1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
|
/* multiroots/gsl_multiroots.h
*
* 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.
*/
#ifndef __GSL_MULTIROOTS_H__
#define __GSL_MULTIROOTS_H__
#include <stdlib.h>
#include <gsl/gsl_types.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
__BEGIN_DECLS
/* Definition of vector-valued functions with parameters based on gsl_vector */
struct gsl_multiroot_function_struct
{
int (* f) (const gsl_vector * x, void * params, gsl_vector * f);
size_t n;
void * params;
};
typedef struct gsl_multiroot_function_struct gsl_multiroot_function ;
#define GSL_MULTIROOT_FN_EVAL(F,x,y) (*((F)->f))(x,(F)->params,(y))
int gsl_multiroot_fdjacobian (gsl_multiroot_function * F,
const gsl_vector * x, const gsl_vector * f,
double epsrel, gsl_matrix * jacobian);
typedef struct
{
const char *name;
size_t size;
int (*alloc) (void *state, size_t n);
int (*set) (void *state, gsl_multiroot_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx);
int (*iterate) (void *state, gsl_multiroot_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx);
void (*free) (void *state);
}
gsl_multiroot_fsolver_type;
typedef struct
{
const gsl_multiroot_fsolver_type * type;
gsl_multiroot_function * function ;
gsl_vector * x ;
gsl_vector * f ;
gsl_vector * dx ;
void *state;
}
gsl_multiroot_fsolver;
gsl_multiroot_fsolver *
gsl_multiroot_fsolver_alloc (const gsl_multiroot_fsolver_type * T,
size_t n);
void gsl_multiroot_fsolver_free (gsl_multiroot_fsolver * s);
int gsl_multiroot_fsolver_set (gsl_multiroot_fsolver * s,
gsl_multiroot_function * f,
const gsl_vector * x);
int gsl_multiroot_fsolver_iterate (gsl_multiroot_fsolver * s);
const char * gsl_multiroot_fsolver_name (const gsl_multiroot_fsolver * s);
gsl_vector * gsl_multiroot_fsolver_root (const gsl_multiroot_fsolver * s);
gsl_vector * gsl_multiroot_fsolver_dx (const gsl_multiroot_fsolver * s);
gsl_vector * gsl_multiroot_fsolver_f (const gsl_multiroot_fsolver * s);
/* Definition of vector-valued functions and gradient with parameters
based on gsl_vector */
struct gsl_multiroot_function_fdf_struct
{
int (* f) (const gsl_vector * x, void * params, gsl_vector * f);
int (* df) (const gsl_vector * x, void * params, gsl_matrix * df);
int (* fdf) (const gsl_vector * x, void * params, gsl_vector * f, gsl_matrix *df);
size_t n;
void * params;
};
typedef struct gsl_multiroot_function_fdf_struct gsl_multiroot_function_fdf ;
#define GSL_MULTIROOT_FN_EVAL_F(F,x,y) ((*((F)->f))(x,(F)->params,(y)))
#define GSL_MULTIROOT_FN_EVAL_DF(F,x,dy) ((*((F)->df))(x,(F)->params,(dy)))
#define GSL_MULTIROOT_FN_EVAL_F_DF(F,x,y,dy) ((*((F)->fdf))(x,(F)->params,(y),(dy)))
typedef struct
{
const char *name;
size_t size;
int (*alloc) (void *state, size_t n);
int (*set) (void *state, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx);
int (*iterate) (void *state, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx);
void (*free) (void *state);
}
gsl_multiroot_fdfsolver_type;
typedef struct
{
const gsl_multiroot_fdfsolver_type * type;
gsl_multiroot_function_fdf * fdf ;
gsl_vector * x;
gsl_vector * f;
gsl_matrix * J;
gsl_vector * dx;
void *state;
}
gsl_multiroot_fdfsolver;
gsl_multiroot_fdfsolver *
gsl_multiroot_fdfsolver_alloc (const gsl_multiroot_fdfsolver_type * T,
size_t n);
int
gsl_multiroot_fdfsolver_set (gsl_multiroot_fdfsolver * s,
gsl_multiroot_function_fdf * fdf,
const gsl_vector * x);
int
gsl_multiroot_fdfsolver_iterate (gsl_multiroot_fdfsolver * s);
void
gsl_multiroot_fdfsolver_free (gsl_multiroot_fdfsolver * s);
const char * gsl_multiroot_fdfsolver_name (const gsl_multiroot_fdfsolver * s);
gsl_vector * gsl_multiroot_fdfsolver_root (const gsl_multiroot_fdfsolver * s);
gsl_vector * gsl_multiroot_fdfsolver_dx (const gsl_multiroot_fdfsolver * s);
gsl_vector * gsl_multiroot_fdfsolver_f (const gsl_multiroot_fdfsolver * s);
int gsl_multiroot_test_delta (const gsl_vector * dx, const gsl_vector * x,
double epsabs, double epsrel);
int gsl_multiroot_test_residual (const gsl_vector * f, double epsabs);
GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_dnewton;
GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_broyden;
GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_hybrid;
GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_hybrids;
GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_newton;
GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_gnewton;
GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_hybridj;
GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_hybridsj;
__END_DECLS
#endif /* __GSL_MULTIROOTS_H__ */
|
