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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 3 of the License, or (at your |
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10 option) any 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, see |
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19 <http://www.gnu.org/licenses/>. |
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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 #include <sstream> |
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32 |
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33 #include "NLEqn.h" |
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34 |
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35 #include "defun-dld.h" |
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36 #include "error.h" |
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37 #include "gripes.h" |
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38 #include "oct-obj.h" |
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39 #include "ov-fcn.h" |
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40 #include "ov-cell.h" |
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41 #include "pager.h" |
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42 #include "unwind-prot.h" |
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43 #include "utils.h" |
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44 #include "variables.h" |
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45 |
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46 #include "NLEqn-opts.cc" |
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47 |
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48 // Global pointer for user defined function required by hybrd1. |
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49 static octave_function *fsolve_fcn; |
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50 |
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51 // Global pointer for optional user defined jacobian function. |
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52 static octave_function *fsolve_jac; |
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53 |
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54 // Have we warned about imaginary values returned from user function? |
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55 static bool warned_fcn_imaginary = false; |
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56 static bool warned_jac_imaginary = false; |
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57 |
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58 // Is this a recursive call? |
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59 static int call_depth = 0; |
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60 |
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61 octave_idx_type |
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62 hybrd_info_to_fsolve_info (octave_idx_type info) |
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63 { |
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64 switch (info) |
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65 { |
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66 case -1: |
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67 info = -2; |
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68 break; |
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69 |
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70 case 0: |
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71 info = -1; |
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72 break; |
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73 |
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74 case 1: |
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75 break; |
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76 |
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77 case 2: |
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78 info = 4; |
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79 break; |
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80 |
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81 case 3: |
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82 case 4: |
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83 case 5: |
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84 info = 3; |
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85 break; |
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86 |
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87 default: |
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88 { |
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89 std::ostringstream buf; |
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90 buf << "fsolve: unrecognized value of INFO from MINPACK (= " |
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91 << info << ")"; |
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92 std::string msg = buf.str (); |
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93 warning (msg.c_str ()); |
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94 } |
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95 break; |
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96 } |
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97 |
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98 return info; |
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99 } |
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100 |
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101 ColumnVector |
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102 fsolve_user_function (const ColumnVector& x) |
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103 { |
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104 ColumnVector retval; |
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105 |
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106 octave_idx_type n = x.length (); |
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107 |
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108 octave_value_list args; |
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109 args.resize (1); |
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110 |
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111 if (n > 1) |
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112 { |
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113 Matrix m (n, 1); |
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114 for (octave_idx_type i = 0; i < n; i++) |
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115 m (i, 0) = x (i); |
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116 octave_value vars (m); |
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117 args(0) = vars; |
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118 } |
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119 else |
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120 { |
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121 double d = x (0); |
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122 octave_value vars (d); |
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123 args(0) = vars; |
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124 } |
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125 |
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126 if (fsolve_fcn) |
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127 { |
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128 octave_value_list tmp = fsolve_fcn->do_multi_index_op (1, args); |
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129 |
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130 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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131 { |
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132 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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133 { |
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134 warning ("fsolve: ignoring imaginary part returned from user-supplied function"); |
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135 warned_fcn_imaginary = true; |
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136 } |
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137 |
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138 retval = ColumnVector (tmp(0).vector_value ()); |
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139 |
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140 if (error_state || retval.length () <= 0) |
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141 gripe_user_supplied_eval ("fsolve"); |
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142 } |
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143 else |
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144 gripe_user_supplied_eval ("fsolve"); |
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145 } |
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146 |
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147 return retval; |
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148 } |
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149 |
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150 Matrix |
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151 fsolve_user_jacobian (const ColumnVector& x) |
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152 { |
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153 Matrix retval; |
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154 |
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155 octave_idx_type n = x.length (); |
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156 |
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157 octave_value_list args; |
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158 args.resize (1); |
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159 |
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160 if (n > 1) |
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161 { |
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162 Matrix m (n, 1); |
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163 for (octave_idx_type i = 0; i < n; i++) |
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164 m(i,0) = x(i); |
