hmatrix-0.15.2.1: Linear algebra and numerical computation

Portability uses ffi provisional Alberto Ruiz (aruiz at um dot es) None

Numeric.GSL.Root

Description

Multidimensional root finding.

The example in the GSL manual:

```import Numeric.GSL
import Numeric.LinearAlgebra(format)
import Text.Printf(printf)

rosenbrock a b [x,y] = [ a*(1-x), b*(y-x^2) ]

disp = putStrLn . format "  " (printf "%.3f")

main = do
let (sol,path) = root Hybrids 1E-7 30 (rosenbrock 1 10) [-10,-5]
print sol
disp path

> main
[1.0,1.0]
0.000  -10.000  -5.000  11.000  -1050.000
1.000   -3.976  24.827   4.976     90.203
2.000   -3.976  24.827   4.976     90.203
3.000   -3.976  24.827   4.976     90.203
4.000   -1.274  -5.680   2.274    -73.018
5.000   -1.274  -5.680   2.274    -73.018
6.000    0.249   0.298   0.751      2.359
7.000    0.249   0.298   0.751      2.359
8.000    1.000   0.878  -0.000     -1.218
9.000    1.000   0.989  -0.000     -0.108
10.000    1.000   1.000   0.000      0.000
```

Synopsis

# Documentation

Constructors

 Bisection FalsePos Brent

Constructors

 UNewton Secant Steffenson

Arguments

 :: RootMethod -> Double maximum residual -> Int maximum number of iterations allowed -> ([Double] -> [Double]) function to minimize -> [Double] starting point -> ([Double], Matrix Double) solution vector and optimization path

Nonlinear multidimensional root finding using algorithms that do not require any derivative information to be supplied by the user. Any derivatives needed are approximated by finite differences.

data RootMethod Source

Constructors

 Hybrids Hybrid DNewton Broyden

Instances

 Bounded RootMethod Enum RootMethod Eq RootMethod Show RootMethod

Arguments

 :: RootMethodJ -> Double maximum residual -> Int maximum number of iterations allowed -> ([Double] -> [Double]) function to minimize -> ([Double] -> [[Double]]) Jacobian -> [Double] starting point -> ([Double], Matrix Double) solution vector and optimization path

Nonlinear multidimensional root finding using both the function and its derivatives.

Constructors

 HybridsJ HybridJ Newton GNewton

Instances

 Bounded RootMethodJ Enum RootMethodJ Eq RootMethodJ Show RootMethodJ