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- /* multiroots/newton.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 <stddef.h>
- #include <stdlib.h>
- #include <stdio.h>
- #include <math.h>
- #include <float.h>
- #include "gsl_math.h"
- #include "gsl_errno.h"
- #include "gsl_multiroots.h"
- #include "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;
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