diff options
Diffstat (limited to 'lib/Numeric/GSL/gsl-aux.c')
-rw-r--r-- | lib/Numeric/GSL/gsl-aux.c | 154 |
1 files changed, 145 insertions, 9 deletions
diff --git a/lib/Numeric/GSL/gsl-aux.c b/lib/Numeric/GSL/gsl-aux.c index fc14ff5..e727c91 100644 --- a/lib/Numeric/GSL/gsl-aux.c +++ b/lib/Numeric/GSL/gsl-aux.c | |||
@@ -32,6 +32,7 @@ | |||
32 | #include <gsl/gsl_complex_math.h> | 32 | #include <gsl/gsl_complex_math.h> |
33 | #include <gsl/gsl_rng.h> | 33 | #include <gsl/gsl_rng.h> |
34 | #include <gsl/gsl_randist.h> | 34 | #include <gsl/gsl_randist.h> |
35 | #include <gsl/gsl_roots.h> | ||
35 | #include <gsl/gsl_multifit_nlin.h> | 36 | #include <gsl/gsl_multifit_nlin.h> |
36 | #include <string.h> | 37 | #include <string.h> |
37 | #include <stdio.h> | 38 | #include <stdio.h> |
@@ -937,7 +938,7 @@ int minimize(int method, double f(int, double*), double tolsize, int maxit, | |||
937 | iter++; | 938 | iter++; |
938 | if (status) break; | 939 | if (status) break; |
939 | status = gsl_multimin_test_size (size, tolsize); | 940 | status = gsl_multimin_test_size (size, tolsize); |
940 | } while (status == GSL_CONTINUE && iter <= maxit); | 941 | } while (status == GSL_CONTINUE && iter < maxit); |
941 | int i,j; | 942 | int i,j; |
942 | for (i=iter; i<solr; i++) { | 943 | for (i=iter; i<solr; i++) { |
943 | solp[i*solc+0] = iter; | 944 | solp[i*solc+0] = iter; |
@@ -1033,7 +1034,7 @@ int minimizeD(int method, double f(int, double*), int df(int, double*, int, doub | |||
1033 | iter++; | 1034 | iter++; |
1034 | if (status) break; | 1035 | if (status) break; |
1035 | status = gsl_multimin_test_gradient (s->gradient, tolgrad); | 1036 | status = gsl_multimin_test_gradient (s->gradient, tolgrad); |
1036 | } while (status == GSL_CONTINUE && iter <= maxit); | 1037 | } while (status == GSL_CONTINUE && iter < maxit); |
1037 | int i,j; | 1038 | int i,j; |
1038 | for (i=iter; i<solr; i++) { | 1039 | for (i=iter; i<solr; i++) { |
1039 | solp[i*solc+0] = iter; | 1040 | solp[i*solc+0] = iter; |
@@ -1047,9 +1048,144 @@ int minimizeD(int method, double f(int, double*), int df(int, double*, int, doub | |||
1047 | 1048 | ||
1048 | //--------------------------------------------------------------- | 1049 | //--------------------------------------------------------------- |
1049 | 1050 | ||
1051 | double only_f_aux_root(double x, void *pars) { | ||
1052 | double (*f)(double) = (double (*)(double)) pars; | ||
1053 | return f(x); | ||
1054 | } | ||
1055 | |||
1056 | int root(int method, double f(double), | ||
1057 | double epsrel, int maxit, | ||
1058 | double xl, double xu, RMAT(sol)) { | ||
1059 | REQUIRES(solr == maxit && solc == 4,BAD_SIZE); | ||
1060 | DEBUGMSG("root_only_f"); | ||
1061 | gsl_function my_func; | ||
1062 | // extract function from pars | ||
1063 | my_func.function = only_f_aux_root; | ||
1064 | my_func.params = f; | ||
1065 | size_t iter = 0; | ||
1066 | int status; | ||
1067 | const gsl_root_fsolver_type *T; | ||
1068 | gsl_root_fsolver *s; | ||
1069 | // Starting point | ||
1070 | switch(method) { | ||
1071 | case 0 : {T = gsl_root_fsolver_bisection; printf("7\n"); break; } | ||
1072 | case 1 : {T = gsl_root_fsolver_falsepos; break; } | ||
1073 | case 2 : {T = gsl_root_fsolver_brent; break; } | ||
1074 | default: ERROR(BAD_CODE); | ||
1075 | } | ||
1076 | s = gsl_root_fsolver_alloc (T); | ||
1077 | gsl_root_fsolver_set (s, &my_func, xl, xu); | ||
1078 | do { | ||
1079 | double best, current_lo, current_hi; | ||
1080 | status = gsl_root_fsolver_iterate (s); | ||
1081 | best = gsl_root_fsolver_root (s); | ||
