| /* 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; |
| } |