Source file multiroot.ml

(* gsl-ocaml - OCaml interface to GSL                       *)
(* Copyright (©) 2002-2012 - Olivier Andrieu                *)
(* Distributed under the terms of the GPL version 3         *)

let () = Error.init ()

open Fun
open Vector

module NoDeriv = struct
  type kind = HYBRIDS | HYBRID | DNEWTON | BROYDEN
  type t

  external _alloc : kind -> int -> t = "ml_gsl_multiroot_fsolver_alloc"
  external _free : t -> unit = "ml_gsl_multiroot_fsolver_free"

  external _set : t -> multi_fun -> vector -> unit
    = "ml_gsl_multiroot_fsolver_set"

  let make kind dim f x =
    let s = _alloc kind dim in
    Gc.finalise _free s;
    _set s f x;
    s

  external name : t -> string = "ml_gsl_multiroot_fsolver_name"
  external iterate : t -> unit = "ml_gsl_multiroot_fsolver_iterate"
  external root : t -> vector -> unit = "ml_gsl_multiroot_fsolver_root"

  external get_state : t -> ?x:vector -> ?f:vector -> ?dx:vector -> unit -> unit
    = "ml_gsl_multiroot_fsolver_get_state"

  external test_delta : t -> epsabs:float -> epsrel:float -> bool
    = "ml_gsl_multiroot_test_delta_f"

  external test_residual : t -> epsabs:float -> bool
    = "ml_gsl_multiroot_test_residual_f"
end

module Deriv = struct
  type kind = HYBRIDSJ | HYBRIDJ | NEWTON | GNEWTON
  type t

  external _alloc : kind -> int -> t = "ml_gsl_multiroot_fdfsolver_alloc"
  external _free : t -> unit = "ml_gsl_multiroot_fdfsolver_free"

  external _set : t -> multi_fun_fdf -> vector -> unit
    = "ml_gsl_multiroot_fdfsolver_set"

  let make kind dim f x =
    let s = _alloc kind dim in
    Gc.finalise _free s;
    _set s f x;
    s

  external name : t -> string = "ml_gsl_multiroot_fdfsolver_name"
  external root : t -> vector -> unit = "ml_gsl_multiroot_fdfsolver_root"
  external iterate : t -> unit = "ml_gsl_multiroot_fdfsolver_iterate"

  external get_state :
    t ->
    ?x:vector ->
    ?f:vector ->
    ?j:Matrix.matrix ->
    ?dx:vector ->
    unit ->
    unit
    = "ml_gsl_multiroot_fdfsolver_get_state_bc"
      "ml_gsl_multiroot_fdfsolver_get_state"

  external test_delta : t -> epsabs:float -> epsrel:float -> bool
    = "ml_gsl_multiroot_test_delta_fdf"

  external test_residual : t -> epsabs:float -> bool
    = "ml_gsl_multiroot_test_residual_fdf"
end