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xll_roots.cpp
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272 lines (227 loc) · 7.79 KB
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// xll_roots.cpp - GSL 1-dim root finding
#include "xll_roots.h"
#include "xll_gsl.h"
using namespace xll;
using namespace gsl;
XLL_ENUM_DOC(p2h<const gsl_root_fsolver_type>(gsl_root_fsolver_bisection),GSL_ROOT_FSOLVER_BISECTION, CATEGORY, _T("Bisection method solver"), _T("Documentation"));
XLL_ENUM_DOC(p2h<const gsl_root_fsolver_type>(gsl_root_fsolver_brent),GSL_ROOT_FSOLVER_BRENT, CATEGORY, _T("Brent method solver"), _T("Documentation"));
XLL_ENUM_DOC(p2h<const gsl_root_fsolver_type>(gsl_root_fsolver_falsepos),GSL_ROOT_FSOLVER_FALSEPOS, CATEGORY, _T("False position method solver"), _T("Documentation"));
static AddInX xai_root_fsolver(
FunctionX(XLL_HANDLE, _T("?xll_root_fsolver"), _T("ROOT.FSOLVER"))
.Arg(XLL_HANDLE, _T("Type"), _T("is the type of solver from the GSL_ROOT_FSOLVER_* enumeration"))
.Uncalced()
.Category(CATEGORY)
.FunctionHelp(_T("Return a handle to a gsl::root::fsolver object."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fsolver(HANDLEX type)
{
#pragma XLLEXPORT
handlex h;
try {
// handle<gsl::root::fsolver> h_(new gsl::root::fsolver(h2p<gsl_root_fsolver_type>(type)));
// h = h_.get();
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return h;
}
static AddInX xai_root_fsolver_set(
FunctionX(XLL_HANDLE, _T("?xll_root_fsolver_set"), _T("ROOT.FSOLVER.SET"))
.Arg(XLL_HANDLE, _T("Solver"), _T("is a handle returned by ") _T("ROOT.FSOLVER"))
.Arg(XLL_HANDLE, _T("Function"), _T("is a handle used by XLL.FUNCTION."))
.Arg(XLL_DOUBLE, _T("Lo"), _T("is the lower bound of the search interval."))
.Arg(XLL_DOUBLE, _T("Hi"), _T("is the upper bound of the search interval."))
.Category(CATEGORY)
.FunctionHelp(_T("Return a handle to a gsl::root::fsolver object with function and bounds set."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fsolver_set(HANDLEX h, HANDLEX f, double lo, double hi)
{
#pragma XLLEXPORT
try {
handle<gsl::root::fsolver> h_(h);
handle<function> f_(f);
h_->set(*f_, lo, hi);
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return h;
}
static AddInX xai_root_fsolver_iterate(
FunctionX(XLL_HANDLE, _T("?xll_root_fsolver_iterate"), _T("ROOT.FSOLVER.ITERATE"))
.Arg(XLL_HANDLE, _T("Solver"), _T("is a handle returned by ") _T("ROOT.FSOLVER"))
.Category(CATEGORY)
.FunctionHelp(_T("Return a handle to a gsl::root::fsolver object after one iteration step."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fsolver_iterate(HANDLEX h)
{
#pragma XLLEXPORT
try {
handle<gsl::root::fsolver> h_(h);
ensure (GSL_SUCCESS == h_->iterate());
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return h;
}
static AddInX xai_root_fsolver_root(
FunctionX(XLL_HANDLE, _T("?xll_root_fsolver_root"), _T("ROOT.FSOLVER.ROOT"))
.Arg(XLL_HANDLE, _T("Solver"), _T("is a handle returned by ") _T("ROOT.FSOLVER"))
.Category(CATEGORY)
.FunctionHelp(_T("Return the current root estimate of a gsl::root::fsolver object."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fsolver_root(HANDLEX h)
{
#pragma XLLEXPORT
handlex root;
try {
handle<gsl::root::fsolver> h_(h);
root = h_->root();
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return root;
}
static AddInX xai_root_fsolver_x_lower(
FunctionX(XLL_HANDLE, _T("?xll_root_fsolver_x_lower"), _T("ROOT.FSOLVER.X.LOWER"))
.Arg(XLL_HANDLE, _T("Solver"), _T("is a handle returned by ") _T("ROOT.FSOLVER"))
.Category(CATEGORY)
.FunctionHelp(_T("Return the current lower root bound of a gsl::root::fsolver object."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fsolver_x_lower(HANDLEX h)
