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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include <string> |
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28 |
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29 #include <iomanip> |
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30 #include <iostream> |
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31 |
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32 #include "NLEqn.h" |
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33 |
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34 #include "defun-dld.h" |
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35 #include "error.h" |
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36 #include "gripes.h" |
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37 #include "oct-obj.h" |
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38 #include "ov-fcn.h" |
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39 #include "pager.h" |
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40 #include "unwind-prot.h" |
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41 #include "utils.h" |
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42 #include "variables.h" |
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43 |
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44 #include "NLEqn-opts.cc" |
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45 |
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46 // Global pointer for user defined function required by hybrd1. |
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47 static octave_function *fsolve_fcn; |
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48 |
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49 // Global pointer for optional user defined jacobian function. |
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50 static octave_function *fsolve_jac; |
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51 |
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52 // Have we warned about imaginary values returned from user function? |
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53 static bool warned_fcn_imaginary = false; |
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54 static bool warned_jac_imaginary = false; |
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55 |
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56 // Is this a recursive call? |
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57 static int call_depth = 0; |
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58 |
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59 octave_idx_type |
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60 hybrd_info_to_fsolve_info (octave_idx_type info) |
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61 { |
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62 switch (info) |
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63 { |
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64 case -1: |
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65 info = -2; |
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66 break; |
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67 |
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68 case 0: |
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69 info = -1; |
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70 break; |
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71 |
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72 case 1: |
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73 break; |
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74 |
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75 case 2: |
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76 info = 4; |
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77 break; |
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78 |
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79 case 3: |
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80 case 4: |
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81 case 5: |
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82 info = 3; |
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83 break; |
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84 |
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85 default: |
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86 panic_impossible (); |
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87 break; |
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88 } |
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89 |
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90 return info; |
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91 } |
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92 |
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93 ColumnVector |
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94 fsolve_user_function (const ColumnVector& x) |
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95 { |
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96 ColumnVector retval; |
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97 |
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98 octave_idx_type n = x.length (); |
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99 |
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100 octave_value_list args; |
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101 args.resize (1); |
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102 |
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103 if (n > 1) |
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104 { |
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105 Matrix m (n, 1); |
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106 for (octave_idx_type i = 0; i < n; i++) |
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107 m (i, 0) = x (i); |
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108 octave_value vars (m); |
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109 args(0) = vars; |
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110 } |
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111 else |
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112 { |
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113 double d = x (0); |
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114 octave_value vars (d); |
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115 args(0) = vars; |
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116 } |
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117 |
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118 if (fsolve_fcn) |
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119 { |
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120 octave_value_list tmp = fsolve_fcn->do_multi_index_op (1, args); |
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121 |
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122 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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123 { |
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124 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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125 { |
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126 warning ("fsolve: ignoring imaginary part returned from user-supplied function"); |
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127 warned_fcn_imaginary = true; |
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128 } |
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129 |
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130 retval = ColumnVector (tmp(0).vector_value ()); |
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131 |
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132 if (error_state || retval.length () <= 0) |
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133 gripe_user_supplied_eval ("fsolve"); |
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134 } |
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135 else |
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136 gripe_user_supplied_eval ("fsolve"); |
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137 } |
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138 |
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139 return retval; |
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140 } |
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141 |
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142 Matrix |
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143 fsolve_user_jacobian (const ColumnVector& x) |
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144 { |
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145 Matrix retval; |
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146 |
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147 octave_idx_type n = x.length (); |
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148 |
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149 octave_value_list args; |
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150 args.resize (1); |
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151 |
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152 if (n > 1) |
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153 { |
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154 Matrix m (n, 1); |
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155 for (octave_idx_type i = 0; i < n; i++) |
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156 m(i,0) = x(i); |
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157 octave_value vars (m); |
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158 args(0) = vars; |
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159 } |
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160 else |
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161 { |
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162 double d = x(0); |
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163 octave_value vars (d); |
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164 args(0) = vars; |
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165 } |
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166 |
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167 if (fsolve_fcn) |
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168 { |
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169 octave_value_list tmp = fsolve_jac->do_multi_index_op (1, args); |
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170 |
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171 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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172 { |
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173 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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174 { |
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175 warning ("fsolve: ignoring imaginary part returned from user-supplied jacobian function"); |
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176 warned_fcn_imaginary = true; |
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177 } |
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178 |
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179 retval = tmp(0).matrix_value (); |
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180 |
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181 if (error_state || retval.length () <= 0) |
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182 gripe_user_supplied_eval ("fsolve"); |
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183 } |
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184 else |
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185 gripe_user_supplied_eval ("fsolve"); |
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186 } |
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187 |
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188 return retval; |
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189 } |
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190 |
