1 /* multiroots/gsl_multiroots.h 2 * 3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough 4 * 5 * This program is free software; you can redistribute it and/or modify 6 * it under the terms of the GNU General Public License as published by 7 * the Free Software Foundation; either version 3 of the License, or (at 8 * your option) any later version. 9 * 10 * This program is distributed in the hope that it will be useful, but 11 * WITHOUT ANY WARRANTY; without even the implied warranty of 12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 13 * General Public License for more details. 14 * 15 * You should have received a copy of the GNU General Public License 16 * along with this program; if not, write to the Free Software 17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. 18 */ 19 20 #ifndef __GSL_MULTIROOTS_H__ 21 #define __GSL_MULTIROOTS_H__ 22 23 #include <stdlib.h> 24 #include <gsl/gsl_types.h> 25 #include <gsl/gsl_math.h> 26 #include <gsl/gsl_vector.h> 27 #include <gsl/gsl_matrix.h> 28 29 #undef __BEGIN_DECLS 30 #undef __END_DECLS 31 #ifdef __cplusplus 32 # define __BEGIN_DECLS extern "C" { 33 # define __END_DECLS } 34 #else 35 # define __BEGIN_DECLS /* empty */ 36 # define __END_DECLS /* empty */ 37 #endif 38 39 __BEGIN_DECLS 40 41 /* Definition of vector-valued functions with parameters based on gsl_vector */ 42 43 struct gsl_multiroot_function_struct 44 { 45 int (* f) (const gsl_vector * x, void * params, gsl_vector * f); 46 size_t n; 47 void * params; 48 }; 49 50 typedef struct gsl_multiroot_function_struct gsl_multiroot_function ; 51 52 #define GSL_MULTIROOT_FN_EVAL(F,x,y) (*((F)->f))(x,(F)->params,(y)) 53 54 int gsl_multiroot_fdjacobian (gsl_multiroot_function * F, 55 const gsl_vector * x, const gsl_vector * f, 56 double epsrel, gsl_matrix * jacobian); 57 58 59 typedef struct 60 { 61 const char *name; 62 size_t size; 63 int (*alloc) (void *state, size_t n); 64 int (*set) (void *state, gsl_multiroot_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx); 65 int (*iterate) (void *state, gsl_multiroot_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx); 66 void (*free) (void *state); 67 } 68 gsl_multiroot_fsolver_type; 69 70 typedef struct 71 { 72 const gsl_multiroot_fsolver_type * type; 73 gsl_multiroot_function * function ; 74 gsl_vector * x ; 75 gsl_vector * f ; 76 gsl_vector * dx ; 77 void *state; 78 } 79 gsl_multiroot_fsolver; 80 81 gsl_multiroot_fsolver * 82 gsl_multiroot_fsolver_alloc (const gsl_multiroot_fsolver_type * T, 83 size_t n); 84 85 void gsl_multiroot_fsolver_free (gsl_multiroot_fsolver * s); 86 87 int gsl_multiroot_fsolver_set (gsl_multiroot_fsolver * s, 88 gsl_multiroot_function * f, 89 const gsl_vector * x); 90 91 int gsl_multiroot_fsolver_iterate (gsl_multiroot_fsolver * s); 92 93 const char * gsl_multiroot_fsolver_name (const gsl_multiroot_fsolver * s); 94 gsl_vector * gsl_multiroot_fsolver_root (const gsl_multiroot_fsolver * s); 95 gsl_vector * gsl_multiroot_fsolver_dx (const gsl_multiroot_fsolver * s); 96 gsl_vector * gsl_multiroot_fsolver_f (const gsl_multiroot_fsolver * s); 97 98 /* Definition of vector-valued functions and gradient with parameters 99 based on gsl_vector */ 100 101 struct gsl_multiroot_function_fdf_struct 102 { 103 int (* f) (const gsl_vector * x, void * params, gsl_vector * f); 104 int (* df) (const gsl_vector * x, void * params, gsl_matrix * df); 105 int (* fdf) (const gsl_vector * x, void * params, gsl_vector * f, gsl_matrix *df); 106 size_t n; 107 void * params; 108 }; 109 110 typedef struct gsl_multiroot_function_fdf_struct gsl_multiroot_function_fdf ; 111 112 #define GSL_MULTIROOT_FN_EVAL_F(F,x,y) ((*((F)->f))(x,(F)->params,(y))) 113 #define GSL_MULTIROOT_FN_EVAL_DF(F,x,dy) ((*((F)->df))(x,(F)->params,(dy))) 114 #define GSL_MULTIROOT_FN_EVAL_F_DF(F,x,y,dy) ((*((F)->fdf))(x,(F)->params,(y),(dy))) 115 116 typedef struct 117 { 118 const char *name; 119 size_t size; 120 int (*alloc) (void *state, size_t n); 121 int (*set) (void *state, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx); 122 int (*iterate) (void *state, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx); 123 void (*free) (void *state); 124 } 125 gsl_multiroot_fdfsolver_type; 126 127 typedef struct 128 { 129 const gsl_multiroot_fdfsolver_type * type; 130 gsl_multiroot_function_fdf * fdf ; 131 gsl_vector * x; 132 gsl_vector * f; 133 gsl_matrix * J; 134 gsl_vector * dx; 135 void *state; 136 } 137 gsl_multiroot_fdfsolver; 138 139 gsl_multiroot_fdfsolver * 140 gsl_multiroot_fdfsolver_alloc (const gsl_multiroot_fdfsolver_type * T, 141 size_t n); 142 143 int 144 gsl_multiroot_fdfsolver_set (gsl_multiroot_fdfsolver * s, 145 gsl_multiroot_function_fdf * fdf, 146 const gsl_vector * x); 147 148 int 149 gsl_multiroot_fdfsolver_iterate (gsl_multiroot_fdfsolver * s); 150 151 void 152 gsl_multiroot_fdfsolver_free (gsl_multiroot_fdfsolver * s); 153 154 const char * gsl_multiroot_fdfsolver_name (const gsl_multiroot_fdfsolver * s); 155 gsl_vector * gsl_multiroot_fdfsolver_root (const gsl_multiroot_fdfsolver * s); 156 gsl_vector * gsl_multiroot_fdfsolver_dx (const gsl_multiroot_fdfsolver * s); 157 gsl_vector * gsl_multiroot_fdfsolver_f (const gsl_multiroot_fdfsolver * s); 158 159 int gsl_multiroot_test_delta (const gsl_vector * dx, const gsl_vector * x, 160 double epsabs, double epsrel); 161 162 int gsl_multiroot_test_residual (const gsl_vector * f, double epsabs); 163 164 GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_dnewton; 165 GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_broyden; 166 GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_hybrid; 167 GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_hybrids; 168 169 GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_newton; 170 GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_gnewton; 171 GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_hybridj; 172 GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_hybridsj; 173 174 175 __END_DECLS 176 177 #endif /* __GSL_MULTIROOTS_H__ */ 178