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165 octave_value vars (m); |
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166 args(0) = vars; |
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167 } |
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168 else |
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169 { |
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170 double d = x(0); |
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171 octave_value vars (d); |
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172 args(0) = vars; |
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173 } |
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174 |
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175 if (fsolve_fcn) |
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176 { |
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177 octave_value_list tmp = fsolve_jac->do_multi_index_op (1, args); |
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178 |
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179 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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180 { |
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181 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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182 { |
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183 warning ("fsolve: ignoring imaginary part returned from user-supplied jacobian function"); |
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184 warned_fcn_imaginary = true; |
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185 } |
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186 |
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187 retval = tmp(0).matrix_value (); |
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188 |
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189 if (error_state || retval.length () <= 0) |
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190 gripe_user_supplied_eval ("fsolve"); |
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191 } |
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192 else |
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193 gripe_user_supplied_eval ("fsolve"); |
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194 } |
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195 |
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196 return retval; |
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197 } |
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198 |
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199 #define FSOLVE_ABORT() \ |
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200 do \ |
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201 { \ |
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202 unwind_protect::run_frame ("Ffsolve"); \ |
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203 return retval; \ |
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204 } \ |
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205 while (0) |
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206 |
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207 #define FSOLVE_ABORT1(msg) \ |
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208 do \ |
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209 { \ |
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210 ::error ("fsolve: " msg); \ |
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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 #define FSOLVE_ABORT2(fmt, arg) \ |
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216 do \ |
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217 { \ |
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218 ::error ("fsolve: " fmt, arg); \ |
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219 FSOLVE_ABORT (); \ |
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220 } \ |
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221 while (0) |
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222 |
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223 DEFUN_DLD (fsolve, args, nargout, |
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224 "-*- texinfo -*-\n\ |
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225 @deftypefn {Loadable Function} {[@var{x}, @var{info}, @var{msg}] =} fsolve (@var{fcn}, @var{x0})\n\ |
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226 Given @var{fcn}, the name of a function of the form @code{f (@var{x})}\n\ |
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227 and an initial starting point @var{x0}, @code{fsolve} solves the set of\n\ |
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228 equations such that @code{f(@var{x}) == 0}.\n\ |
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229 \n\ |
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230 If @var{fcn} is a two-element string array, or a two element cell array\n\ |
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231 containing either the function name or inline or function handle. The\n\ |
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232 first element names the function @math{f} described above, and the second\n\ |
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233 element names a function of the form @code{j (@var{x})} to compute the\n\ |
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234 Jacobian matrix with elements\n\ |
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235 @tex\n\ |
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236 $$ J = {\\partial f_i \\over \\partial x_j} $$\n\ |
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237 @end tex\n\ |
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238 @ifinfo\n\ |
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239 \n\ |
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240 @example\n\ |
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241 df_i\n\ |
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242 jac(i,j) = ----\n\ |
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243 dx_j\n\ |
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244 @end example\n\ |
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245 @end ifinfo\n\ |
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246 \n\ |
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247 You can use the function @code{fsolve_options} to set optional\n\ |
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248 parameters for @code{fsolve}.\n\ |
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249 @end deftypefn") |
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250 { |
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251 octave_value_list retval; |
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252 |
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253 warned_fcn_imaginary = false; |
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254 warned_jac_imaginary = false; |
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255 |
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256 unwind_protect::begin_frame ("Ffsolve"); |
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257 |
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258 unwind_protect_int (call_depth); |
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259 call_depth++; |
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260 |
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261 if (call_depth > 1) |
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262 FSOLVE_ABORT1 ("invalid recursive call"); |
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263 |
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264 int nargin = args.length (); |
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265 |
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266 if (nargin == 2 && nargout < 4) |
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267 { |
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268 std::string fcn_name, fname, jac_name, jname; |
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269 fsolve_fcn = 0; |
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270 fsolve_jac = 0; |
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271 |
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272 octave_value f_arg = args(0); |
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273 |
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274 if (f_arg.is_cell ()) |
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275 { |
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276 Cell c = f_arg.cell_value (); |
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277 if (c.length() == 1) |
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278 f_arg = c(0); |
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279 else if (c.length() == 2) |
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280 { |
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281 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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282 fsolve_fcn = c(0).function_value (); |
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283 else |
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284 { |
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285 fcn_name = unique_symbol_name ("__fsolve_fcn__"); |
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286 fname = "function y = "; |
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287 fname.append (fcn_name); |
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288 fname.append (" (x) y = "); |
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289 fsolve_fcn = extract_function |
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290 (c(0), "fsolve", fcn_name, fname, "; endfunction"); |
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291 } |
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292 |
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293 if (fsolve_fcn) |
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294 { |
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295 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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296 fsolve_jac = c(1).function_value (); |
