zeros_function

A pointer to an array containing the zeros of the function. The zeros are in increasing order. If fewer than the requested number of zeros were found, the final entries are set to NaN. To release this space, use imsl_free. If there is a fatal error, then NULL is returned.

Synopsis with Optional Arguments

#include <imsl.h>

float *imsl_f_zeros_function (float fcn(),

IMSL_NUM_ROOTS, int num_roots,

IMSL_FCN_W_DATA, float fcn(), void *data,

IMSL_NUM_ROOTS_FOUND, int *num_roots_found,

IMSL_N_EVALS, int *n_evals,

IMSL_BOUND, float a, float b,

IMSL_MAX_EVALS, int max_evals,

IMSL_XGUESS, float xguess[],

IMSL_ERR_ABS, float err_abs,

IMSL_ERR_X, float err_x,

IMSL_TOLERANCE_MULLER, float tolerance_muller,

IMSL_MIN_SEPARATION, float min_separation,

IMSL_XSCALE, float xscale,

IMSL_RETURN_USER, float x[],

Optional Arguments

IMSL_NUM_ROOTS, int num_roots (Input)
The number of zeros to be found.
Default: num_roots = 1.

IMSL_FCN_W_DATA, float fcn (float x, void *data), void *data (Input)
User supplied function to compute the value of the function of which the zeros will be found, which also accepts a pointer to data that is supplied by the user. See Passing Data to User-Supplied Functions in the introduction to this manual for more details.

Arguments

float x (Input)
The point at which the function is evaluated.

void *data (Input)
A pointer to the data to be passed to the user-supplied function.

Return Value
The computed function value at the point x.

IMSL_NUM_ROOTS_FOUND, int *num_roots_found (Output)
The number of zeros actually found.

IMSL_N_EVALS, int *n_evals (Output)
The actual number of function evaluations used.

IMSL_BOUND, float a, float b (Input)
The closed interval in which to search for the roots. The function must be defined for all values in this interval.
Default: The search for the roots is not bounded.

IMSL_MAX_EVALS, int max_evals (Input)
The maximum number of function evaluations allowed. Once this limit is reached, the roots found are returned.
Default: max_evals = 100

IMSL_XGUESS, float xguess[] (Input)
Array with num_roots components containing initial guesses for the zeros. If a bound on the zeros is also given, the guesses must satisfy the bound condition.

IMSL_ERR_ABS, float err_abs (Input)
A convergence criterion. A root is accepted if the absolute value of the function at the point is less than or equal to err_abs.
Default: err _abs= 100 ɛ, where ɛ is the machine precision.

IMSL_ERR_X, float err_x (Input)
A convergence criterion. A root is accepted if it is bracketed within an interval of length err_x.
Default: err_x = 100 ɛ / xscale, where ɛ is the machine precision.

IMSL_TOLERANCE_MULLER, float tolerance_muller (Input)
Müller’s method is started if, during refinement, a point is found for which the absolute value of the function is less than tolerance_muller and the point is not near an already discovered root. If tolerance_muller is less than or equal to zero Müller’s method is never used.
Default: tolerance_muller = ɛ / err_abs, where ɛ is the machine precision. With the default value of err_abs, this equals 0.01.

IMSL_MIN_SEPARATION, float min_separation (Input)
The minimum separation between accepted roots. If two points both satisfy the convergence criteria, but are within min_separation of each other, only one of the roots is accepted.
Default: min_separation = ɛ1/2/xscale, where ɛ is the machine precision.

IMSL_XSCALE, float xscale (Input)
The scaling in the x-coordinate. The absolute value of the roots divided by xscale should be about one.
Default: xscale = 1.0

IMSL_RETURN_USER, float x[] (Output)
Array with num_root components containing the computed zeros.

Description

The function imsl_f_zeros_function computes num_roots real zeros of a real, continuous, univariate function. The search for the zeros of the function can be limited to a specified interval, or extended over the entire real line. The code is generally more efficient if an interval is specified. The user supplied function must return valid results for all values in the specified interval. If no interval is given, the user-supplied function must return valid results for all real numbers.

The function has two convergence criteria. The first criterion accepts a root, x, if

where

= err_x.

The second criterion accepts a root if it is known to be inside of an interval of length at most err_abs.

A root is accepted if it satisfies either criteria and is not within min_separation of another accepted root.

If initial guesses for the roots are given, Müller’s method (Müller 1956) is used for each of these guesses. For each guess, the Müller iteration is stopped if the next step would be outside of the bound, if given. The iteration is also stopped if it cannot make further progress in finding a root.

If no guess for the zeros were given, or if Müller’s method with the guesses did not find the requested number of roots, a meta-algorithm, combining Müller’s and Brent’s methods, is used. Müller’s method is used primarily to find the roots of functions, such as f(x) = x2, where the function does not cross the y=0 line. Brent’s method is used to find other types of roots.

The meta-algorithm successively refines the interval using a one-dimensional Faure low-discrepancy sequence. If the optional argument IMSL_BOUND is used to specify a bounded interval, [a,b], the Faure sequence is scaled from (0,1) to (a,b).

If no bound on the function’s domain is given, the entire real line must be searched for roots. In this case the Faure sequence is scaled from (0, 1) to (-∞,+∞) using the mapping

where xscale is given by the optional argument IMSL_XSCALE.

At each step of the iteration the next point in the Faure sequence is added to the list of breakpoints defining the subintervals. Call the points x0=a, x1=b, x2, x3, …. The new point, xs splits an existing subinterval, [xp, xq].

The function is evaluated at xs. If its value is small enough, specifically if

then Müller’s method is used with xp, xq and xs as starting values. If a root is found, it is added to the list of roots. If more roots are required, the new Faure point is used.

If Müller’s method did not find a root using the new point, the function value at the point is compared with the function values at the endpoints of the subinterval it divides. If

and no root has previously been found in

then Brent’s method is used to find a root in this interval. Similarly, if the function changes sign over the interval

, and a root has not already been found in the subinterval, Brent’s method is used there.

Examples

Example 1

This example finds a real zero of the function.

#include <imsl.h>

#include <math.h>

#include <stdio.h>

float fcn(float x);

int main()

{

float *x;

x = imsl_f_zeros_function (fcn, 0);

printf("fcn(%6.3f) = %12.3e\n",

x[0], fcn(x[0]));

}

float fcn(float x)

{

return exp(x) - 3.0;

}

Output

fcn( 1.099) = -6.378e-006

Example 2

This example finds two real zeros of function

on the interval [0,20].

#include <imsl.h>

#include <math.h>

float fcn(float x);

int main()

{

float *x;

int n_found;

x = imsl_f_zeros_function (fcn,

IMSL_NUM_ROOTS, 2,

IMSL_BOUND, 0.0, 20.0,

IMSL_NUM_ROOTS_FOUND, &n_found,

0);

imsl_f_write_matrix ("x", 1, n_found, x, 0);

}

float fcn(float x)

{

return sqrt(x)*exp(-x) - 0.3;

}

Output

1 2

0.113 1.356

Warning Errors

IMSL_ZEROS_MAX_EVALS_EXCEEDED

The maximum number of function evaluations allowed has been exceeded. Any zeros found are returned.

Fatal Errors

IMSL_STOP_USER_FCN

Request from user supplied function to stop algorithm. User flag = "#".