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+/* 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;