max iterations allowed. */
     protected _maxIterations: number;
-    /** number of iterations (incremented at each step) */
+    /** Number of iterations (incremented at each step). */
     numIterations: number;
     /**
      * Test if a step is converged.
-     * * Convergence is accepted with enough (_successiveConvergenceTarget) small steps (according to _stepSizeTolerance) occur in succession.
-     * @param delta step size as reported by currentStepSize
+     * * Convergence is accepted with enough (_successiveConvergenceTarget) small steps (according to _stepSizeTolerance)
+     * occur in succession.
+     * @param delta step size as reported by currentStepSize.
      */
     testConvergence(delta: number): boolean;
     /**
      * Run iterations, calling various methods from base and derived classes:
      * * computeStep -- typically evaluate derivatives and solve linear system.
-     * * currentStepSize -- return numeric measure of the step just computed by computeStep
+     * * currentStepSize -- return numeric measure of the step just computed by computeStep.
      * * testConvergence -- test if the step from currentStepSize (along with recent steps) is converged.
-     * * applyCurrentStep -- apply the step to the independent variables
+     * * applyCurrentStep -- apply the step to the independent variables.
      */
     runIterations(): boolean;
 }
-/** object to evaluate a newton function.  The object must retain most-recent function and derivative
+/**
+ * Object to evaluate a newton function. The object must retain most-recent function and derivative
  * values for immediate query.
  * @internal
  */
 export declare abstract class NewtonEvaluatorRtoRD {
-    /** evaluate the function and its derivative at x. */
+    /** Evaluate the function and its derivative at x. */
     abstract evaluate(x: number): boolean;
-    /** most recent function value */
+    /** Most recent function value, i.e., f(x_n). */
     currentF: number;
-    /** most recent evaluated derivative */
+    /** Most recent evaluated derivative, i.e., f'(x_n). */
     currentdFdX: number;
 }
 /**
  * Newton iterator for use when both function and derivative can be evaluated.
+ * To solve `f(x) = 0`, the Newton iteration is `x_{n+1} = x_n - dx = x_n - f(x_n)/f'(x_n)`.
+ * To solve `f(x) = target` which is equivalent to solving  `g(x) = f(x) - target = 0`, the Newton iteration is
+ * `x_{n+1} = x_n - dx = x_n - g(x_n)/g'(x_n) = x_n - (f(x_n)-target)/f'(x_n)`.
  * @internal
  */
 export declare class Newton1dUnbounded extends AbstractNewtonIterator {
     private _func;
+    /** Current step is dx. */
     private _currentStep;
+    /** Current X is x_n. */
     private _currentX;
+    /** The target */
     private _target;
     /**
-     * Constructor for 1D newton iteration with approximate derivatives.
-     * @param func function that returns both function and derivative.
+     * Constructor for 1D newton iteration with derivatives.
+     * @param func function that returns both function value and derivative.
      */
     constructor(func: NewtonEvaluatorRtoRD);
-    /** Set the independent variable */
+    /** Set the independent variable, i.e., x_n. */
     setX(x: number): boolean;
-    /** Get the independent variable */
+    /** Get the independent variable, i.e., x_n. */
     getX(): number;
-    /** Set the target function value */
+    /** Set the target function value. */
     setTarget(y: number): void;
-    /** move the current X by the just-computed step */
+    /** Move the current X by the just-computed step, i.e., `x_n - dx`. */
     applyCurrentStep(): boolean;
     /** Compute the univariate newton step. */
     computeStep(): boolean;
-    /** Return the current step size as a relative number. */
+    /** Return the current step size as a relative number, i.e., `|dx / (1 + |x_n|)|`. */
     currentStepSize(): number;
 }
-/** object to evaluate a newton function (without derivative).  The object must retain most-recent function value.
+/**
+ * Object to evaluate a newton function (without derivative). The object must retain most-recent function value.
