3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Reid Priedhorsky, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
20 /* falsepos.c -- falsepos root finding algorithm
22 The false position algorithm uses bracketing by linear interpolation.
24 If a linear interpolation step would decrease the size of the
25 bracket by less than a bisection step would then the algorithm
26 takes a bisection step instead.
28 The last linear interpolation estimate of the root is used. If a
29 bisection step causes it to fall outside the brackets then it is
30 replaced by the bisection estimate (x_upper + x_lower)/2.
42 #include <gsl/gsl_math.h>
43 #include <gsl/gsl_errno.h>
44 #include <gsl/gsl_roots.h>
50 double f_lower, f_upper;
54 static int falsepos_init (void * vstate, gsl_function * f, double * root, double x_lower, double x_upper);
55 static int falsepos_iterate (void * vstate, gsl_function * f, double * root, double * x_lower, double * x_upper);
58 falsepos_init (void * vstate, gsl_function * f, double * root, double x_lower, double x_upper)
60 falsepos_state_t * state = (falsepos_state_t *) vstate;
62 double f_lower, f_upper ;
64 *root = 0.5 * (x_lower + x_upper);
66 SAFE_FUNC_CALL (f, x_lower, &f_lower);
67 SAFE_FUNC_CALL (f, x_upper, &f_upper);
69 state->f_lower = f_lower;
70 state->f_upper = f_upper;
72 if ((f_lower < 0.0 && f_upper < 0.0) || (f_lower > 0.0 && f_upper > 0.0))
74 GSL_ERROR ("endpoints do not straddle y=0", GSL_EINVAL);
82 falsepos_iterate (void * vstate, gsl_function * f, double * root, double * x_lower, double * x_upper)
84 falsepos_state_t * state = (falsepos_state_t *) vstate;
86 double x_linear, f_linear;
87 double x_bisect, f_bisect;
89 double x_left = *x_lower ;
90 double x_right = *x_upper ;
92 double f_lower = state->f_lower;
93 double f_upper = state->f_upper;
111 /* Draw a line between f(*lower_bound) and f(*upper_bound) and
112 note where it crosses the X axis; that's where we will
113 split the interval. */
115 x_linear = x_right - (f_upper * (x_left - x_right) / (f_lower - f_upper));
117 SAFE_FUNC_CALL (f, x_linear, &f_linear);
127 /* Discard the half of the interval which doesn't contain the root. */
129 if ((f_lower > 0.0 && f_linear < 0.0) || (f_lower < 0.0 && f_linear > 0.0))
133 state->f_upper = f_linear;
134 w = x_linear - x_left ;
140 state->f_lower = f_linear;
141 w = x_right - x_linear;
144 if (w < 0.5 * (x_right - x_left))
149 x_bisect = 0.5 * (x_left + x_right);
151 SAFE_FUNC_CALL (f, x_bisect, &f_bisect);
153 if ((f_lower > 0.0 && f_bisect < 0.0) || (f_lower < 0.0 && f_bisect > 0.0))
156 state->f_upper = f_bisect;
157 if (*root > x_bisect)
158 *root = 0.5 * (x_left + x_bisect) ;
163 state->f_lower = f_bisect;
164 if (*root < x_bisect)
165 *root = 0.5 * (x_bisect + x_right) ;
172 static const gsl_root_fsolver_type falsepos_type =
173 {"falsepos", /* name */
174 sizeof (falsepos_state_t),
178 const gsl_root_fsolver_type * gsl_root_fsolver_falsepos = &falsepos_type;