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/* 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;
}
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