📄 falsepos.c
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/* roots/falsepos.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000 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 2 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., 675 Mass Ave, Cambridge, MA 02139, USA. *//* falsepos.c -- falsepos root finding algorithm The false position algorithm uses bracketing by linear interpolation. If a linear interpolation step would decrease the size of the bracket by less than a bisection step would then the algorithm takes a bisection step instead. The last linear interpolation estimate of the root is used. If a bisection step causes it to fall outside the brackets then it is replaced by the bisection estimate (x_upper + x_lower)/2.*/#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_lower, f_upper; }falsepos_state_t;static int falsepos_init (void * vstate, gsl_function * f, double * root, double x_lower, double x_upper);static int falsepos_iterate (void * vstate, gsl_function * f, double * root, double * x_lower, double * x_upper);static intfalsepos_init (void * vstate, gsl_function * f, double * root, double x_lower, double x_upper){ falsepos_state_t * state = (falsepos_state_t *) vstate; double f_lower, f_upper ; *root = 0.5 * (x_lower + x_upper); SAFE_FUNC_CALL (f, x_lower, &f_lower); SAFE_FUNC_CALL (f, x_upper, &f_upper); state->f_lower = f_lower; state->f_upper = f_upper; if ((f_lower < 0.0 && f_upper < 0.0) || (f_lower > 0.0 && f_upper > 0.0)) { GSL_ERROR ("endpoints do not straddle y=0", GSL_EINVAL); } return GSL_SUCCESS;}static intfalsepos_iterate (void * vstate, gsl_function * f, double * root, double * x_lower, double * x_upper){ falsepos_state_t * state = (falsepos_state_t *) vstate; double x_linear, f_linear; double x_bisect, f_bisect; double x_left = *x_lower ; double x_right = *x_upper ; double f_lower = state->f_lower; double f_upper = state->f_upper; double w ; if (f_lower == 0.0) { *root = x_left ; *x_upper = x_left; return GSL_SUCCESS; } if (f_upper == 0.0) { *root = x_right ; *x_lower = x_right; return GSL_SUCCESS; } /* Draw a line between f(*lower_bound) and f(*upper_bound) and note where it crosses the X axis; that's where we will split the interval. */ x_linear = x_right - (f_upper * (x_left - x_right) / (f_lower - f_upper)); SAFE_FUNC_CALL (f, x_linear, &f_linear); if (f_linear == 0.0) { *root = x_linear; *x_lower = x_linear; *x_upper = x_linear; return GSL_SUCCESS; } /* Discard the half of the interval which doesn't contain the root. */ if ((f_lower > 0.0 && f_linear < 0.0) || (f_lower < 0.0 && f_linear > 0.0)) { *root = x_linear ; *x_upper = x_linear; state->f_upper = f_linear; w = x_linear - x_left ; } else { *root = x_linear ; *x_lower = x_linear; state->f_lower = f_linear; w = x_right - x_linear; } if (w < 0.5 * (x_right - x_left)) { return GSL_SUCCESS ; } x_bisect = 0.5 * (x_left + x_right); SAFE_FUNC_CALL (f, x_bisect, &f_bisect); if ((f_lower > 0.0 && f_bisect < 0.0) || (f_lower < 0.0 && f_bisect > 0.0)) { *x_upper = x_bisect; state->f_upper = f_bisect; if (*root > x_bisect) *root = 0.5 * (x_left + x_bisect) ; } else { *x_lower = x_bisect; state->f_lower = f_bisect; if (*root < x_bisect) *root = 0.5 * (x_bisect + x_right) ; } return GSL_SUCCESS;}static const gsl_root_fsolver_type falsepos_type ={"falsepos", /* name */ sizeof (falsepos_state_t), &falsepos_init, &falsepos_iterate};const gsl_root_fsolver_type * gsl_root_fsolver_falsepos = &falsepos_type;
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