# include # include # include # include using namespace std; # include "zero_rc.hpp" //****************************************************************************80 void zero_rc ( double a, double b, double t, double &arg, int &status, double value ) //****************************************************************************80 // // Purpose: // // zero_rc() seeks a root of a function F(X) using reverse communication. // // Discussion: // // The interval [A,B] must be a change of sign interval for F. // That is, F(A) and F(B) must be of opposite signs. Then // assuming that F is continuous implies the existence of at least // one value C between A and B for which F(C) = 0. // // The location of the zero is determined to within an accuracy // of 4 * EPSILON * abs ( C ) + 2 * T. // // The routine is a revised version of the Brent zero finder // algorithm, using reverse communication. // // Thanks to Thomas Secretin for pointing out a transcription error in the // setting of the value of P, 11 February 2013. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 13 July 2021 // // Author: // // John Burkardt // // Reference: // // Richard Brent, // Algorithms for Minimization Without Derivatives, // Dover, 2002, // ISBN: 0-486-41998-3, // LC: QA402.5.B74. // // Input: // // double A, B, the endpoints of the change of sign interval. // // double T, a positive error tolerance. // // int &STATUS, used to communicate between the user and the routine. // The user only sets STATUS to zero on the first call, to indicate // that this is a startup call. // // double VALUE, the function value at ARG, as requested // by the routine on the previous call. No value needs to be input // on the first call. // // Output: // // double &ARG, the currently considered point. For the next call, // the user is requested to evaluate the function at ARG, and return // the value in VALUE. On return with STATUS zero, ARG is the routine's // estimate for the function's zero. // // int &STATUS, used to communicate between the user and the routine. // The routine returns STATUS positive to request that the function be // evaluated at ARG, or returns STATUS as 0, to indicate that the // iteration is complete and that ARG is the estimated zero // { static double c; static double d; static double e; static double fa; static double fb; static double fc; double m; double p; double q; double r; double s; static double sa; static double sb; double tol; // // Input STATUS = 0. // Initialize, request F(A). // if ( status == 0 ) { sa = a; sb = b; e = sb - sa; d = e; status = 1; arg = a; return; } // // Input STATUS = 1. // Receive F(A), request F(B). // else if ( status == 1 ) { fa = value; status = 2; arg = sb; return; } // // Input STATUS = 2 // Receive F(B). // else if ( status == 2 ) { fb = value; if ( 0.0 < fa * fb ) { status = -1; return; } c = sa; fc = fa; } else { fb = value; if ( ( 0.0 < fb && 0.0 < fc ) || ( fb <= 0.0 && fc <= 0.0 ) ) { c = sa; fc = fa; e = sb - sa; d = e; } } // // Compute the next point at which a function value is requested. // if ( fabs ( fc ) < fabs ( fb ) ) { sa = sb; sb = c; c = sa; fa = fb; fb = fc; fc = fa; } tol = 2.0 * DBL_EPSILON * fabs ( sb ) + t; m = 0.5 * ( c - sb ); if ( fabs ( m ) <= tol || fb == 0.0 ) { status = 0; arg = sb; return; } if ( fabs ( e ) < tol || fabs ( fa ) <= fabs ( fb ) ) { e = m; d = e; } else { s = fb / fa; if ( sa == c ) { p = 2.0 * m * s; q = 1.0 - s; } else { q = fa / fc; r = fb / fc; p = s * ( 2.0 * m * q * ( q - r ) - ( sb - sa ) * ( r - 1.0 ) ); q = ( q - 1.0 ) * ( r - 1.0 ) * ( s - 1.0 ); } if ( 0.0 < p ) { q = - q; } else { p = - p; } s = e; e = d; if ( 2.0 * p < 3.0 * m * q - fabs ( tol * q ) && p < fabs ( 0.5 * s * q ) ) { d = p / q; } else { e = m; d = e; } } sa = sb; fa = fb; if ( tol < fabs ( d ) ) { sb = sb + d; } else if ( 0.0 < m ) { sb = sb + tol; } else { sb = sb - tol; } arg = sb; status = status + 1; return; }