view src/DLD-FUNCTIONS/fsolve.cc @ 4776:adf8d68d7143 ss-2-1-54

[project @ 2004-02-16 20:32:20 by jwe]
author jwe
date Mon, 16 Feb 2004 20:32:20 +0000
parents c0121a3b9cbe
children 23b37da9fd5b
line wrap: on
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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\n\
jac(i,j) = ----\n\
           dx_j\n\
@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: ***
*/