Mercurial > hg > octave-lyh
view src/DLD-FUNCTIONS/fsolve.cc @ 4144:b02ada83de67
[project @ 2002-11-01 18:03:56 by jwe]
author | jwe |
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date | Fri, 01 Nov 2002 18:03:56 +0000 |
parents | 303b28a7a7e4 |
children | 40f76ce7a051 |
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/* Copyright (C) 1996, 1997 John W. Eaton This file is part of Octave. Octave 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, or (at your option) any later version. Octave 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 Octave; see the file COPYING. If not, write to the Free Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <string> #include <iomanip> #include <iostream> #include "NLEqn.h" #include "defun-dld.h" #include "error.h" #include "gripes.h" #include "oct-obj.h" #include "ov-fcn.h" #include "pager.h" #include "unwind-prot.h" #include "utils.h" #include "variables.h" #include "NLEqn-opts.cc" // Global pointer for user defined function required by hybrd1. static octave_function *fsolve_fcn; // Global pointer for optional user defined jacobian function. static octave_function *fsolve_jac; // Have we warned about imaginary values returned from user function? static bool warned_fcn_imaginary = false; static bool warned_jac_imaginary = false; // Is this a recursive call? static int call_depth = 0; int hybrd_info_to_fsolve_info (int info) { switch (info) { case -1: info = -2; break; case 0: info = -1; break; case 1: break; case 2: info = 4; break; case 3: case 4: case 5: info = 3; break; default: panic_impossible (); break; } return info; } ColumnVector fsolve_user_function (const ColumnVector& x) { ColumnVector retval; int n = x.length (); octave_value_list args; args.resize (1); if (n > 1) { Matrix m (n, 1); for (int i = 0; i < n; i++) m (i, 0) = x (i); octave_value vars (m); args(0) = vars; } else { double d = x (0); octave_value vars (d); args(0) = vars; } if (fsolve_fcn) { octave_value_list tmp = fsolve_fcn->do_multi_index_op (1, args); if (tmp.length () > 0 && tmp(0).is_defined ()) { if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) { warning ("fsolve: ignoring imaginary part returned from user-supplied function"); warned_fcn_imaginary = true; } retval = ColumnVector (tmp(0).vector_value ()); if (error_state || retval.length () <= 0) gripe_user_supplied_eval ("fsolve"); } else gripe_user_supplied_eval ("fsolve"); } return retval; } Matrix fsolve_user_jacobian (const ColumnVector& x) { Matrix retval; int n = x.length (); octave_value_list args; args.resize (1); if (n > 1) { Matrix m (n, 1); for (int i = 0; i < n; i++) m (i, 0) = x (i); octave_value vars (m); args(0) = vars; } else { double d = x (0); octave_value vars (d); args(0) = vars; } if (fsolve_fcn) { octave_value_list tmp = fsolve_jac->do_multi_index_op (1, args); if (tmp.length () > 0 && tmp(0).is_defined ()) { if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) { warning ("fsolve: ignoring imaginary part returned from user-supplied jacobian function"); warned_fcn_imaginary = true; } retval = tmp(0).matrix_value (); if (error_state || retval.length () <= 0) gripe_user_supplied_eval ("fsolve"); } else gripe_user_supplied_eval ("fsolve"); } return retval; } #define FSOLVE_ABORT() \ do \ { \ unwind_protect::run_frame ("Ffsolve"); \ return retval; \ } \ while (0) #define FSOLVE_ABORT1(msg) \ do \ { \ ::error ("fsolve: " msg); \ FSOLVE_ABORT (); \ } \ while (0) #define FSOLVE_ABORT2(fmt, arg) \ do \ { \ ::error ("fsolve: " fmt, arg); \ FSOLVE_ABORT (); \ } \ while (0) DEFUN_DLD (fsolve, args, nargout, "-*- texinfo -*-\n\ @deftypefn {Loadable Function} {[@var{x}, @var{info}, @var{msg}] =} fsolve (@var{fcn}, @var{x0})\n\ Given @var{fcn}, the name of a function of the form @code{f (@var{x})}\n\ and an initial starting point @var{x0}, @code{fsolve} solves the set of\n\ equations such that @code{f(@var{x}) == 0}.\n\ \n\ If @var{fcn} is a two-element string array, the first element names\n\ the function @math{f} described above, and the second element names\n\ a function of the form @code{j (@var{x})} to compute the Jacobian\n\ matrix with elements\n\ @tex\n\ $$ J = {\\partial f_i \\over \\partial x_j} $$\n\ @end tex\n\ @ifinfo\n\ \n\ @example\n\ df_i jac = ---- dx_j @end example\n\ @end ifinfo\n\ \n\ You can use the function @code{fsolve_options} to set optional\n\ parameters for @code{fsolve}.\n\ @end deftypefn") { octave_value_list retval; warned_fcn_imaginary = false; warned_jac_imaginary = false; unwind_protect::begin_frame ("Ffsolve"); unwind_protect_int (call_depth); call_depth++; if (call_depth > 1) FSOLVE_ABORT1 ("invalid recursive call"); int nargin = args.length (); if (nargin == 2 && nargout < 4) { fsolve_fcn = 0; fsolve_jac = 0; octave_value f_arg = args(0); switch (f_arg.rows ()) { case 1: fsolve_fcn = extract_function (f_arg, "fsolve", "__fsolve_fcn__", "function y = __fsolve_fcn__ (x) y = ", "; endfunction"); break; case 2: { string_vector tmp = f_arg.all_strings (); if (! error_state) { fsolve_fcn = extract_function (tmp(0), "fsolve", "__fsolve_fcn__", "function y = __fsolve_fcn__ (x) y = ", "; endfunction"); if (fsolve_fcn) { fsolve_jac = extract_function (tmp(1), "fsolve", "__fsolve_jac__", "function jac = __fsolve_jac__ (x) jac = ", "; endfunction"); if (! fsolve_jac) fsolve_fcn = 0; } } } } if (error_state || ! fsolve_fcn) FSOLVE_ABORT (); ColumnVector x (args(1).vector_value ()); if (error_state) FSOLVE_ABORT1 ("expecting vector as second argument"); if (nargin > 3) warning ("fsolve: ignoring extra arguments"); if (nargout > 3) warning ("fsolve: can't compute path output yet"); NLFunc nleqn_fcn (fsolve_user_function); if (fsolve_jac) nleqn_fcn.set_jacobian_function (fsolve_user_jacobian); NLEqn nleqn (x, nleqn_fcn); nleqn.set_options (fsolve_opts); int info; ColumnVector soln = nleqn.solve (info); if (! error_state) { std::string msg = nleqn.error_message (); retval(2) = msg; retval(1) = static_cast<double> (hybrd_info_to_fsolve_info (info)); retval(0) = soln; if (! nleqn.solution_ok () && nargout < 2) error ("fsolve: %s", msg.c_str ()); } } else print_usage ("fsolve"); unwind_protect::run_frame ("Ffsolve"); return retval; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */