diff options
Diffstat (limited to 'gsl-1.9/multimin/diff.c')
-rw-r--r-- | gsl-1.9/multimin/diff.c | 58 |
1 files changed, 58 insertions, 0 deletions
diff --git a/gsl-1.9/multimin/diff.c b/gsl-1.9/multimin/diff.c new file mode 100644 index 0000000..218cc7f --- /dev/null +++ b/gsl-1.9/multimin/diff.c @@ -0,0 +1,58 @@ +/* multimin/diff.c + * + * Copyright (C) 2000 David Morrison + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +#include <config.h> +#include <gsl/gsl_multimin.h> + +int +gsl_multimin_diff (const gsl_multimin_function * f, + const gsl_vector * x, gsl_vector * g) +{ + size_t i, n = f->n; + + double h = GSL_SQRT_DBL_EPSILON; + + + gsl_vector * x1 = gsl_vector_alloc (n); /* FIXME: pass as argument */ + + gsl_vector_memcpy (x1, x); + + for (i = 0; i < n; i++) + { + double fl, fh; + + double xi = gsl_vector_get (x, i); + double dx = fabs(xi) * h; + + if (dx == 0.0) dx = h; + + gsl_vector_set (x1, i, xi + dx); + fh = GSL_MULTIMIN_FN_EVAL(f, x1); + + gsl_vector_set (x1, i, xi - dx); + fl = GSL_MULTIMIN_FN_EVAL(f, x1); + + gsl_vector_set (x1, i, xi); + gsl_vector_set (g, i, (fh - fl) / (2.0 * dx)); + } + + gsl_vector_free (x1); + + return GSL_SUCCESS; +} |