| /* 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; |
| } |