| /* multiroots/newton.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 <stddef.h> |
| #include <stdlib.h> |
| #include <stdio.h> |
| #include <math.h> |
| #include <float.h> |
| |
| #include <gsl/gsl_math.h> |
| #include <gsl/gsl_errno.h> |
| #include <gsl/gsl_multiroots.h> |
| #include <gsl/gsl_linalg.h> |
| |
| typedef struct |
| { |
| gsl_matrix * lu; |
| gsl_permutation * permutation; |
| } |
| newton_state_t; |
| |
| static int newton_alloc (void * vstate, size_t n); |
| static int newton_set (void * vstate, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx); |
| static int newton_iterate (void * vstate, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx); |
| static void newton_free (void * vstate); |
| |
| static int |
| newton_alloc (void * vstate, size_t n) |
| { |
| newton_state_t * state = (newton_state_t *) vstate; |
| gsl_permutation * p; |
| gsl_matrix * m; |
| |
| m = gsl_matrix_calloc (n,n); |
| |
| if (m == 0) |
| { |
| GSL_ERROR ("failed to allocate space for lu", GSL_ENOMEM); |
| } |
| |
| state->lu = m ; |
| |
| p = gsl_permutation_calloc (n); |
| |
| if (p == 0) |
| { |
| gsl_matrix_free(m); |
| |
| GSL_ERROR ("failed to allocate space for permutation", GSL_ENOMEM); |
| } |
| |
| state->permutation = p ; |
| |
| return GSL_SUCCESS; |
| } |
| |
| static int |
| newton_set (void * vstate, gsl_multiroot_function_fdf * FDF, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx) |
| { |
| newton_state_t * state = (newton_state_t *) vstate; |
| |
| size_t i, n = FDF->n ; |
| |
| state = 0 ; /* avoid warnings about unused parameters */ |
| |
| GSL_MULTIROOT_FN_EVAL_F_DF (FDF, x, f, J); |
| |
| for (i = 0; i < n; i++) |
| { |
| gsl_vector_set (dx, i, 0.0); |
| } |
| |
| return GSL_SUCCESS; |
| } |
| |
| static int |
| newton_iterate (void * vstate, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx) |
| { |
| newton_state_t * state = (newton_state_t *) vstate; |
| |
| int signum; |
| |
| size_t i; |
| |
| size_t n = fdf->n ; |
| |
| gsl_matrix_memcpy (state->lu, J); |
| |
| gsl_linalg_LU_decomp (state->lu, state->permutation, &signum); |
| |
| gsl_linalg_LU_solve (state->lu, state->permutation, f, dx); |
| |
| for (i = 0; i < n; i++) |
| { |
| double e = gsl_vector_get (dx, i); |
| double y = gsl_vector_get (x, i); |
| gsl_vector_set (dx, i, -e); |
| gsl_vector_set (x, i, y - e); |
| } |
| |
| { |
| int status = GSL_MULTIROOT_FN_EVAL_F_DF (fdf, x, f, J); |
| |
| if (status != GSL_SUCCESS) |
| { |
| return GSL_EBADFUNC; |
| } |
| } |
| |
| return GSL_SUCCESS; |
| } |
| |
| |
| static void |
| newton_free (void * vstate) |
| { |
| newton_state_t * state = (newton_state_t *) vstate; |
| |
| gsl_matrix_free(state->lu); |
| |
| gsl_permutation_free(state->permutation); |
| } |
| |
| |
| static const gsl_multiroot_fdfsolver_type newton_type = |
| {"newton", /* name */ |
| sizeof (newton_state_t), |
| &newton_alloc, |
| &newton_set, |
| &newton_iterate, |
| &newton_free}; |
| |
| const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_newton = &newton_type; |