1082 | current_lo = gsl_root_fsolver_x_lower (s); | ||
1083 | current_hi = gsl_root_fsolver_x_upper (s); | ||
1084 | solp[iter*solc] = iter + 1; | ||
1085 | solp[iter*solc+1] = best; | ||
1086 | solp[iter*solc+2] = current_lo; | ||
1087 | solp[iter*solc+3] = current_hi; | ||
1088 | iter++; | ||
1089 | if (status) /* check if solver is stuck */ | ||
1090 | break; | ||
1091 | |||
1092 | status = | ||
1093 | gsl_root_test_interval (current_lo, current_hi, 0, epsrel); | ||
1094 | } | ||
1095 | while (status == GSL_CONTINUE && iter < maxit); | ||
1096 | int i; | ||
1097 | for (i=iter; i<solr; i++) { | ||
1098 | solp[i*solc+0] = iter; | ||
1099 | solp[i*solc+1]=0.; | ||
1100 | solp[i*solc+2]=0.; | ||
1101 | solp[i*solc+3]=0.; | ||
1102 | } | ||
1103 | gsl_root_fsolver_free(s); | ||
1104 | OK | ||
1105 | } | ||
1106 | |||
1107 | typedef struct { | ||
1108 | double (*f)(double); | ||
1109 | double (*jf)(double); | ||
1110 | } uniTfjf; | ||
1111 | |||
1112 | double f_aux_uni(double x, void *pars) { | ||
1113 | uniTfjf * fjf = ((uniTfjf*) pars); | ||
1114 | return (fjf->f)(x); | ||
1115 | } | ||
1116 | |||
1117 | double jf_aux_uni(double x, void * pars) { | ||
1118 | uniTfjf * fjf = ((uniTfjf*) pars); | ||
1119 | return (fjf->jf)(x); | ||
1120 | } | ||
1121 | |||
1122 | void fjf_aux_uni(double x, void * pars, double * f, double * g) { | ||
1123 | *f = f_aux_uni(x,pars); | ||
1124 | *g = jf_aux_uni(x,pars); | ||
1125 | } | ||
1126 | |||
1127 | int rootj(int method, double f(double), | ||
1128 | double df(double), | ||
1129 | double epsrel, int maxit, | ||
1130 | double x, RMAT(sol)) { | ||
1131 | REQUIRES(solr == maxit && solc == 2,BAD_SIZE); | ||
1132 | DEBUGMSG("root_fjf"); | ||
1133 | gsl_function_fdf my_func; | ||
1134 | // extract function from pars | ||
1135 | my_func.f = f_aux_uni; | ||
1136 | my_func.df = jf_aux_uni; | ||
1137 | my_func.fdf = fjf_aux_uni; | ||
1138 | uniTfjf stfjf; | ||
1139 | stfjf.f = f; | ||
1140 | stfjf.jf = df; | ||
1141 | my_func.params = &stfjf; | ||
1142 | size_t iter = 0; | ||
1143 | int status; | ||
1144 | const gsl_root_fdfsolver_type *T; | ||
1145 | gsl_root_fdfsolver *s; | ||
1146 | // Starting point | ||
1147 | switch(method) { | ||
1148 | case 0 : {T = gsl_root_fdfsolver_newton;; break; } | ||
1149 | case 1 : {T = gsl_root_fdfsolver_secant; break; } | ||
1150 | case 2 : {T = gsl_root_fdfsolver_steffenson; break; } | ||
1151 | default: ERROR(BAD_CODE); | ||
1152 | } | ||
1153 | s = gsl_root_fdfsolver_alloc (T); | ||
1154 | |||
1155 | gsl_root_fdfsolver_set (s, &my_func, x); | ||
1156 | |||
1157 | do { | ||
1158 | double x0; | ||
1159 | status = gsl_root_fdfsolver_iterate (s); | ||
1160 | x0 = x; | ||
1161 | x = gsl_root_fdfsolver_root(s); | ||
1162 | solp[iter*solc+0] = iter+1; | ||
1163 | solp[iter*solc+1] = x; | ||
1164 | |||
1165 | iter++; | ||
1166 | if (status) /* check if solver is stuck */ | ||
1167 | break; | ||
1168 | |||
1169 | status = | ||
1170 | gsl_root_test_delta (x, x0, 0, epsrel); | ||
1171 | } | ||
1172 | while (status == GSL_CONTINUE && iter < maxit); | ||
1173 | |||
1174 | int i; | ||
1175 | for (i=iter; i<solr; i++) { | ||
1176 | solp[i*solc+0] = iter; | ||
1177 | solp[i*solc+1]=0.; | ||
1178 | } | ||
1179 | gsl_root_fdfsolver_free(s); | ||
1180 | OK | ||
1181 | } | ||
1182 | |||
1183 | |||
1184 | //--------------------------------------------------------------- | ||
1185 | |||
1050 | typedef void TrawfunV(int, double*, int, double*); | 1186 | typedef void TrawfunV(int, double*, int, double*); |
1051 | 1187 | ||
