1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186
|
<html lang="en">
<head>
<title>Providing the function to solve - GNU Scientific Library -- Reference Manual</title>
<meta http-equiv="Content-Type" content="text/html">
<meta name="description" content="GNU Scientific Library -- Reference Manual">
<meta name="generator" content="makeinfo 4.11">
<link title="Top" rel="start" href="index.html#Top">
<link rel="up" href="One-dimensional-Root_002dFinding.html" title="One dimensional Root-Finding">
<link rel="prev" href="Initializing-the-Solver.html" title="Initializing the Solver">
<link rel="next" href="Search-Bounds-and-Guesses.html" title="Search Bounds and Guesses">
<link href="http://www.gnu.org/software/texinfo/" rel="generator-home" title="Texinfo Homepage">
<!--
Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010 The GSL Team.
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation; with the
Invariant Sections being ``GNU General Public License'' and ``Free Software
Needs Free Documentation'', the Front-Cover text being ``A GNU Manual'',
and with the Back-Cover Text being (a) (see below). A copy of the
license is included in the section entitled ``GNU Free Documentation
License''.
(a) The Back-Cover Text is: ``You have the freedom to copy and modify this
GNU Manual.''-->
<meta http-equiv="Content-Style-Type" content="text/css">
<style type="text/css"><!--
pre.display { font-family:inherit }
pre.format { font-family:inherit }
pre.smalldisplay { font-family:inherit; font-size:smaller }
pre.smallformat { font-family:inherit; font-size:smaller }
pre.smallexample { font-size:smaller }
pre.smalllisp { font-size:smaller }
span.sc { font-variant:small-caps }
span.roman { font-family:serif; font-weight:normal; }
span.sansserif { font-family:sans-serif; font-weight:normal; }
--></style>
</head>
<body>
<div class="node">
<p>
<a name="Providing-the-function-to-solve"></a>
Next: <a rel="next" accesskey="n" href="Search-Bounds-and-Guesses.html">Search Bounds and Guesses</a>,
Previous: <a rel="previous" accesskey="p" href="Initializing-the-Solver.html">Initializing the Solver</a>,
Up: <a rel="up" accesskey="u" href="One-dimensional-Root_002dFinding.html">One dimensional Root-Finding</a>
<hr>
</div>
<h3 class="section">33.4 Providing the function to solve</h3>
<p><a name="index-root-finding_002c-providing-a-function-to-solve-2360"></a>
You must provide a continuous function of one variable for the root
finders to operate on, and, sometimes, its first derivative. In order
to allow for general parameters the functions are defined by the
following data types:
<div class="defun">
— Data Type: <b>gsl_function</b><var><a name="index-gsl_005ffunction-2361"></a></var><br>
<blockquote><p>This data type defines a general function with parameters.
<dl>
<dt><code>double (* function) (double </code><var>x</var><code>, void * </code><var>params</var><code>)</code><dd>this function should return the value
<!-- {$f(x,\hbox{\it params})$} -->
f(x,params) for argument <var>x</var> and parameters <var>params</var>
<br><dt><code>void * params</code><dd>a pointer to the parameters of the function
</dl>
</p></blockquote></div>
<p>Here is an example for the general quadratic function,
<pre class="example"> f(x) = a x^2 + b x + c
</pre>
<p class="noindent">with a = 3, b = 2, c = 1. The following code
defines a <code>gsl_function</code> <code>F</code> which you could pass to a root
finder:
<pre class="example"> struct my_f_params { double a; double b; double c; };
double
my_f (double x, void * p) {
struct my_f_params * params
= (struct my_f_params *)p;
double a = (params->a);
double b = (params->b);
double c = (params->c);
return (a * x + b) * x + c;
}
gsl_function F;
struct my_f_params params = { 3.0, 2.0, 1.0 };
F.function = &my_f;
F.params = &params;
</pre>
<p class="noindent">The function f(x) can be evaluated using the following macro,
<pre class="example"> #define GSL_FN_EVAL(F,x)
(*((F)->function))(x,(F)->params)
</pre>
<div class="defun">
— Data Type: <b>gsl_function_fdf</b><var><a name="index-gsl_005ffunction_005ffdf-2362"></a></var><br>
<blockquote><p>This data type defines a general function with parameters and its first
derivative.
<dl>
<dt><code>double (* f) (double </code><var>x</var><code>, void * </code><var>params</var><code>)</code><dd>this function should return the value of
<!-- {$f(x,\hbox{\it params})$} -->
f(x,params) for argument <var>x</var> and parameters <var>params</var>
<br><dt><code>double (* df) (double </code><var>x</var><code>, void * </code><var>params</var><code>)</code><dd>this function should return the value of the derivative of <var>f</var> with
respect to <var>x</var>,
<!-- {$f'(x,\hbox{\it params})$} -->
f'(x,params), for argument <var>x</var> and parameters <var>params</var>
<br><dt><code>void (* fdf) (double </code><var>x</var><code>, void * </code><var>params</var><code>, double * </code><var>f</var><code>, double * </code><var>df</var><code>)</code><dd>this function should set the values of the function <var>f</var> to
<!-- {$f(x,\hbox{\it params})$} -->
f(x,params)
and its derivative <var>df</var> to
<!-- {$f'(x,\hbox{\it params})$} -->
f'(x,params)
for argument <var>x</var> and parameters <var>params</var>. This function
provides an optimization of the separate functions for f(x) and
f'(x)—it is always faster to compute the function and its
derivative at the same time.
<br><dt><code>void * params</code><dd>a pointer to the parameters of the function
</dl>
</p></blockquote></div>
<p>Here is an example where
<!-- {$f(x) = \exp(2x)$} -->
f(x) = 2\exp(2x):
<pre class="example"> double
my_f (double x, void * params)
{
return exp (2 * x);
}
double
my_df (double x, void * params)
{
return 2 * exp (2 * x);
}
void
my_fdf (double x, void * params,
double * f, double * df)
{
double t = exp (2 * x);
*f = t;
*df = 2 * t; /* uses existing value */
}
gsl_function_fdf FDF;
FDF.f = &my_f;
FDF.df = &my_df;
FDF.fdf = &my_fdf;
FDF.params = 0;
</pre>
<p class="noindent">The function f(x) can be evaluated using the following macro,
<pre class="example"> #define GSL_FN_FDF_EVAL_F(FDF,x)
(*((FDF)->f))(x,(FDF)->params)
</pre>
<p class="noindent">The derivative f'(x) can be evaluated using the following macro,
<pre class="example"> #define GSL_FN_FDF_EVAL_DF(FDF,x)
(*((FDF)->df))(x,(FDF)->params)
</pre>
<p class="noindent">and both the function y = f(x) and its derivative dy = f'(x)
can be evaluated at the same time using the following macro,
<pre class="example"> #define GSL_FN_FDF_EVAL_F_DF(FDF,x,y,dy)
(*((FDF)->fdf))(x,(FDF)->params,(y),(dy))
</pre>
<p class="noindent">The macro stores f(x) in its <var>y</var> argument and f'(x) in
its <var>dy</var> argument—both of these should be pointers to
<code>double</code>.
<hr>The GNU Scientific Library - a free numerical library licensed under the GNU GPL<br>Back to the <a href="/software/gsl/">GNU Scientific Library Homepage</a></body></html>
|