This is a solver (frame work) for solving (complex) one or multi dimensional (non-linear) equations. It is written generically, in particular it can easily be used for complex functions and variables, other than the GSL variant http://www.gnu.org/software/gsl/manual/html_node/Multidimensional-Root_002dFinding.html from which this project is completely independend.
Internally, eigen is used to solve the linear equations.
This program, i.e. all code written by Sebastian Schmittner and found outside the worksWith directory is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version, see LICENSE.
Let me know if this license doesn't work for you.
The code under worksWith is a copy of (an old version of) Eigen, which is primarily MPL2 licensed, and mpreal, licensed under GPL2.1. Copies of these are included due to compatibility issues with newer versions. For details about licenses check the respective files worksWith/eigen3/COPYING.README and worksWith/mpreal.h.
The latest release Version is 1.0.2014-06-11
The Version number is formatted as "M.S.D" where M is the major release branch (backward compatibility to all non-alpha releases of the same branch is guaranteed), S is the state of this release (0 for alpha, 1 for beta, 2 for stable), and D is the date formatted as yyyy-mm-dd.
For notable releases see the github releases page.
To make use of this library you will need to include the appropriate *Solver.hpp file into your projetc. These files contain a description of how to run the respective solver. Generically you will need to derive the apropriate *functions class (interface) to implement your function, instanciate the solver passing your function, set a starting poin, and then run it like while(Solver.step(epsilon) == CONTINUE).
See the test cases (all .cpp files) for examples.
| file | description |
|---|---|
| singleRootSolver.hpp | This is a simple implementation of Newtons method for one complex variable/equation using back traking. |
| multiRootSolver.hpp | Complex multidimensional root finding via Newtons method. |
| extrapolationSolver.hpp | Extends one of the elementary solvers to track the root of a function that changes continuously with an external parameter. |
| batchSolver.hpp | Wrapper to solve a set of equations, i.e. computing implicit functions. |
Batch and extrapolation solver can be combined to give the most powerful solver implemented so far.