GSLRootFinderDeriv.cxx

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// @(#)root/mathmore:$Id: GSLRootFinderDeriv.cxx 32583 2010-03-12 09:57:42Z moneta $
// Authors: L. Moneta, A. Zsenei   08/2005 

 /**********************************************************************
  *                                                                    *
  * Copyright (c) 2004 ROOT Foundation,  CERN/PH-SFT                   *
  *                                                                    *
  * This library 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     *
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  * This library 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.                           *
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  * to the Free Software Foundation, Inc., 59 Temple Place, Suite      *
  * 330, Boston, MA 02111-1307 USA, or contact the author.             *
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  **********************************************************************/

// Implementation file for class GSLRootFinderDeriv
// 
// Created by: moneta  at Sun Nov 21 16:26:03 2004
// 
// Last update: Sun Nov 21 16:26:03 2004
// 

#include "Math/IFunction.h"
#include "Math/Error.h"
#include "Math/GSLRootFinderDeriv.h"
#include "Math/GSLRootHelper.h"
#include "GSLRootFdFSolver.h"
#include "GSLFunctionWrapper.h"

#include "gsl/gsl_roots.h"
#include "gsl/gsl_errno.h"

#include <iostream>
#include <cmath>

namespace ROOT {
namespace Math {


GSLRootFinderDeriv::GSLRootFinderDeriv() : 
   fFunction(0), fS(0), 
   fRoot(0), fPrevRoot(0), 
   fIter(0), fStatus(-1), 
   fValidPoint(false)
{ 
   // create function wrapper
   fFunction = new GSLFunctionDerivWrapper(); 
}

GSLRootFinderDeriv::~GSLRootFinderDeriv() 
{
   // delete function wrapper
   if (fFunction) delete fFunction;
}

GSLRootFinderDeriv::GSLRootFinderDeriv(const GSLRootFinderDeriv &) : IRootFinderMethod()
{
}

GSLRootFinderDeriv & GSLRootFinderDeriv::operator = (const GSLRootFinderDeriv &rhs) 
{
   // private operator=
   if (this == &rhs) return *this;  // time saving self-test
   
   return *this;
}




bool GSLRootFinderDeriv::SetFunction(  GSLFuncPointer f, GSLFuncPointer df, GSLFdFPointer Fdf, void * p, double xstart) {
   fStatus = -1; 
   // set Function with signature as GSL
   fRoot = xstart;
   fFunction->SetFuncPointer( f ); 
   fFunction->SetDerivPointer( df ); 
   fFunction->SetFdfPointer( Fdf ); 
   fFunction->SetParams( p ); 
   int status = gsl_root_fdfsolver_set( fS->Solver(), fFunction->GetFunc(), fRoot); 
   if (status == GSL_SUCCESS)  
      fValidPoint = true; 
   else 
      fValidPoint = false; 

   return fValidPoint;

}

void GSLRootFinderDeriv::SetSolver(GSLRootFdFSolver * s ) {
   // set solver
   fS = s; 
}

void GSLRootFinderDeriv::FreeSolver( ) { 
   // free the gsl solver
   if (fS) delete fS; 
}

int GSLRootFinderDeriv::Iterate() { 
   // iterate........
   
   if (!fFunction->IsValid() ) {
      MATH_ERROR_MSG("GSLRootFinderDeriv::Iterate"," Function is not valid");
      return -1; 
   }
   if (!fValidPoint ) {
      MATH_ERROR_MSG("GSLRootFinderDeriv::Iterate"," Estimated point is not valid");
      return -2; 
   }

   
   int status = gsl_root_fdfsolver_iterate(fS->Solver()); 
   // update Root
   fPrevRoot = fRoot;
   fRoot =  gsl_root_fdfsolver_root(fS->Solver() ); 
   return status; 
}

double GSLRootFinderDeriv::Root() const {
   // return cached value
   return fRoot; 
}

const char * GSLRootFinderDeriv::Name() const {
   // get name from GSL
   return gsl_root_fdfsolver_name(fS->Solver() ); 
}

bool GSLRootFinderDeriv::Solve (int maxIter, double absTol, double relTol) 
{ 
   // solve for roots 
   fStatus = -1;
   int iter = 0; 
   int status = 0; 
   do { 
      iter++; 
      
      status = Iterate();
      if (status != GSL_SUCCESS) {
         MATH_ERROR_MSG("GSLRootFinderDeriv::Solve","error returned when performing an iteration");
         fStatus = status;
         return false; 
      } 
      status = GSLRootHelper::TestDelta(fRoot, fPrevRoot, absTol, relTol);
      if (status == GSL_SUCCESS) { 
         fIter = iter;
         fStatus = status;
         return true; 
      }
      
      //     std::cout << "iteration " << iter << " Root " << fRoot << " prev Root " << 
      //       fPrevRoot << std::endl;
   }
   while (status == GSL_CONTINUE && iter < maxIter); 

   if (status == GSL_CONTINUE) { 
      double tol = std::abs(fRoot-fPrevRoot);
      MATH_INFO_MSGVAL("GSLRootFinderDeriv::Solve","exceeded max iterations, reached tolerance is not sufficient",tol);
   }

   fStatus = status; 
   return false;
}


} // namespace Math
} // namespace ROOT

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