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- /* multiroots/fdjac.c
- *
- * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 3 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 "gsl__config.h"
- #include "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;
- int status = 0;
- 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 f_stat = GSL_MULTIROOT_FN_EVAL (F, x1, f1);
- if (f_stat != GSL_SUCCESS)
- {
- status = GSL_EBADFUNC;
- break; /* n.b. avoid memory leak for x1,f1 */
- }
- }
- 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_view col = gsl_matrix_column (jacobian, j);
- int null_col = gsl_vector_isnull (&col.vector);
- /* if column is null, return an error - this may be due to
- dx being too small. Try increasing epsrel */
- if (null_col) {
- status = GSL_ESING;
- }
- }
- }
- gsl_vector_free (x1);
- gsl_vector_free (f1);
- }
- if (status)
- return status;
- else
- return GSL_SUCCESS;
- }
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