/* roots/newton.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. */ /* newton.c -- newton root finding algorithm This is the classical Newton-Raphson iteration. x[i+1] = x[i] - f(x[i])/f'(x[i]) */ #include #include #include #include #include #include #include #include #include #include "roots.h" typedef struct { double f, df; } newton_state_t; static int newton_init (void * vstate, gsl_function_fdf * fdf, double * root); static int newton_iterate (void * vstate, gsl_function_fdf * fdf, double * root); static int newton_init (void * vstate, gsl_function_fdf * fdf, double * root) { newton_state_t * state = (newton_state_t *) vstate; const double x = *root ; state->f = GSL_FN_FDF_EVAL_F (fdf, x); state->df = GSL_FN_FDF_EVAL_DF (fdf, x) ; return GSL_SUCCESS; } static int newton_iterate (void * vstate, gsl_function_fdf * fdf, double * root) { newton_state_t * state = (newton_state_t *) vstate; double root_new, f_new, df_new; if (state->df == 0.0) { GSL_ERROR("derivative is zero", GSL_EZERODIV); } root_new = *root - (state->f / state->df); *root = root_new ; GSL_FN_FDF_EVAL_F_DF(fdf, root_new, &f_new, &df_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 newton_type = {"newton", /* name */ sizeof (newton_state_t), &newton_init, &newton_iterate}; const gsl_root_fdfsolver_type * gsl_root_fdfsolver_newton = &newton_type;