/* 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 #include #include #include #include #include #include #include #include #include "roots.h" typedef struct { double f_lower, f_upper; } falsepos_state_t; int falsepos_init (void * vstate, gsl_function * f, double * root, gsl_interval * x); int falsepos_iterate (void * vstate, gsl_function * f, double * root, gsl_interval * x); int falsepos_init (void * vstate, gsl_function * f, double * root, gsl_interval * x) { falsepos_state_t * state = (falsepos_state_t *) vstate; double f_lower, f_upper ; double x_lower = x->lower ; double x_upper = x->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; } int falsepos_iterate (void * vstate, gsl_function * f, double * root, gsl_interval * x) { falsepos_state_t * state = (falsepos_state_t *) vstate; double x_linear, f_linear; double x_bisect, f_bisect; double x_lower = x->lower ; double x_upper = x->upper ; double f_lower = state->f_lower; double f_upper = state->f_upper; double w ; if (f_lower == 0.0) { *root = x_lower ; x->upper = x_lower; return GSL_SUCCESS; } if (f_upper == 0.0) { *root = x_upper ; x->lower = x_upper; 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_upper - (f_upper * (x_lower - x_upper) / (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_lower ; } else { *root = x_linear ; x->lower = x_linear; state->f_lower = f_linear; w = x_upper - x_linear; } if (w < 0.5 * (x_upper - x_lower)) { return GSL_SUCCESS ; } x_bisect = 0.5 * (x_lower + x_upper); 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_lower + x_bisect) ; } else { x->lower = x_bisect; state->f_lower = f_bisect; if (*root < x_bisect) *root = 0.5 * (x_bisect + x_upper) ; } 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;