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foucault |
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//---------------------------------------------------------------------------
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#ifndef ot_root_findH
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#define ot_root_findH
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//---------------------------------------------------------------------------
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#include <math.h>
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#include <stdio.h>
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#ifdef WINDOWS_VERSION
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#ifdef BUILT_DLL_OUTIL
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#define DLLPORTOUTIL __declspec(dllexport)
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#else
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#define DLLPORTOUTIL __declspec(dllimport)
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#endif
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#else
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#define DLLPORTOUTIL
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#endif
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class DLLPORTOUTIL OT_ROOT_FIND_1D { |
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public: |
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typedef double (*Function)(double,void*); |
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/** ZeroBracOut (fn, x1, x2) |
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given a function fn and an initial guessed range [x1, x2], this routine |
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expands the range geometrically until a root is bracketed by x1 & x2, in |
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which case it returns 1, or the range becomes too large, returning 0 */ |
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static unsigned ZeroBracOut (Function fn, double &x1, double &x2, void* pvData = 0); |
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static unsigned ZeroBracOut (Function fn, double xStart, double xEnd, double &x1, double &x2, void* pvData); |
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/** ZeroBracIn (fn, x1, x2, n, xb1, xb2, nb) |
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given a function fn defined on [x1, x2], subdivide the interval into n |
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equally spaced segments & search for zero crossings of the function. nb is |
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input as the maximum number of roots sought. output is the number of |
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bracketing pairs xb1[], xb2[] that are found. */ |
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static unsigned ZeroBracIn (Function fn, const double &x1, const double &x2, |
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unsigned n, double xb1[], double xb2[], unsigned nb, void* pvData = 0); |
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/** RootBisect (fn, x1, x2, xacc) |
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using bisection, find the root of fn known to lie between x1 and x2. the |
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returned root will be refined until its accuracy is +/- xacc. */ |
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static double RootBisect (Function fn, const double &x1, const double &x2, const double &xacc, void* pvData = 0); |
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/** RootFlsPos (fn, x1, x2, xacc) |
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using the false position method, find the root of fn in [x1, x2] to an |
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accuracy of +/-xacc. */ |
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static double RootFlsPos (Function fn, const double &x1, const double &x2, |
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const double &xacc, void* pvData = 0); |
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/* RootNewton (fn, df, x1, x2, xacc) |
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using the newton-raphson method, find the root of fn in [x1, x2] to an |
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accuracy +/-xacc. df gives the 1st derivative of fn. */ |
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static double RootNewton (Function fn, Function df, |
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const double &x1, const double &x2, const double &xacc, void* pvData = 0); |
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/* RootSafe (fn, df, x1, x2, xacc) |
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using a combination of newton-raphson and bisection, find the root of fn |
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in [x1, x2] to an accuracy +/-xacc. df gives the 1st derivative of fn. */ |
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static double RootSafe (Function fn, Function df, |
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const double &x1, const double &x2, const double &xacc, void* pvData = 0); |
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};
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#endif
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