71 lines
1.3 KiB
C++
71 lines
1.3 KiB
C++
#include <cmath>
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#include <limits>
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#include "nr.h"
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using namespace std;
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DP NR::zbrent(DP func(const DP), const DP x1, const DP x2, const DP tol)
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{
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const int ITMAX=100;
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const DP EPS=numeric_limits<DP>::epsilon();
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int iter;
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DP a=x1,b=x2,c=x2,d,e,min1,min2;
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DP fa=func(a),fb=func(b),fc,p,q,r,s,tol1,xm;
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if ((fa > 0.0 && fb > 0.0) || (fa < 0.0 && fb < 0.0))
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nrerror("Root must be bracketed in zbrent");
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fc=fb;
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for (iter=0;iter<ITMAX;iter++) {
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if ((fb > 0.0 && fc > 0.0) || (fb < 0.0 && fc < 0.0)) {
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c=a;
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fc=fa;
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e=d=b-a;
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}
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if (fabs(fc) < fabs(fb)) {
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a=b;
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b=c;
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c=a;
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fa=fb;
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fb=fc;
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fc=fa;
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}
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tol1=2.0*EPS*fabs(b)+0.5*tol;
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xm=0.5*(c-b);
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if (fabs(xm) <= tol1 || fb == 0.0) return b;
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if (fabs(e) >= tol1 && fabs(fa) > fabs(fb)) {
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s=fb/fa;
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if (a == c) {
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p=2.0*xm*s;
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q=1.0-s;
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} else {
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q=fa/fc;
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r=fb/fc;
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p=s*(2.0*xm*q*(q-r)-(b-a)*(r-1.0));
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q=(q-1.0)*(r-1.0)*(s-1.0);
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}
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if (p > 0.0) q = -q;
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p=fabs(p);
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min1=3.0*xm*q-fabs(tol1*q);
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min2=fabs(e*q);
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if (2.0*p < (min1 < min2 ? min1 : min2)) {
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e=d;
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d=p/q;
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} else {
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d=xm;
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e=d;
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}
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} else {
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d=xm;
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e=d;
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}
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a=b;
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fa=fb;
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if (fabs(d) > tol1)
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b += d;
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else
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b += SIGN(tol1,xm);
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fb=func(b);
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}
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nrerror("Maximum number of iterations exceeded in zbrent");
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return 0.0;
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}
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