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/* multimin/diff.c
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*
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* Copyright (C) 2000 David Morrison
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#include <config.h>
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#include <gsl/gsl_multimin.h>
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int
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gsl_multimin_diff (const gsl_multimin_function * f,
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const gsl_vector * x, gsl_vector * g)
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{
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size_t i, n = f->n;
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double h = GSL_SQRT_DBL_EPSILON;
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gsl_vector * x1 = gsl_vector_alloc (n); /* FIXME: pass as argument */
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gsl_vector_memcpy (x1, x);
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for (i = 0; i < n; i++)
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{
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double fl, fh;
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double xi = gsl_vector_get (x, i);
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double dx = fabs(xi) * h;
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if (dx == 0.0) dx = h;
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gsl_vector_set (x1, i, xi + dx);
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fh = GSL_MULTIMIN_FN_EVAL(f, x1);
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gsl_vector_set (x1, i, xi - dx);
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fl = GSL_MULTIMIN_FN_EVAL(f, x1);
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gsl_vector_set (x1, i, xi);
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gsl_vector_set (g, i, (fh - fl) / (2.0 * dx));
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}
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gsl_vector_free (x1);
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return GSL_SUCCESS;
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}
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