diff options
Diffstat (limited to 'lib/Numeric')
-rw-r--r-- | lib/Numeric/GSL/Root.hs | 37 | ||||
-rw-r--r-- | lib/Numeric/GSL/gsl-aux.c | 79 |
2 files changed, 114 insertions, 2 deletions
diff --git a/lib/Numeric/GSL/Root.hs b/lib/Numeric/GSL/Root.hs index 25ec5f5..6da15e5 100644 --- a/lib/Numeric/GSL/Root.hs +++ b/lib/Numeric/GSL/Root.hs | |||
@@ -46,6 +46,7 @@ main = do | |||
46 | 46 | ||
47 | module Numeric.GSL.Root ( | 47 | module Numeric.GSL.Root ( |
48 | uniRoot, UniRootMethod(..), | 48 | uniRoot, UniRootMethod(..), |
49 | uniRootJ, UniRootMethodJ(..), | ||
49 | root, RootMethod(..), | 50 | root, RootMethod(..), |
50 | rootJ, RootMethodJ(..), | 51 | rootJ, RootMethodJ(..), |
51 | ) where | 52 | ) where |
@@ -88,6 +89,38 @@ foreign import ccall safe "root" | |||
88 | c_root:: CInt -> FunPtr (Double -> Double) -> Double -> CInt -> Double -> Double -> TM | 89 | c_root:: CInt -> FunPtr (Double -> Double) -> Double -> CInt -> Double -> Double -> TM |
89 | 90 | ||
90 | ------------------------------------------------------------------------- | 91 | ------------------------------------------------------------------------- |
92 | data UniRootMethodJ = UNewton | ||
93 | | Secant | ||
94 | | Steffenson | ||
95 | deriving (Enum, Eq, Show, Bounded) | ||
96 | |||
97 | uniRootJ :: UniRootMethodJ | ||
98 | -> Double | ||
99 | -> Int | ||
100 | -> (Double -> Double) | ||
101 | -> (Double -> Double) | ||
102 | -> Double | ||
103 | -> (Double, Matrix Double) | ||
104 | uniRootJ method epsrel maxit fun dfun x = uniRootJGen (fi (fromEnum method)) fun | ||
105 | dfun x epsrel maxit | ||
106 | |||
107 | uniRootJGen m f df x epsrel maxit = unsafePerformIO $ do | ||
108 | fp <- mkDoublefun f | ||
109 | dfp <- mkDoublefun df | ||
110 | rawpath <- createMIO maxit 2 | ||
111 | (c_rootj m fp dfp epsrel (fi maxit) x) | ||
112 | "rootj" | ||
113 | let it = round (rawpath @@> (maxit-1,0)) | ||
114 | path = takeRows it rawpath | ||
115 | [sol] = toLists $ dropRows (it-1) path | ||
116 | freeHaskellFunPtr fp | ||
117 | return (sol !! 1, path) | ||
118 | |||
119 | foreign import ccall safe "rootj" | ||
120 | c_rootj :: CInt -> FunPtr (Double -> Double) -> FunPtr (Double -> Double) | ||
121 | -> Double -> CInt -> Double -> TM | ||
122 | |||
123 | ------------------------------------------------------------------------- | ||
91 | 124 | ||
92 | data RootMethod = Hybrids | 125 | data RootMethod = Hybrids |
93 | | Hybrid | 126 | | Hybrid |
@@ -151,7 +184,7 @@ rootJGen m f jac xi epsabs maxit = unsafePerformIO $ do | |||
151 | jp <- mkVecMatfun (aux_vTom (checkdim2 n . fromLists . jac . toList)) | 184 | jp <- mkVecMatfun (aux_vTom (checkdim2 n . fromLists . jac . toList)) |
152 | rawpath <- vec xiv $ \xiv' -> | 185 | rawpath <- vec xiv $ \xiv' -> |
153 | createMIO maxit (2*n+1) | 186 | createMIO maxit (2*n+1) |
154 | (c_rootj m fp jp epsabs (fi maxit) // xiv') | 187 | (c_multirootj m fp jp epsabs (fi maxit) // xiv') |
155 | "multiroot" | 188 | "multiroot" |
156 | let it = round (rawpath @@> (maxit-1,0)) | 189 | let it = round (rawpath @@> (maxit-1,0)) |
157 | path = takeRows it rawpath | 190 | path = takeRows it rawpath |
@@ -161,7 +194,7 @@ rootJGen m f jac xi epsabs maxit = unsafePerformIO $ do | |||
161 | return (take n $ drop 1 sol, path) | 194 | return (take n $ drop 1 sol, path) |
162 | 195 | ||
163 | foreign import ccall safe "multirootj" | 196 | foreign import ccall safe "multirootj" |
164 | c_rootj:: CInt -> FunPtr TVV -> FunPtr TVM -> Double -> CInt -> TVM | 197 | c_multirootj:: CInt -> FunPtr TVV -> FunPtr TVM -> Double -> CInt -> TVM |
165 | 198 | ||
166 | ------------------------------------------------------- | 199 | ------------------------------------------------------- |
167 | 200 | ||
diff --git a/lib/Numeric/GSL/gsl-aux.c b/lib/Numeric/GSL/gsl-aux.c index 27ffbdc..e727c91 100644 --- a/lib/Numeric/GSL/gsl-aux.c +++ b/lib/Numeric/GSL/gsl-aux.c | |||
@@ -1104,6 +1104,85 @@ int root(int method, double f(double), | |||
1104 | OK | 1104 | OK |
1105 | } | 1105 | } |
1106 | 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 | |||
1107 | typedef void TrawfunV(int, double*, int, double*); | 1186 | typedef void TrawfunV(int, double*, int, double*); |
1108 | 1187 | ||
1109 | int only_f_aux_multiroot(const gsl_vector*x, void *pars, gsl_vector*y) { | 1188 | int only_f_aux_multiroot(const gsl_vector*x, void *pars, gsl_vector*y) { |