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191 #define FSOLVE_ABORT() \ |
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192 do \ |
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193 { \ |
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194 unwind_protect::run_frame ("Ffsolve"); \ |
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195 return retval; \ |
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196 } \ |
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197 while (0) |
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198 |
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199 #define FSOLVE_ABORT1(msg) \ |
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200 do \ |
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201 { \ |
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202 ::error ("fsolve: " msg); \ |
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203 FSOLVE_ABORT (); \ |
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204 } \ |
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205 while (0) |
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206 |
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207 #define FSOLVE_ABORT2(fmt, arg) \ |
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208 do \ |
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209 { \ |
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210 ::error ("fsolve: " fmt, arg); \ |
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211 FSOLVE_ABORT (); \ |
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212 } \ |
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213 while (0) |
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214 |
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215 DEFUN_DLD (fsolve, args, nargout, |
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216 "-*- texinfo -*-\n\ |
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217 @deftypefn {Loadable Function} {[@var{x}, @var{info}, @var{msg}] =} fsolve (@var{fcn}, @var{x0})\n\ |
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218 Given @var{fcn}, the name of a function of the form @code{f (@var{x})}\n\ |
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219 and an initial starting point @var{x0}, @code{fsolve} solves the set of\n\ |
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220 equations such that @code{f(@var{x}) == 0}.\n\ |
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221 \n\ |
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222 If @var{fcn} is a two-element string array, the first element names\n\ |
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223 the function @math{f} described above, and the second element names\n\ |
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224 a function of the form @code{j (@var{x})} to compute the Jacobian\n\ |
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225 matrix with elements\n\ |
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226 @tex\n\ |
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227 $$ J = {\\partial f_i \\over \\partial x_j} $$\n\ |
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228 @end tex\n\ |
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229 @ifinfo\n\ |
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230 \n\ |
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231 @example\n\ |
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232 df_i\n\ |
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233 jac(i,j) = ----\n\ |
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234 dx_j\n\ |
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235 @end example\n\ |
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236 @end ifinfo\n\ |
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237 \n\ |
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238 You can use the function @code{fsolve_options} to set optional\n\ |
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239 parameters for @code{fsolve}.\n\ |
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240 @end deftypefn") |
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241 { |
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242 octave_value_list retval; |
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243 |
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244 warned_fcn_imaginary = false; |
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245 warned_jac_imaginary = false; |
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246 |
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247 unwind_protect::begin_frame ("Ffsolve"); |
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248 |
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249 unwind_protect_int (call_depth); |
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250 call_depth++; |
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251 |
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252 if (call_depth > 1) |
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253 FSOLVE_ABORT1 ("invalid recursive call"); |
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254 |
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255 int nargin = args.length (); |
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256 |
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257 if (nargin == 2 && nargout < 4) |
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258 { |
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259 fsolve_fcn = 0; |
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260 fsolve_jac = 0; |
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261 |
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262 octave_value f_arg = args(0); |
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263 |
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264 switch (f_arg.rows ()) |
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265 { |
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266 case 1: |
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267 fsolve_fcn = extract_function |
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268 (f_arg, "fsolve", "__fsolve_fcn__", |
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269 "function y = __fsolve_fcn__ (x) y = ", |
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270 "; endfunction"); |
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271 break; |
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272 |
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273 case 2: |
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274 { |
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275 string_vector tmp = f_arg.all_strings (); |
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276 |
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277 if (! error_state) |
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278 { |
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279 fsolve_fcn = extract_function |
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280 (tmp(0), "fsolve", "__fsolve_fcn__", |
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281 "function y = __fsolve_fcn__ (x) y = ", |
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282 "; endfunction"); |
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283 |
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284 if (fsolve_fcn) |
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285 { |
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286 fsolve_jac = extract_function |
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287 (tmp(1), "fsolve", "__fsolve_jac__", |
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288 "function jac = __fsolve_jac__ (x) jac = ", |
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289 "; endfunction"); |
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290 |
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291 if (! fsolve_jac) |
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292 fsolve_fcn = 0; |
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293 } |
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294 } |
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295 } |
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296 } |
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297 |
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298 if (error_state || ! fsolve_fcn) |
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299 FSOLVE_ABORT (); |
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300 |
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301 ColumnVector x (args(1).vector_value ()); |
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302 |
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303 if (error_state) |
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304 FSOLVE_ABORT1 ("expecting vector as second argument"); |
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305 |
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306 if (nargin > 3) |
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307 warning ("fsolve: ignoring extra arguments"); |
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308 |
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309 if (nargout > 3) |
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310 warning ("fsolve: can't compute path output yet"); |
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311 |
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312 NLFunc nleqn_fcn (fsolve_user_function); |
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313 if (fsolve_jac) |
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314 nleqn_fcn.set_jacobian_function (fsolve_user_jacobian); |
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315 |
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316 NLEqn nleqn (x, nleqn_fcn); |
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317 nleqn.set_options (fsolve_opts); |
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318 |
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319 octave_idx_type info; |
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320 ColumnVector soln = nleqn.solve (info); |
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321 |
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322 if (! error_state) |
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323 { |
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324 std::string msg = nleqn.error_message (); |
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325 |
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326 retval(2) = msg; |
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327 retval(1) = static_cast<double> (hybrd_info_to_fsolve_info (info)); |
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328 |
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329 retval(0) = soln; |
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330 |
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331 if (! nleqn.solution_ok () && nargout < 2) |
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332 error ("fsolve: %s", msg.c_str ()); |
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333 } |
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334 } |
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335 else |
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336 print_usage ("fsolve"); |
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337 |
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338 unwind_protect::run_frame ("Ffsolve"); |
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339 |
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340 return retval; |
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341 } |
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342 |
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343 /* |
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344 ;;; Local Variables: *** |
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345 ;;; mode: C++ *** |
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346 ;;; End: *** |
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347 */ |
