GSL求根

demo_fn.h

#ifndef ___DEMO_FN_HHH_HH_H_
#define ___DEMO_FN_HHH_HH_H_

struct quadratic_params
  {
    double a, b, c;
  };

double quadratic (double x, void *params);
double quadratic_deriv (double x, void *params);
void quadratic_fdf (double x, void *params, 
                    double *y, double *dy);

#endif

demo_fn.c

#include "demo_fn.h"

double
quadratic (double x, void *params)
{
  struct quadratic_params *p 
    = (struct quadratic_params *) params;

  double a = p->a;
  double b = p->b;
  double c = p->c;

  return (a * x + b) * x + c;
}

double
quadratic_deriv (double x, void *params)
{
  struct quadratic_params *p 
    = (struct quadratic_params *) params;

  double a = p->a;
  double b = p->b;
  double c = p->c;

  return 2.0 * a * x + b;
}

void
quadratic_fdf (double x, void *params, 
               double *y, double *dy)
{
  struct quadratic_params *p 
    = (struct quadratic_params *) params;

  double a = p->a;
  double b = p->b;
  double c = p->c;

  *y = (a * x + b) * x + c;
  *dy = 2.0 * a * x + b;
}

main.c

#include <stdio.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_roots.h>

#include "demo_fn.h"
// #include "demo_fn.c"

#pragma comment(lib, "libgsl_d.lib")
#pragma comment(lib, "libgslcblas_d.lib")

int
main (void)
{
  int status;
  int iter = 0, max_iter = 100;
  const gsl_root_fsolver_type *T;
  gsl_root_fsolver *s;
  double r = 0, r_expected = sqrt (5.0);
  double x_lo = 0.0, x_hi = 5.0;
  gsl_function F;
  struct quadratic_params params = {1.0, 0.0, -5.0};

  F.function = &quadratic;
  F.params = ¶ms;

  T = gsl_root_fsolver_brent;
  s = gsl_root_fsolver_alloc (T);
  gsl_root_fsolver_set (s, &F, x_lo, x_hi);

  printf ("using %s method\n", 
          gsl_root_fsolver_name (s));

  printf ("%5s [%9s, %9s] %9s %10s %9s\n",
          "iter", "lower", "upper", "root", 
          "err", "err(est)");

  do
    {
      iter++;
      status = gsl_root_fsolver_iterate (s);
      r = gsl_root_fsolver_root (s);
      x_lo = gsl_root_fsolver_x_lower (s);
      x_hi = gsl_root_fsolver_x_upper (s);
      status = gsl_root_test_interval (x_lo, x_hi,
                                       0, 0.001);

      if (status == GSL_SUCCESS)
        printf ("Converged:\n");

      printf ("%5d [%.7f, %.7f] %.7f %+.7f %.7f\n",
              iter, x_lo, x_hi,
              r, r - r_expected, 
              x_hi - x_lo);
    }
  while (status == GSL_CONTINUE && iter < max_iter);
  return status;
}