gsl_newt.c

来自「cfd求解器使用与gmsh网格的求解」· C语言 代码 · 共 133 行

#define RCSID "$Id: gsl_newt.c,v 1.11 2006/02/26 00:42:54 geuzaine Exp $"
/*
 * Copyright (C) 1997-2006 P. Dular, C. Geuzaine
 *
 * 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., 59 Temple Place, Suite 330, Boston, MA 02111-1307
 * USA.
 *
 * Please report all bugs and problems to <[e-mail]>.
 *
 * Contributor(s):
 *   Nicolas Tardieu
 */

/* This implements a Newton method using the GSL. */

#include "GetDP.h"

#if defined(HAVE_GSL)

#include <gsl/gsl_math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_multiroots.h>
#include <gsl/gsl_linalg.h>

#include "Numeric.h"

#define MAX_DIM_NEWT 10
#define MAXITER 10000
#define PREC 1.e-8

int nrdim;
double nru[MAX_DIM_NEWT], nrv[MAX_DIM_NEWT];
static void (*nrfunc) (int n, double x[], double y[]);
struct gsl_dummy{ int i; };

void convert_vector_from_gsl(const gsl_vector * gv, double *v)
{
  int i, m;
  m = gv->size;
  for(i = 0; i < m; i++) {
    v[i + 1] = gsl_vector_get(gv, i);
  }
}

void convert_vector_to_gsl(double *v, int n, gsl_vector * gv)
{
  int i;
  for(i = 0; i < n; i++) {
    gsl_vector_set(gv, i, v[i + 1]);
  }
}

int gslfunc(const gsl_vector * xx, void *params, gsl_vector * f)
{
  convert_vector_from_gsl(xx, nru);
  (*nrfunc) (nrdim, nru, nrv);
  /* Msg(INFO, "f(%lf,%lf) = %lf %lf", nru[1],nru[2],nrv[1],nrv[2]); */
  convert_vector_to_gsl(nrv, nrdim, f);
  return GSL_SUCCESS;
}

/* Warning: for compatibility with the old newt from NR, x[] and the
   arguments of func() are indexed from 1 to n... */

void newt(double x[], int n, int *check,
          void (*func) (int, double[], double[]))
{
  const gsl_multiroot_fsolver_type *T;
  gsl_multiroot_fsolver *s;
  int status;
  size_t iter = 0;
  struct gsl_dummy p = { 1 };
  gsl_vector *xx = gsl_vector_alloc(n);

  /* IRIX C compiler doesn't like this
  gsl_multiroot_function f = { &gslfunc, n, &p };
  */
  gsl_multiroot_function f;
  f.f = &gslfunc;
  f.n = n;
  f.params = &p;


  if(n > MAX_DIM_NEWT - 1)
    Msg(GERROR, "Maximum Newton dimension exceeded");
  nrdim = n;

  nrfunc = func;
  convert_vector_to_gsl(x, n, xx);

  T = gsl_multiroot_fsolver_hybrid;
  s = gsl_multiroot_fsolver_alloc(T, 2);
  gsl_multiroot_fsolver_set(s, &f, xx);

  do {
    iter++;
    status = gsl_multiroot_fsolver_iterate(s);
    /* Msg(INFO, "status %d %d %d %lf %lf",
       status,n,iter,gsl_vector_get(s->x,0),gsl_vector_get(s->x,1)); */
    if(status)
      break;    /* solver problem */
    status = gsl_multiroot_test_residual(s->f, n * PREC);
  }
  while(status == GSL_CONTINUE && iter < MAXITER);

  if(status == GSL_CONTINUE) {
    *check = 1; /* problem !!! */
  }
  else {
    /* Msg(INFO, "status %d %d %d %lf %lf",
       status,n,iter,gsl_vector_get(s->x,0),gsl_vector_get(s->x,1)); */
    convert_vector_from_gsl(s->x, x);
    *check = 0; /* converged */
  }

  gsl_multiroot_fsolver_free(s);
  gsl_vector_free(xx);
}

#endif