// $Id: gsl_newt.cpp,v 1.15 2006-11-27 22:22:17 geuzaine Exp $ // // Copyright (C) 1997-2007 C. Geuzaine, J.-F. Remacle // // This program 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 of the License, or // (at your option) any later version. // // This program 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 this program; if not, write to the Free Software // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 // USA. // // Please report all bugs and problems to . // // Contributor(s): // Nicolas Tardieu // // This implements a Newton method using the GSL. #if defined(HAVE_GSL) #include "Gmsh.h" #include "Numeric.h" #include #include #include #include #define MAX_DIM_NEWT 10 #define MAXITER 10000 #define PREC 1.e-8 int nrdim; double nru[MAX_DIM_NEWT], nrv[MAX_DIM_NEWT]; static void (*nrfunc) (int n, double x[], double y[]); struct gsl_dummy{ int i; }; void convert_vector_from_gsl(const gsl_vector * gv, double *v) { int i, m; m = gv->size; for(i = 0; i < m; i++) { v[i + 1] = gsl_vector_get(gv, i); } } void convert_vector_to_gsl(double *v, int n, gsl_vector * gv) { int i; for(i = 0; i < n; i++) { gsl_vector_set(gv, i, v[i + 1]); } } int gslfunc(const gsl_vector * xx, void *params, gsl_vector * f) { convert_vector_from_gsl(xx, nru); (*nrfunc) (nrdim, nru, nrv); // Msg(INFO, "f(%lf,%lf) = %lf %lf\n",nru[1],nru[2],nrv[1],nrv[2]); convert_vector_to_gsl(nrv, nrdim, f); return GSL_SUCCESS; } // Warning: for compatibility with the old newt from NR, x[] and the // arguments of func() are indexed from 1 to n... void newt(double x[], int n, int *check, void (*func) (int, double[], double[])) { const gsl_multiroot_fsolver_type *T; gsl_multiroot_fsolver *s; int status; size_t iter = 0; struct gsl_dummy p = { 1 }; gsl_multiroot_function f = { &gslfunc, n, &p }; gsl_vector *xx = gsl_vector_alloc(n); if(n > MAX_DIM_NEWT - 1) Msg(FATAL, "Maximum Newton dimension exceeded\n"); nrdim = n; nrfunc = func; convert_vector_to_gsl(x, n, xx); T = gsl_multiroot_fsolver_hybrid; s = gsl_multiroot_fsolver_alloc(T, 2); gsl_multiroot_fsolver_set(s, &f, xx); do { iter++; status = gsl_multiroot_fsolver_iterate(s); // Msg(INFO, "status %d %d %d %lf %lf\n", // status,n,iter,gsl_vector_get(s->x,0),gsl_vector_get(s->x,1)); if(status) break; // solver problem status = gsl_multiroot_test_residual(s->f, n * PREC); } while(status == GSL_CONTINUE && iter < MAXITER); if(status == GSL_CONTINUE) { *check = 1; // problem !!! } else { // Msg(INFO, "status %d %d %d %lf %lf\n", // status,n,iter,gsl_vector_get(s->x,0),gsl_vector_get(s->x,1)); convert_vector_from_gsl(s->x, x); *check = 0; // converged } gsl_multiroot_fsolver_free(s); gsl_vector_free(xx); } #endif