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|
pp_bless('PDL::GSLMROOT');
pp_add_exported('','gslmroot_fsolver');
pp_addhdr('
#include <math.h>
#include "FUNC.c"
');
pp_addpm('
sub gslmroot_fsolver{
my ($x, $f_vect) = @_;
my $opt;
if (ref($_[$#_]) eq \'HASH\'){ $opt = pop @_; }
else{ $opt = {Method => 0, EpsAbs => 1e-3}; }
if( (ref($x) ne \'PDL\')){
barf("Have to pass piddle as first argument to fsolver\n");
}
my $res = $x->copy;
fsolver_meat($res, $$opt{\'EpsAbs\'}, $$opt{\'Method\'}, $f_vect);
return $res;
}
');
pp_def('fsolver_meat',
Pars => 'double xfree(n); double epsabs(); int method();',
OtherPars => 'SV* funcion1;',
Docs => undef,
Code =>'
ext_funname1 = $COMP(funcion1);
ene = $SIZE(n);
fsolver($P(xfree), $SIZE(n), $epsabs(), $method());
');
pp_addpm({At=>Top},<<'EOD');
=head1 NAME
PDL::GSL::MROOT - PDL interface to multidimensional root-finding routines in GSL
=head1 DESCRIPTION
This is an interface to the multidimensional root-finding package present in the
GNU Scientific Library.
At the moment there is a single function B<gslmroot_fsolver> which provides an interface
to the algorithms in the GSL library that do not use derivatives.
=head1 SYNOPSIS
use PDL;
use PDL::GSL::MROOT;
my $init = pdl (-10.00, -5.0);
my $epsabs = 1e-7;
$res = gslmroot_fsolver($init, \&rosenbrock,
{Method => 0, EpsAbs => $epsabs});
sub rosenbrock{
my ($x) = @_;
my $a = 1;
my $b = 10;
my $y = zeroes($x);
my $y0 = $y->slice(0);
$y0 .= $a * (1 - $x->slice(0));
my $y1 = $y->slice(1);
$y1 .= $b * ($x->slice(1) - $x->slice(0)**2);
return $y;
}
=head1 FUNCTIONS
=head2 gslmroot_fsolver -- Multidimensional root finder without using derivatives
This function provides an interface to the multidimensional root finding algorithms
in the GSL library. It takes a minimum of two argumennts: a piddle $init with an
initial guess for the roots of the system and a reference to a function. The latter
function must return a piddle whose i-th element is the i-th equation evaluated at
the vector x (a piddle which is the sole input to this function). See the example in
the Synopsis above for an illustration. The function returns a piddle with the roots
for the system of equations.
Two optional arguments can be specified as shown below. One is B<Method>, which can
take the values 0,1,2,3. They correspond to the 'hybrids', 'hybrid', 'dnewton' and
'broyden' algorithms respectively (see GSL documentation for details). The other
optional argument is B<Epsabs>, which sets the absolute accuracy to which the roots
of the system of equations are required. The default value for Method is 0 ('hybrids'
algorithm) and the default for Epsabs is 1e-3.
=for usage
Usage:
$res = gslmroot_fsolver($init, $function_ref,
[{Method => $method, Epsabs => $epsabs}]);
=for ref
=head1 SEE ALSO
L<PDL>
The GSL documentation is online at
http://sources.redhat.com/gsl/ref/gsl-ref_toc.html
=head1 AUTHOR
This file copyright (C) 2006 Andres Jordan <ajordan@eso.org>
and Simon Casassus <simon@das.uchile.cl>
All rights reserved. There is no warranty. You are allowed to redistribute this
software/documentation under certain conditions. For details, see the file
COPYING in the PDL distribution. If this file is separated from the
PDL distribution, the copyright notice should be included in the file.
=cut
EOD
pp_done();
|
