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save some differentiate calls, fix newton residual check
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+9
-7
@@ -11,19 +11,21 @@ module EulerNewton
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vars = variables(H(t))
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# Jacobian of H evaluated at (x,t)
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JH = [jh(vars=>x) for jh in differentiate(H(t), vars)]
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Δx = JH \ -[gg(vars=>x) for gg in H(1)-H(0)] # ∂H/∂t is the same as γG-F=H(1)-H(0) for our choice of homotopy
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xp = x .+ Δx * step_size
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# ∂H/∂t is the same as γG-F=H(1)-H(0) for our choice of homotopy
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Δx = JH \ -[gg(vars=>x) for gg in H(1)-H(0)]
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xh = x + Δx * step_size
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# Corrector step
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JHh=differentiate(H(t+step_size), vars)
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for _ in 1:10
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JH = [jh(vars=>xp) for jh in differentiate(H(t+step_size), vars)]
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Δx = JH \ -[h(vars=>xp) for h in H(t+step_size)]
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xp = xp .+ Δx
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if LinearAlgebra.norm(Δx) < 1e-6
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JH = [jh(vars=>xh) for jh in JHh]
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Δx = JH \ -[h(vars=>xh) for h in H(t+step_size)]
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xh = xh + Δx
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if LinearAlgebra.norm([h(vars=>xh) for h in H(t+step_size)]) < 1e-8
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break
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end
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end
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return xp
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return xh
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end
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end
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