  * @internal
  */
 export declare abstract class NewtonEvaluatorRtoR {
     /** Evaluate function value into member currentF */
     abstract evaluate(x: number): boolean;
-    /** Most recent function evaluation. */
+    /** Most recent function evaluation, i.e., f(x_n). */
     currentF: number;
 }
-/** Newton iteration for a univariate function, using approximate derivatives.
+/**
+ * Newton iteration for a univariate function, using approximate derivatives.
+ * To approximate the derivatives we use a small step `h`, i.e., `f'(x_n) = (f(x_n + h) - f(x_n)) / h`.
+ * Therefore, to solve `f(x) = 0`, the iteration is
+ * `x_{n+1} = x_n - dx = x_n - f(x_n)/f'(x_n) = x_n - f(x_n) * h / (f(x_n + h) - f(x_n))`.
  * @internal
  */
 export declare class Newton1dUnboundedApproximateDerivative extends AbstractNewtonIterator {
     private _func;
+    /** Current step is dx. */
     private _currentStep;
+    /** Current X is x_n. */
     private _currentX;
-    /** Step size for iteration.
+    /**
+     * Step size for approximate derivative for the iteration.
      * * Initialized to 1e-8, which is appropriate for iteration in fraction space.
      * * Should be larger for iteration with real distance as x.
      */
     derivativeH: number;
     /**
      * Constructor for 1D newton iteration with approximate derivatives.
-     * @param func function that returns both function and derivative.
+     * @param func function that only returns function value (and not derivative).
      */
     constructor(func: NewtonEvaluatorRtoR);
-    /** Set the x (independent, iterated) value */
+    /** Set the independent variable, i.e., x_n. */
     setX(x: number): boolean;
-    /** Get the independent variable */
+    /** Get the independent variable, i.e., x_n. */
     getX(): number;
-    /** move the current X by the just-computed step */
+    /** Move the current X by the just-computed step, i.e., `x_n - dx`. */
     applyCurrentStep(): boolean;
-    /** Univariate newton step computed with APPROXIMATE derivative. */
+    /** Univariate newton step computed with approximate derivative. */
     computeStep(): boolean;
-    /** Return the current step size as a relative number. */
+    /** Return the current step size as a relative number, i.e., `|dx / (1 + |x_n|)|`. */
     currentStepSize(): number;
 }
-/** object to evaluate a 2-parameter newton function (with derivatives!!).
+/**
+ * Object to evaluate a 2-parameter newton function with derivatives.
  * @internal
  */
 export declare abstract class NewtonEvaluatorRRtoRRD {
-    /** Iteration controller calls this to ask for evaluation of the function and its two partial derivatives.
+    /**
+     * Iteration controller calls this to ask for evaluation of the function and its two partial derivatives.
      * * The implementation returns true, it must set the currentF object.
      */
     abstract evaluate(x: number, y: number): boolean;
-    /** most recent function evaluation as xy parts of the plane */
+    /**
+     * Most recent function evaluation as parts of the plane.
+     * * See doc of [[Newton2dUnboundedWithDerivative]] class for info on 2d newton method.
+     * * For current value (u,v) of the independent variable, and `F(u,v) := (x(u,v), y(u,v)), the returned plane has:
+     * * `origin.x` = x(u,v)
+     * * `origin.y` = y(u,v)
+     * * `vectorU.x` = dx/du
+     * * `vectorU.y` = dy/du
+     * * `vectorV.x` = dx/dv
+     * * `vectorV.y` = dy/dv
+     * * In other words, the plane stores the columns of the Jacobian matrix J of F: `vectorU` stores the partials
+     * of F with respect to u (the first column of J), and `vectorV` stores the partials of F with respect to v
+     * (the second column of J):
+     *
+     * `[vectorU.x   vectorV.x]`
+     *
+     * `[vectorU.y   vectorV.y]`
+     */
     currentF: Plane3dByOriginAndVectors;
     /**
-     * constructor.
+     * Constructor.
      * * This creates a currentF object to (repeatedly) receive function and derivatives.
