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/* multiroots/gsl_multiroots.h
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#ifndef __GSL_MULTIROOTS_H__
#define __GSL_MULTIROOTS_H__
#include <stdlib.h>
#include <gsl/gsl_types.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
__BEGIN_DECLS
/* Definition of vector-valued functions with parameters based on gsl_vector */
struct gsl_multiroot_function_struct
{
int (* f) (const gsl_vector * x, void * params, gsl_vector * f);
size_t n;
void * params;
};
typedef struct gsl_multiroot_function_struct gsl_multiroot_function ;
#define GSL_MULTIROOT_FN_EVAL(F,x,y) (*((F)->f))(x,(F)->params,(y))
int gsl_multiroot_fdjacobian (gsl_multiroot_function * F,
const gsl_vector * x, const gsl_vector * f,
double epsrel, gsl_matrix * jacobian);
typedef struct
{
const char *name;
size_t size;
int (*alloc) (void *state, size_t n);
int (*set) (void *state, gsl_multiroot_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx);
int (*iterate) (void *state, gsl_multiroot_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx);
void (*free) (void *state);
}
gsl_multiroot_fsolver_type;
typedef struct
{
const gsl_multiroot_fsolver_type * type;
gsl_multiroot_function * function ;
gsl_vector * x ;
gsl_vector * f ;
gsl_vector * dx ;
void *state;
}
gsl_multiroot_fsolver;
gsl_multiroot_fsolver *
gsl_multiroot_fsolver_alloc (const gsl_multiroot_fsolver_type * T,
size_t n);
void gsl_multiroot_fsolver_free (gsl_multiroot_fsolver * s);
int gsl_multiroot_fsolver_set (gsl_multiroot_fsolver * s,
gsl_multiroot_function * f,
const gsl_vector * x);
int gsl_multiroot_fsolver_iterate (gsl_multiroot_fsolver * s);
const char * gsl_multiroot_fsolver_name (const gsl_multiroot_fsolver * s);
gsl_vector * gsl_multiroot_fsolver_root (const gsl_multiroot_fsolver * s);
gsl_vector * gsl_multiroot_fsolver_dx (const gsl_multiroot_fsolver * s);
gsl_vector * gsl_multiroot_fsolver_f (const gsl_multiroot_fsolver * s);
/* Definition of vector-valued functions and gradient with parameters
based on gsl_vector */
struct gsl_multiroot_function_fdf_struct
{
int (* f) (const gsl_vector * x, void * params, gsl_vector * f);
int (* df) (const gsl_vector * x, void * params, gsl_matrix * df);
int (* fdf) (const gsl_vector * x, void * params, gsl_vector * f, gsl_matrix *df);
size_t n;
void * params;
};
typedef struct gsl_multiroot_function_fdf_struct gsl_multiroot_function_fdf ;
#define GSL_MULTIROOT_FN_EVAL_F(F,x,y) ((*((F)->f))(x,(F)->params,(y)))
#define GSL_MULTIROOT_FN_EVAL_DF(F,x,dy) ((*((F)->df))(x,(F)->params,(dy)))
#define GSL_MULTIROOT_FN_EVAL_F_DF(F,x,y,dy) ((*((F)->fdf))(x,(F)->params,(y),(dy)))
typedef struct
{
const char *name;
size_t size;
int (*alloc) (void *state, size_t n);
int (*set) (void *state, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx);
int (*iterate) (void *state, gsl_multiroot_function_fdf * fdf, gsl_vector * x, gsl_vector * f, gsl_matrix * J, gsl_vector * dx);
void (*free) (void *state);
}
gsl_multiroot_fdfsolver_type;
typedef struct
{
const gsl_multiroot_fdfsolver_type * type;
gsl_multiroot_function_fdf * fdf ;
gsl_vector * x;
gsl_vector * f;
gsl_matrix * J;
gsl_vector * dx;
void *state;
}
gsl_multiroot_fdfsolver;
gsl_multiroot_fdfsolver *
gsl_multiroot_fdfsolver_alloc (const gsl_multiroot_fdfsolver_type * T,
size_t n);
int
gsl_multiroot_fdfsolver_set (gsl_multiroot_fdfsolver * s,
gsl_multiroot_function_fdf * fdf,
const gsl_vector * x);
int
gsl_multiroot_fdfsolver_iterate (gsl_multiroot_fdfsolver * s);
void
gsl_multiroot_fdfsolver_free (gsl_multiroot_fdfsolver * s);
const char * gsl_multiroot_fdfsolver_name (const gsl_multiroot_fdfsolver * s);
gsl_vector * gsl_multiroot_fdfsolver_root (const gsl_multiroot_fdfsolver * s);
gsl_vector * gsl_multiroot_fdfsolver_dx (const gsl_multiroot_fdfsolver * s);
gsl_vector * gsl_multiroot_fdfsolver_f (const gsl_multiroot_fdfsolver * s);
int gsl_multiroot_test_delta (const gsl_vector * dx, const gsl_vector * x,
double epsabs, double epsrel);
int gsl_multiroot_test_residual (const gsl_vector * f, double epsabs);
GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_dnewton;
GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_broyden;
GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_hybrid;
GSL_VAR const gsl_multiroot_fsolver_type * gsl_multiroot_fsolver_hybrids;
GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_newton;
GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_gnewton;
GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_hybridj;
GSL_VAR const gsl_multiroot_fdfsolver_type * gsl_multiroot_fdfsolver_hybridsj;
__END_DECLS
#endif /* __GSL_MULTIROOTS_H__ */
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