mnewt.cwp.lib

su 的源代码库

MNEWT - Solve non-linear system of equations f(x) = 0 via Newton's method

mnewt	Solve non-linear system of equations f(x) = 0 via Newton's method

Function Prototype:
int mnewt (int maxiter, float ftol, float dxtol, int n, float *x, void *aux,
	void (*fdfdx)(int n, float *x, float *f, float **dfdx, void *aux));

Input:
maxiter		maximum number of iterations
ftol		converged when sum of absolute values of f less than ftol
dxtol		converged when sum of absolute values of dx less than dxtol
n		number of equations
x		array[n] containing initial guess of solution
aux		pointer to auxiliary parameters to be passed to fdfdx
fdfdx		pointer to function to evaluate f(x) and f'(x)

Output:
x		array[n] containing solution

Returned:	number of iterations; -1 if failed to converge in maxiter

Input to the user-supplied function fdfdx:
n		number of equations
x		array[n] of x0, x1, ...
aux		pointer to auxiliary variables required by fdfdx.

Output from the user-supplied function fdfdx:
f		array[n] of f0(x), f1(x), ...
dfdx		array[n][n] of f'(x);  dfdx[j][i] = dfi/dxj

Author:  Dave Hale, Colorado School of Mines, 06/06/91