added some root finding algorithms

1 files changed, 30 insertions, 0 deletions

diff --git a/examples/root.hs b/examples/root.hs
new file mode 100644
index 0000000..9a674fd
--- /dev/null
+++ b/examples/root.hs
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+-- root finding examples
+import Numeric.GSL
+import Numeric.LinearAlgebra
+import Graphics.Plot
+import Text.Printf(printf)
+
+rosenbrock a b [x,y] = [ a*(1-x), b*(y-x^2) ]
+
+disp = putStrLn . format "  " (printf "%.3f")
+
+-- Numerical estimation of the gradient
+gradient f v = [partialDerivative k f v | k <- [0 .. length v -1]]
+
+partialDerivative n f v = fst (derivCentral 0.01 g (v!!n)) where
+    g x = f (concat [a,x:b])
+    (a,_:b) = splitAt n v
+
+test method = do
+    print method
+    let (s,p) = root method 1E-7 30 (rosenbrock 1 10) [-10,-5]
+    print s -- solution
+    disp p -- evolution of the algorithm
+--    let [x,y] = tail (toColumns p)
+--    mplot [x,y]  -- path from the starting point to the solution
+
+main = do
+    test Hybrids
+    test Hybrid
+    test DNewton
+    test Broyden