1052 | int only_f_aux_root(const gsl_vector*x, void *pars, gsl_vector*y) { | 1188 | int only_f_aux_multiroot(const gsl_vector*x, void *pars, gsl_vector*y) { |
1053 | TrawfunV * f = (TrawfunV*) pars; | 1189 | TrawfunV * f = (TrawfunV*) pars; |
1054 | double* p = (double*)calloc(x->size,sizeof(double)); | 1190 | double* p = (double*)calloc(x->size,sizeof(double)); |
1055 | double* q = (double*)calloc(y->size,sizeof(double)); | 1191 | double* q = (double*)calloc(y->size,sizeof(double)); |
@@ -1066,14 +1202,14 @@ int only_f_aux_root(const gsl_vector*x, void *pars, gsl_vector*y) { | |||
1066 | return 0; //hmmm | 1202 | return 0; //hmmm |
1067 | } | 1203 | } |
1068 | 1204 | ||
1069 | int root(int method, void f(int, double*, int, double*), | 1205 | int multiroot(int method, void f(int, double*, int, double*), |
1070 | double epsabs, int maxit, | 1206 | double epsabs, int maxit, |
1071 | KRVEC(xi), RMAT(sol)) { | 1207 | KRVEC(xi), RMAT(sol)) { |
1072 | REQUIRES(solr == maxit && solc == 1+2*xin,BAD_SIZE); | 1208 | REQUIRES(solr == maxit && solc == 1+2*xin,BAD_SIZE); |
1073 | DEBUGMSG("root_only_f"); | 1209 | DEBUGMSG("root_only_f"); |
1074 | gsl_multiroot_function my_func; | 1210 | gsl_multiroot_function my_func; |
1075 | // extract function from pars | 1211 | // extract function from pars |
1076 | my_func.f = only_f_aux_root; | 1212 | my_func.f = only_f_aux_multiroot; |
1077 | my_func.n = xin; | 1213 | my_func.n = xin; |
1078 | my_func.params = f; | 1214 | my_func.params = f; |
1079 | size_t iter = 0; | 1215 | size_t iter = 0; |
@@ -1112,7 +1248,7 @@ int root(int method, void f(int, double*, int, double*), | |||
1112 | status = | 1248 | status = |
1113 | gsl_multiroot_test_residual (s->f, epsabs); | 1249 | gsl_multiroot_test_residual (s->f, epsabs); |
1114 | } | 1250 | } |
1115 | while (status == GSL_CONTINUE && iter <= maxit); | 1251 | while (status == GSL_CONTINUE && iter < maxit); |
1116 | 1252 | ||
1117 | int i,j; | 1253 | int i,j; |
1118 | for (i=iter; i<solr; i++) { | 1254 | for (i=iter; i<solr; i++) { |
@@ -1175,7 +1311,7 @@ int fjf_aux(const gsl_vector * x, void * pars, gsl_vector * f, gsl_matrix * g) { | |||
1175 | return 0; | 1311 | return 0; |
1176 | } | 1312 | } |
1177 | 1313 | ||
1178 | int rootj(int method, int f(int, double*, int, double*), | 1314 | int multirootj(int method, int f(int, double*, int, double*), |
1179 | int jac(int, double*, int, int, double*), | 1315 | int jac(int, double*, int, int, double*), |
1180 | double epsabs, int maxit, | 1316 | double epsabs, int maxit, |
1181 | KRVEC(xi), RMAT(sol)) { | 1317 | KRVEC(xi), RMAT(sol)) { |
@@ -1228,7 +1364,7 @@ int rootj(int method, int f(int, double*, int, double*), | |||
1228 | status = | 1364 | status = |
1229 | gsl_multiroot_test_residual (s->f, epsabs); | 1365 | gsl_multiroot_test_residual (s->f, epsabs); |
1230 | } | 1366 | } |
1231 | while (status == GSL_CONTINUE && iter <= maxit); | 1367 | while (status == GSL_CONTINUE && iter < maxit); |
1232 | 1368 | ||
1233 | int i,j; | 1369 | int i,j; |
1234 | for (i=iter; i<solr; i++) { | 1370 | for (i=iter; i<solr; i++) { |
@@ -1293,7 +1429,7 @@ int nlfit(int method, int f(int, double*, int, double*), | |||
1293 | 1429 | ||
1294 | status = gsl_multifit_test_delta (s->dx, s->x, epsabs, epsrel); | 1430 | status = gsl_multifit_test_delta (s->dx, s->x, epsabs, epsrel); |
1295 | } | 1431 | } |
1296 | while (status == GSL_CONTINUE && iter <= maxit); | 1432 | while (status == GSL_CONTINUE && iter < maxit); |
1297 | 1433 | ||
1298 | int i,j; | 1434 | int i,j; |
1299 | for (i=iter; i<solr; i++) { | 1435 | for (i=iter; i<solr; i++) { |