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Diffstat (limited to 'gsl-1.9/roots/steffenson.c')
-rw-r--r-- | gsl-1.9/roots/steffenson.c | 144 |
1 files changed, 144 insertions, 0 deletions
diff --git a/gsl-1.9/roots/steffenson.c b/gsl-1.9/roots/steffenson.c new file mode 100644 index 0000000..e4169f6 --- /dev/null +++ b/gsl-1.9/roots/steffenson.c @@ -0,0 +1,144 @@ +/* roots/steffenson.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. + */ + +/* steffenson.c -- steffenson root finding algorithm + + This is Newton's method with an Aitken "delta-squared" + acceleration of the iterates. This can improve the convergence on + multiple roots where the ordinary Newton algorithm is slow. + + x[i+1] = x[i] - f(x[i]) / f'(x[i]) + + x_accelerated[i] = x[i] - (x[i+1] - x[i])**2 / (x[i+2] - 2*x[i+1] + x[i]) + + We can only use the accelerated estimate after three iterations, + and use the unaccelerated value until then. + + */ + +#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, df; + double x; + double x_1; + double x_2; + int count; + } +steffenson_state_t; + +static int steffenson_init (void * vstate, gsl_function_fdf * fdf, double * root); +static int steffenson_iterate (void * vstate, gsl_function_fdf * fdf, double * root); + +static int +steffenson_init (void * vstate, gsl_function_fdf * fdf, double * root) +{ + steffenson_state_t * state = (steffenson_state_t *) vstate; + + const double x = *root ; + + state->f = GSL_FN_FDF_EVAL_F (fdf, x); + state->df = GSL_FN_FDF_EVAL_DF (fdf, x) ; + + state->x = x; + state->x_1 = 0.0; + state->x_2 = 0.0; + + state->count = 1; + + return GSL_SUCCESS; + +} + +static int +steffenson_iterate (void * vstate, gsl_function_fdf * fdf, double * root) +{ + steffenson_state_t * state = (steffenson_state_t *) vstate; + + double x_new, f_new, df_new; + + double x_1 = state->x_1 ; + double x = state->x ; + + if (state->df == 0.0) + { + GSL_ERROR("derivative is zero", GSL_EZERODIV); + } + + x_new = x - (state->f / state->df); + + GSL_FN_FDF_EVAL_F_DF(fdf, x_new, &f_new, &df_new); + + state->x_2 = x_1 ; + state->x_1 = x ; + state->x = x_new; + + state->f = f_new ; + state->df = df_new ; + + if (!finite (f_new)) + { + GSL_ERROR ("function value is not finite", GSL_EBADFUNC); + } + + if (state->count < 3) + { + *root = x_new ; + state->count++ ; + } + else + { + double u = (x - x_1) ; + double v = (x_new - 2 * x + x_1); + + if (v == 0) + *root = x_new; /* avoid division by zero */ + else + *root = x_1 - u * u / v ; /* accelerated value */ + } + + if (!finite (df_new)) + { + GSL_ERROR ("derivative value is not finite", GSL_EBADFUNC); + } + + return GSL_SUCCESS; +} + + +static const gsl_root_fdfsolver_type steffenson_type = +{"steffenson", /* name */ + sizeof (steffenson_state_t), + &steffenson_init, + &steffenson_iterate}; + +const gsl_root_fdfsolver_type * gsl_root_fdfsolver_steffenson = &steffenson_type; |