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#ifndef DNSQ_H
#define DNSQ_H
/* dnsq non-linear equation solver public interface definition */
/*
* This concatenation Copyright 1998 Graeme W. Gill
* All rights reserved.
*
* This material is licenced under the GNU AFFERO GENERAL PUBLIC LICENSE Version 3 :-
* see the License.txt file for licencing details.
*/
#ifdef __cplusplus
extern "C" {
#endif
/*
return values from dnsq() and dnsqe():
0 Improper input parameters.
1 Relative error between two consecutive iterates is at
most XTOL. Normal sucess return value.
2 Number of calls to FCN has reached or exceeded MAXFEV.
3 XTOL is too small. No further improvement in the
approximate solution X is possible.
4 Iteration is not making good progress, as measured by
the improvement from the last five Jacobian evaluations.
5 Iteration is not making good progress, as measured
by the improvement from the last ten iterations.
Return value if no zero can be found from this starting
point.
*/
/* dnsq function */
int dnsq(
void *fdata, /* Opaque data pointer, passed to called functions */
int (*fcn)(void *fdata, int n, double *x, double *fvec, int iflag),
/* Pointer to function we are solving */
int (*jac)(void *fdata, int n, double *x, double *fvec, double **fjac),
/* Optional function to compute jacobian, NULL if not used */
double **sjac, /* Optional initial jacobian matrix/last jacobian matrix. NULL if not used.*/
int startsjac, /* Set to non-zero to use sjac as the initial jacobian */
int n, /* Number of functions and variables */
double x[], /* Initial solution estimate, RETURNs final solution */
double fvec[], /* Array that will be RETURNed with thefunction values at the solution */
double dtol, /* Desired tollerance of the solution */
double tol, /* Desired tollerance of root */
int maxfev, /* Set excessive Number of Function Evaluations */
int ml, /* number of subdiagonals within the band of the Jacobian matrix. */
int mu, /* number of superdiagonals within the band of the Jacobian matrix. */
double epsfcn, /* determines suitable step for forward-difference approximation */
double diag[], /* Optional scaling factors, use NULL for internal scaling */
double factor, /* Determines the initial step bound */
double maxstep, /* Determines the maximum subsequent step bound (0.0 for none) */
int nprint, /* Turn on debugging printouts from func() every nprint itterations */
int *nfev, /* RETURNs the number of calls to fcn() */
int *njev /* RETURNs the number of calls to jac() */
);
/* User supplied functions */
/* calculate the functions at x[] */
int dnsq_fcn( /* Return < 0 on abort */
void *fdata, /* Opaque data pointer */
int n, /* Dimenstionality */
double *x, /* Multivariate input values */
double *fvec, /* Multivariate output values */
int iflag /* Flag set to 0 to trigger debug output */
);
/* Calculate Jacobian at x[] */
int dnsq_jac( /* Return < 0 on abort */
void *fdata, /* Opaque data pointer */
int n, /* Dimensionality */
double *x, /* Point to caluculate Jacobian at (do not alter) */
double *fvec, /* Function values at x (do not alter) */
double **fjac /* Return n by n Jacobian in this array */
);
#define M_LARGE 1.79e+308
#define M_DIVER 2.22e-15 /* Machine precision (10 x IEEE double) */
#define M_SQRT_DIVER 4.71e-8 /* sqrt(M_DIVER) */
/* Simplified dnsq() */
int dnsqe(
void *fdata, /* Opaque pointer to pass to fcn() and jac() */
int (*fcn)(void *fdata, int n, double *x, double *fvec, int iflag),
/* Pointer to function we are solving */
int (*jac)(void *fdata, int n, double *x, double *fvec, double **fjac),
/* Optional function to compute jacobian, NULL if not used */
int n, /* Number of functions and variables */
double x[], /* Initial solution estimate, RETURNs final solution */
double ss, /* Initial search area */
double fvec[], /* Array that will be RETURNed with thefunction values at the solution */
double dtol, /* Desired tollerance of the solution */
double tol, /* Desired tollerance of root */
int maxfev, /* Maximum number of function calls. set to 0 for automatic */
int nprint /* Turn on debugging printouts from func() every nprint itterations */
);
#ifdef __cplusplus
}
#endif
#endif /* DNSQ_H */
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