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Multi-dimensional root finding
- To: gsl-discuss at sources dot redhat dot com
- Subject: Multi-dimensional root finding
- From: Andrew W Steiner <asteiner at tonic dot physics dot sunysb dot edu>
- Date: Wed, 15 Aug 2001 00:08:27 -0400 (EDT)
Hello !
The equations that I need to solve often have regions where the
functions are not well defined. For this reason, it is natural to want a
root-finding algorithm to have some sort of prescription to deal with an
attempted step which takes the input vector outside the function's domain.
I was attempting to implement such a prescription using the gsl
code, but I have run into a problem. Since the solver retains only the
best guess at present and not the last attempted step, it is difficult for
me to recover from a GSL_EBADFUNC error. When I do know the last attempted
step, I often try to cut it in half to see if the smaller step will remain
in the domain. (This particular prescription is probably naive, but
sufficient for the kinds of functions that I work with.)
I could place a gsl_vector inside the function parameters so that
I could store the last attempt, but that seems like a rather ugly.
One way out of this would be to ensure that the solver retained a
copy of the last attempted step. Do you think that this might be
justified?
Thanks,
Andrew W. Steiner
Nuclear Theory Group
Department of Physics and Astronomy
State University of New York at Stony Brook
http://tonic.physics.sunysb.edu/~asteiner