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Diffstat (limited to 'gsl-1.9/roots/falsepos.c')
-rw-r--r-- | gsl-1.9/roots/falsepos.c | 178 |
1 files changed, 178 insertions, 0 deletions
diff --git a/gsl-1.9/roots/falsepos.c b/gsl-1.9/roots/falsepos.c new file mode 100644 index 0000000..d264f69 --- /dev/null +++ b/gsl-1.9/roots/falsepos.c @@ -0,0 +1,178 @@ +/* roots/falsepos.c + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 Reid Priedhorsky, Brian Gough + * + * 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. + */ + +/* falsepos.c -- falsepos root finding algorithm + + The false position algorithm uses bracketing by linear interpolation. + + If a linear interpolation step would decrease the size of the + bracket by less than a bisection step would then the algorithm + takes a bisection step instead. + + The last linear interpolation estimate of the root is used. If a + bisection step causes it to fall outside the brackets then it is + replaced by the bisection estimate (x_upper + x_lower)/2. + +*/ + +#include <config.h> + +#include <stddef.h> +#include <stdlib.h> +#include <stdio.h> +#include <math.h> +#include <float.h> + +#include <gsl/gsl_math.h> +#include <gsl/gsl_errno.h> +#include <gsl/gsl_roots.h> + +#include "roots.h" + +typedef struct + { + double f_lower, f_upper; + } +falsepos_state_t; + +static int falsepos_init (void * vstate, gsl_function * f, double * root, double x_lower, double x_upper); +static int falsepos_iterate (void * vstate, gsl_function * f, double * root, double * x_lower, double * x_upper); + +static int +falsepos_init (void * vstate, gsl_function * f, double * root, double x_lower, double x_upper) +{ + falsepos_state_t * state = (falsepos_state_t *) vstate; + + double f_lower, f_upper ; + + *root = 0.5 * (x_lower + x_upper); + + SAFE_FUNC_CALL (f, x_lower, &f_lower); + SAFE_FUNC_CALL (f, x_upper, &f_upper); + + state->f_lower = f_lower; + state->f_upper = f_upper; + + if ((f_lower < 0.0 && f_upper < 0.0) || (f_lower > 0.0 && f_upper > 0.0)) + { + GSL_ERROR ("endpoints do not straddle y=0", GSL_EINVAL); + } + + return GSL_SUCCESS; + +} + +static int +falsepos_iterate (void * vstate, gsl_function * f, double * root, double * x_lower, double * x_upper) +{ + falsepos_state_t * state = (falsepos_state_t *) vstate; + + double x_linear, f_linear; + double x_bisect, f_bisect; + + double x_left = *x_lower ; + double x_right = *x_upper ; + + double f_lower = state->f_lower; + double f_upper = state->f_upper; + + double w ; + + if (f_lower == 0.0) + { + *root = x_left ; + *x_upper = x_left; + return GSL_SUCCESS; + } + + if (f_upper == 0.0) + { + *root = x_right ; + *x_lower = x_right; + return GSL_SUCCESS; + } + + /* Draw a line between f(*lower_bound) and f(*upper_bound) and + note where it crosses the X axis; that's where we will + split the interval. */ + + x_linear = x_right - (f_upper * (x_left - x_right) / (f_lower - f_upper)); + + SAFE_FUNC_CALL (f, x_linear, &f_linear); + + if (f_linear == 0.0) + { + *root = x_linear; + *x_lower = x_linear; + *x_upper = x_linear; + return GSL_SUCCESS; + } + + /* Discard the half of the interval which doesn't contain the root. */ + + if ((f_lower > 0.0 && f_linear < 0.0) || (f_lower < 0.0 && f_linear > 0.0)) + { + *root = x_linear ; + *x_upper = x_linear; + state->f_upper = f_linear; + w = x_linear - x_left ; + } + else + { + *root = x_linear ; + *x_lower = x_linear; + state->f_lower = f_linear; + w = x_right - x_linear; + } + + if (w < 0.5 * (x_right - x_left)) + { + return GSL_SUCCESS ; + } + + x_bisect = 0.5 * (x_left + x_right); + + SAFE_FUNC_CALL (f, x_bisect, &f_bisect); + + if ((f_lower > 0.0 && f_bisect < 0.0) || (f_lower < 0.0 && f_bisect > 0.0)) + { + *x_upper = x_bisect; + state->f_upper = f_bisect; + if (*root > x_bisect) + *root = 0.5 * (x_left + x_bisect) ; + } + else + { + *x_lower = x_bisect; + state->f_lower = f_bisect; + if (*root < x_bisect) + *root = 0.5 * (x_bisect + x_right) ; + } + + return GSL_SUCCESS; +} + + +static const gsl_root_fsolver_type falsepos_type = +{"falsepos", /* name */ + sizeof (falsepos_state_t), + &falsepos_init, + &falsepos_iterate}; + +const gsl_root_fsolver_type * gsl_root_fsolver_falsepos = &falsepos_type; |