include/gsl/gsl_multiroots.h

0001 /* multiroots/gsl_multiroots.h
0002  *
0003  * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough
0004  *
0005  * This program is free software; you can redistribute it and/or modify
0006  * it under the terms of the GNU General Public License as published by
0007  * the Free Software Foundation; either version 3 of the License, or (at
0008  * your option) any later version.
0009  *
0010  * This program is distributed in the hope that it will be useful, but
0011  * WITHOUT ANY WARRANTY; without even the implied warranty of
0012  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
0013  * General Public License for more details.
0014  *
0015  * You should have received a copy of the GNU General Public License
0016  * along with this program; if not, write to the Free Software
0017  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
0018  */
0019
0020 #ifndef __GSL_MULTIROOTS_H__
0021 #define __GSL_MULTIROOTS_H__
0022
0023 #include <stdlib.h>
0024 #include <gsl/gsl_types.h>
0025 #include <gsl/gsl_math.h>
0026 #include <gsl/gsl_vector.h>
0027 #include <gsl/gsl_matrix.h>
0028
0029 #undef __BEGIN_DECLS
0030 #undef __END_DECLS
0031 #ifdef __cplusplus
0032 # define __BEGIN_DECLS extern "C" {
0033 # define __END_DECLS }
0034 #else
0035 # define __BEGIN_DECLS /* empty */
0036 # define __END_DECLS /* empty */
0037 #endif
0038
0039 __BEGIN_DECLS
0040
0041 /* Definition of vector-valued functions with parameters based on gsl_vector */
0042
0043 struct gsl_multiroot_function_struct
0044 {
0045   int (* f) (const gsl_vector * x, void * params, gsl_vector * f);
0046   size_t n;
0047   void * params;
0048 };
0049
0050 typedef struct gsl_multiroot_function_struct gsl_multiroot_function ;
0051
0052 #define GSL_MULTIROOT_FN_EVAL(F,x,y) (*((F)->f))(x,(F)->params,(y))
0053
0054 int gsl_multiroot_fdjacobian (gsl_multiroot_function * F,
0055                               const gsl_vector * x, const gsl_vector * f,
0056                               double epsrel, gsl_matrix * jacobian);
0057
0058
0059 typedef struct
0060   {
0061     const char *name;
0062     size_t size;
0063     int (*alloc) (void *state, size_t n);
0064     int (*set) (void *state, gsl_multiroot_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx);
0065     int (*iterate) (void *state, gsl_multiroot_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx);
0066     void (*free) (void *state);
0067   }
0068 gsl_multiroot_fsolver_type;
0069
0070 typedef struct
0071   {
0072     const gsl_multiroot_fsolver_type * type;
0073     gsl_multiroot_function * function ;
0074     gsl_vector * x ;
0075     gsl_vector * f ;
0076     gsl_vector * dx ;
0077     void *state;
0078   }
0079 gsl_multiroot_fsolver;
0080
0081 gsl_multiroot_fsolver *
0082 gsl_multiroot_fsolver_alloc (const gsl_multiroot_fsolver_type * T,
0083                                      size_t n);
0084
0085 void gsl_multiroot_fsolver_free (gsl_multiroot_fsolver * s);
0086
0087 int gsl_multiroot_fsolver_set (gsl_multiroot_fsolver * s,
0088                                gsl_multiroot_function * f,
0089                                const gsl_vector * x);
0090
0091 int gsl_multiroot_fsolver_iterate (gsl_multiroot_fsolver * s);
0092
0093 const char * gsl_multiroot_fsolver_name (const gsl_multiroot_fsolver * s);
0094 gsl_vector * gsl_multiroot_fsolver_root (const gsl_multiroot_fsolver * s);
0095 gsl_vector * gsl_multiroot_fsolver_dx (const gsl_multiroot_fsolver * s);
0096 gsl_vector * gsl_multiroot_fsolver_f (const gsl_multiroot_fsolver * s);
0097
0098 /* Definition of vector-valued functions and gradient with parameters
0099    based on gsl_vector */
0100
0101 struct gsl_multiroot_function_fdf_struct
0102 {
0103   int (* f) (const gsl_vector * x, void * params, gsl_vector * f);
0104   int (* df) (const gsl_vector * x, void * params, gsl_matrix * df);
0105   int (* fdf) (const gsl_vector * x, void * params, gsl_vector * f, gsl_matrix *df);
0106   size_t n;
0107   void * params;
0108 };
0109
0110 typedef struct gsl_multiroot_function_fdf_struct gsl_multiroot_function_fdf ;
0111
0112 #define GSL_MULTIROOT_FN_EVAL_F(F,x,y) ((*((F)->f))(x,(F)->params,(y)))
0113 #define GSL_MULTIROOT_FN_EVAL_DF(F,x,dy) ((*((F)->df))(x,(F)->params,(dy)))
0114 #define GSL_MULTIROOT_FN_EVAL_F_DF(F,x,y,dy) ((*((F)->fdf))(x,(F)->params,(y),(dy)))
0115
0116 typedef struct
0117   {
0118     const char *name;
0119     size_t size;
0120     int (*alloc) (void *state, size_t n);
0121     int (*set) (void *state, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx);
0122     int (*iterate) (void *state, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx);
0123     void (*free) (void *state);
0124   }
0125 gsl_multiroot_fdfsolver_type;
0126
0127 typedef struct
0128   {
0129     const gsl_multiroot_fdfsolver_type * type;
0130     gsl_multiroot_function_fdf * fdf ;
0131     gsl_vector * x;
0132     gsl_vector * f;
0133     gsl_matrix * J;
0134     gsl_vector * dx;
0135     void *state;
0136   }
0137 gsl_multiroot_fdfsolver;
0138
0139 gsl_multiroot_fdfsolver *
0140 gsl_multiroot_fdfsolver_alloc (const gsl_multiroot_fdfsolver_type * T,
0141                                       size_t n);
0142
0143 int
0144 gsl_multiroot_fdfsolver_set (gsl_multiroot_fdfsolver * s,
0145                              gsl_multiroot_function_fdf * fdf,
0146                              const gsl_vector * x);
0147
0148 int
0149 gsl_multiroot_fdfsolver_iterate (gsl_multiroot_fdfsolver * s);
0150
0151 void
0152 gsl_multiroot_fdfsolver_free (gsl_multiroot_fdfsolver * s);
0153
0154 const char * gsl_multiroot_fdfsolver_name (const gsl_multiroot_fdfsolver * s);
0155 gsl_vector * gsl_multiroot_fdfsolver_root (const gsl_multiroot_fdfsolver * s);
0156 gsl_vector * gsl_multiroot_fdfsolver_dx (const gsl_multiroot_fdfsolver * s);
0157 gsl_vector * gsl_multiroot_fdfsolver_f (const gsl_multiroot_fdfsolver * s);
0158
0159 int gsl_multiroot_test_delta (const gsl_vector * dx, const gsl_vector * x,
0160                               double epsabs, double epsrel);
0161
0162 int gsl_multiroot_test_residual (const gsl_vector * f, double epsabs);
0163
0164 GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_dnewton;
0165 GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_broyden;
0166 GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_hybrid;
0167 GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_hybrids;
0168
0169 GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_newton;
0170 GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_gnewton;
0171 GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_hybridj;
0172 GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_hybridsj;
0173
0174
0175 __END_DECLS
0176
0177 #endif /* __GSL_MULTIROOTS_H__ */