/* roots/secant.c

 * 

 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Reid Priedhorsky, 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.

 */

/* secant.c -- secant root finding algorithm 

   The secant algorithm is a variant of the Newton algorithm with the

   derivative term replaced by a numerical estimate from the last two

   function evaluations.

   x[i+1] = x[i] - f(x[i]) / f'_est

   where f'_est = (f(x[i]) - f(x[i-1])) / (x[i] - x[i-1])

   The exact derivative is used for the initial value of f'_est.

*/

#include <config.h>

#include <stddef.h>

#include <stdlib.h>

#include <stdio.h>

#include <math.h>

#include <float.h>

#include <gsl/gsl_math.h>

#include <gsl/gsl_errno.h>

#include <gsl/gsl_roots.h>

#include "roots.h"

typedef struct

  {

    double f;

    double df;

  }

secant_state_t;

static int secant_init (void * vstate, gsl_function_fdf * fdf, double * root);

static int secant_iterate (void * vstate, gsl_function_fdf * fdf, double * root);

static int

secant_init (void * vstate, gsl_function_fdf * fdf, double * root)

{

  secant_state_t * state = (secant_state_t *) vstate;

  const double x = *root;

  GSL_FN_FDF_EVAL_F_DF (fdf, x, &(state->f), &(state->df));

  return GSL_SUCCESS;

}

static int

secant_iterate (void * vstate, gsl_function_fdf * fdf, double * root)

{

  secant_state_t * state = (secant_state_t *) vstate;

  const double x = *root ;

  const double f = state->f;

  const double df = state->df;

  double x_new, f_new, df_new;

  if(f == 0.0)

  {

	  return GSL_SUCCESS;

  }

  if(df == 0.0)

    {

      GSL_ERROR("derivative is zero", GSL_EZERODIV);

    }

  x_new = x - (f / df);

  f_new = GSL_FN_FDF_EVAL_F(fdf, x_new) ;

  df_new = df * ((f - f_new) / f);

  *root = x_new ;

  state->f = f_new ;

  state->df = df_new ;

  if (!gsl_finite (f_new))

    {

      GSL_ERROR ("function value is not finite", GSL_EBADFUNC);

    }

  if (!gsl_finite (df_new))

    {

      GSL_ERROR ("derivative value is not finite", GSL_EBADFUNC);

    }

  return GSL_SUCCESS;

}

static const gsl_root_fdfsolver_type secant_type =

{"secant",                              /* name */

 sizeof (secant_state_t),

 &secant_init,

 &secant_iterate};

const gsl_root_fdfsolver_type  * gsl_root_fdfsolver_secant = &secant_type;