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/* multiroots/fdjac.c
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000 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.
*/
#include <config.h>
#include <gsl/gsl_multiroots.h>
int
gsl_multiroot_fdjacobian (gsl_multiroot_function * F,
const gsl_vector * x, const gsl_vector * f,
double epsrel, gsl_matrix * jacobian)
{
const size_t n = x->size;
const size_t m = f->size;
const size_t n1 = jacobian->size1;
const size_t n2 = jacobian->size2;
if (m != n1 || n != n2)
{
GSL_ERROR ("function and jacobian are not conformant", GSL_EBADLEN);
}
{
size_t i,j;
gsl_vector *x1, *f1;
x1 = gsl_vector_alloc (n);
if (x1 == 0)
{
GSL_ERROR ("failed to allocate space for x1 workspace", GSL_ENOMEM);
}
f1 = gsl_vector_alloc (m);
if (f1 == 0)
{
gsl_vector_free (x1);
GSL_ERROR ("failed to allocate space for f1 workspace", GSL_ENOMEM);
}
gsl_vector_memcpy (x1, x); /* copy x into x1 */
for (j = 0; j < n; j++)
{
double xj = gsl_vector_get (x, j);
double dx = epsrel * fabs (xj);
if (dx == 0)
{
dx = epsrel;
}
gsl_vector_set (x1, j, xj + dx);
{
int status = GSL_MULTIROOT_FN_EVAL (F, x1, f1);
if (status != GSL_SUCCESS)
{
return GSL_EBADFUNC;
}
}
gsl_vector_set (x1, j, xj);
for (i = 0; i < m; i++)
{
double g1 = gsl_vector_get (f1, i);
double g0 = gsl_vector_get (f, i);
gsl_matrix_set (jacobian, i, j, (g1 - g0) / dx);
}
}
gsl_vector_free (x1);
gsl_vector_free (f1);
}
return GSL_SUCCESS;
}
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