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297 else |
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298 { |
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299 jac_name = unique_symbol_name ("__fsolve_jac__"); |
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300 jname = "function y = "; |
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301 jname.append (jac_name); |
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302 jname.append (" (x) jac = "); |
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303 fsolve_jac = extract_function |
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304 (c(1), "fsolve", jac_name, jname, "; endfunction"); |
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305 |
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306 if (!fsolve_jac) |
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307 { |
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308 if (fcn_name.length()) |
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309 clear_function (fcn_name); |
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310 fsolve_fcn = 0; |
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311 } |
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312 } |
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313 } |
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314 } |
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315 else |
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316 FSOLVE_ABORT1 ("incorrect number of elements in cell array"); |
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317 } |
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318 |
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319 if (!fsolve_fcn && ! f_arg.is_cell()) |
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320 { |
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321 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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322 fsolve_fcn = f_arg.function_value (); |
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323 else |
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324 { |
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325 switch (f_arg.rows ()) |
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326 { |
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327 case 1: |
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328 do |
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329 { |
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330 fcn_name = unique_symbol_name ("__fsolve_fcn__"); |
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331 fname = "function y = "; |
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332 fname.append (fcn_name); |
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333 fname.append (" (x) y = "); |
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334 fsolve_fcn = extract_function |
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335 (f_arg, "fsolve", fcn_name, fname, "; endfunction"); |
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336 } |
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337 while (0); |
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338 break; |
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339 |
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340 case 2: |
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341 { |
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342 string_vector tmp = f_arg.all_strings (); |
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343 |
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344 if (! error_state) |
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345 { |
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346 fcn_name = unique_symbol_name ("__fsolve_fcn__"); |
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347 fname = "function y = "; |
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348 fname.append (fcn_name); |
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349 fname.append (" (x) y = "); |
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350 fsolve_fcn = extract_function |
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351 (tmp(0), "fsolve", fcn_name, fname, "; endfunction"); |
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352 |
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353 if (fsolve_fcn) |
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354 { |
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355 jac_name = unique_symbol_name ("__fsolve_jac__"); |
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356 jname = "function y = "; |
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357 jname.append (jac_name); |
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358 jname.append (" (x) jac = "); |
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359 fsolve_jac = extract_function |
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360 (tmp(1), "fsolve", jac_name, jname, |
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361 "; endfunction"); |
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362 |
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363 if (!fsolve_jac) |
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364 { |
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365 if (fcn_name.length()) |
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366 clear_function (fcn_name); |
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367 fsolve_fcn = 0; |
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368 } |
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369 } |
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370 } |
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371 } |
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372 } |
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373 } |
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374 } |
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375 |
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376 if (error_state || ! fsolve_fcn) |
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377 FSOLVE_ABORT (); |
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378 |
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379 ColumnVector x (args(1).vector_value ()); |
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380 |
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381 if (error_state) |
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382 FSOLVE_ABORT1 ("expecting vector as second argument"); |
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383 |
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384 if (nargin > 3) |
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385 warning ("fsolve: ignoring extra arguments"); |
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386 |
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387 if (nargout > 3) |
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388 warning ("fsolve: can't compute path output yet"); |
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389 |
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390 NLFunc nleqn_fcn (fsolve_user_function); |
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391 if (fsolve_jac) |
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392 nleqn_fcn.set_jacobian_function (fsolve_user_jacobian); |
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393 |
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394 NLEqn nleqn (x, nleqn_fcn); |
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395 nleqn.set_options (fsolve_opts); |
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396 |
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397 octave_idx_type info; |
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398 ColumnVector soln = nleqn.solve (info); |
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399 |
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400 if (fcn_name.length()) |
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401 clear_function (fcn_name); |
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402 if (jac_name.length()) |
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403 clear_function (jac_name); |
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404 |
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405 if (! error_state) |
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406 { |
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407 std::string msg = nleqn.error_message (); |
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408 |
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409 retval(2) = msg; |
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410 retval(1) = static_cast<double> (hybrd_info_to_fsolve_info (info)); |
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411 |
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412 retval(0) = soln; |
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413 |
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414 if (! nleqn.solution_ok () && nargout < 2) |
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415 error ("fsolve: %s", msg.c_str ()); |
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416 } |
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417 } |
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418 else |
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419 print_usage (); |
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420 |
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421 unwind_protect::run_frame ("Ffsolve"); |
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422 |
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423 return retval; |
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424 } |
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425 |
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426 /* |
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427 ;;; Local Variables: *** |
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428 ;;; mode: C++ *** |
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429 ;;; End: *** |
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430 */ |