      */
     constructor();
 }
 /**
  * Implement evaluation steps for newton iteration in 2 dimensions, using caller supplied NewtonEvaluatorRRtoRRD object.
+ * * Suppose we want to find the roots of `F(u,v) := (x(u,v), y(u,v))`. Writing `X := (u,v)` and `F(X)` as column vectors,
+ *  the 2D Newton's iteration to find a root of `F` is given by:
+ * `X_{n+1} = X_n - dX = X_n - JInv(X_n)F(X_n)`, where `JInv` is the inverse of the Jacobian matrix `J`, and `J` is
+ * defined as:
+ *
+ * `[dx/du   dx/dv]`
+ *
+ * `[dy/du   dy/dv]`
  * @internal
  */
 export declare class Newton2dUnboundedWithDerivative extends AbstractNewtonIterator {
     private _func;
+    /** Current step, or dX = (du, dv). */
     private _currentStep;
+    /** Current uv parameters, or X_n = (u_n, v_n). */
     private _currentUV;
+    /**
+     * Constructor for 2D newton iteration with derivatives.
+     * @param func function that returns both function value and derivative.
+     */
     constructor(func: NewtonEvaluatorRRtoRRD);
-    /** Set the current uv coordinates for current iteration */
-    setUV(x: number, y: number): boolean;
-    /** Get the current u coordinate */
+    /** Set the current uv parameters, i.e., `X_n = (u_n, v_n)`. */
+    setUV(u: number, v: number): boolean;
+    /** Get the current u parameter of X_n, i.e., u_n. */
     getU(): number;
-    /** Get the current v coordinate */
+    /** Get the current v parameter of X_n, i.e., v_n. */
     getV(): number;
-    /** Move the currentUV coordinate by currentStep. */
+    /** Update the current uv parameter by currentStep, i.e., compute `X_{n+1} := X_n - dX = (u_n - du, v_n - dv)`. */
     applyCurrentStep(): boolean;
-    /** Evaluate the functions and derivatives at this._currentUV
-     * Invert the jacobian and compute the this._currentStep.
+    /**
+     * Evaluate the functions and derivatives at `X_n = (u_n, v_n)`, and solve the Jacobian matrix equation to
+     * compute `dX = (du, dv)`.
      */
     computeStep(): boolean;
     /**
-     * Return the largest relative step of the x,y, components of the current step.
+     * Return the current relative step size, i.e., the larger absolute component of `dX / (1 + |X_n|)`
      */
     currentStepSize(): number;
 }
 /**
- * SimpleNewton has static methods for newton methods with evaluated functions presented as immediate arguments (not function object)
+ * SimpleNewton has static methods for newton methods with evaluated functions presented as immediate arguments
+ * (not function object).
  * @internal
  */
 export declare class SimpleNewton {
-    /** Run a one-dimensional newton iteration with separate functions for function and derivative.
-     * * completion is at 2 (TWO) successive passes at (absoluteTolerance + relTol * abs (x)), where relTol is chosen internally.
-     * * absoluteTolerance is usually aggressively tight -- should come into play only for x near zero.
-     * * The relTol is fluffy (for instance around 1e-11) but in properly converging cases the extra pass after first success
-     *    normally moves to full machine precision.
+    /**
+     * Run a one-dimensional newton iteration with separate functions for function and derivative.
+     * * Completion is at 2 (TWO) successive passes at `absoluteTolerance + relTol * abs(x)`, where relTol is
+     * chosen internally.
+     * * `absoluteTolerance` is usually aggressively tight -- should come into play only for x near zero.
+     * * The `relTol` is fluffy (for instance around 1e-11) but in properly converging cases the extra pass after
+     * first success normally moves to full machine precision.
      * * This is an open-loop newton -- it just runs, and returns undefined if anything bad happens.
      */
     static runNewton1D(x: number, func: (x: number) => number | undefined, derivative: (x: number) => number | undefined, absoluteTolerance?: number): number | undefined;

package/lib/cjs/numerics/Newton.d.ts.map

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