{
#pragma XLLEXPORT
handlex lo;
try {
handle<gsl::root::fsolver> h_(h);
lo = h_->x_lower();
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return lo;
}
static AddInX xai_root_fsolver_x_upper(
FunctionX(XLL_HANDLE, _T("?xll_root_fsolver_x_upper"), _T("ROOT.FSOLVER.X.UPPER"))
.Arg(XLL_HANDLE, _T("Solver"), _T("is a handle returned by ") _T("ROOT.FSOLVER"))
.Category(CATEGORY)
.FunctionHelp(_T("Return the current upper root bound of a gsl::root::fsolver object."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fsolver_x_upper(HANDLEX h)
{
#pragma XLLEXPORT
handlex lo;
try {
handle<gsl::root::fsolver> h_(h);
lo = h_->x_upper();
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return lo;
}
XLL_ENUM_DOC(p2h<const gsl_root_fdfsolver_type>(gsl_root_fdfsolver_newton),GSL_ROOT_FDFSOLVER_NEWTON, CATEGORY, _T("Newton method solver"), _T("Documentation"));
XLL_ENUM_DOC(p2h<const gsl_root_fdfsolver_type>(gsl_root_fdfsolver_secant),GSL_ROOT_FDFSOLVER_SECANT, CATEGORY, _T("Secant method solver"), _T("Documentation"));
XLL_ENUM_DOC(p2h<const gsl_root_fdfsolver_type>(gsl_root_fdfsolver_steffenson),GSL_ROOT_FDFSOLVER_STEFFENSON, CATEGORY, _T("Steffenson position method solver"), _T("Documentation"));
#if 0
static AddInX xai_root_fdfsolver(
FunctionX(XLL_HANDLE, _T("?xll_root_fdfsolver"), _T("ROOT.FDFSOLVER"))
.Arg(XLL_HANDLE, _T("Type"), _T("is the type of solver from the GSL_ROOT_FDFSOLVER_* enumeration"))
.Uncalced()
.Category(CATEGORY)
.FunctionHelp(_T("Return a handle to a gsl::root::fdfsolver object."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fdfsolver(HANDLEX type)
{
#pragma XLLEXPORT
handlex h;
try {
handle<gsl::root::fdfsolver> h_(new gsl::root::fdfsolver(h2p<gsl_root_fdfsolver_type>(type)));
h = h_.get();
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return h;
}
static AddInX xai_root_fdfsolver_set(
FunctionX(XLL_HANDLE, _T("?xll_root_fdfsolver_set"), _T("ROOT.FDFSOLVER.SET"))
.Arg(XLL_HANDLE, _T("Solver"), _T("is a handle returned by ") _T("ROOT.FDFSOLVER"))
.Arg(XLL_HANDLE, _T("F"), _T("is a handle used by XLL.."))
.Arg(XLL_HANDLE, _T("dF"), _T("is a handle used by XLL.."))
.Arg(XLL_DOUBLE, _T("X0"), _T("is the initial root guess."))
.Category(CATEGORY)
.FunctionHelp(_T("Return a handle to a gsl::root::fsolver object."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fdfsolver_set(HANDLEX h, HANDLEX f, HANDLEX df, double x0)
{
#pragma XLLEXPORT
try {
handle<gsl::root::fdfsolver> h_(h);
handle<function> f_(f);
handle<function> df_(df);
h_->set(*f_, *df_, x0);
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return h;
}
static AddInX xai_root_fdfsolver_iterate(
FunctionX(XLL_HANDLE, _T("?xll_root_fdfsolver_iterate"), _T("ROOT.FDFSOLVER.ITERATE"))
.Arg(XLL_HANDLE, _T("Solver"), _T("is a handle returned by ") _T("ROOT.FDFSOLVER"))
.Category(CATEGORY)
.FunctionHelp(_T("Return a handle to a gsl::root::fdfsolver object after one iteration step."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fdfsolver_iterate(HANDLEX h)
{
#pragma XLLEXPORT
try {
handle<gsl::root::fdfsolver> h_(h);
ensure (GSL_SUCCESS == h_->iterate());
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return h;
}
static AddInX xai_root_fdfsolver_root(
FunctionX(XLL_HANDLE, _T("?xll_root_fdfsolver_root"), _T("ROOT.FDFSOLVER.ROOT"))
.Arg(XLL_HANDLE, _T("Solver"), _T("is a handle returned by ") _T("ROOT.FDFSOLVER"))
.Category(CATEGORY)
.FunctionHelp(_T("Return the current root estimate of a gsl::root::fdfsolver object."))
.Documentation(_T(""))
);
HANDLEX WINAPI xll_root_fdfsolver_root(HANDLEX h)
{
#pragma XLLEXPORT
handlex root;
try {
handle<gsl::root::fdfsolver> h_(h);
root = h_->root();
}
catch (const std::exception& ex) {
XLL_ERROR(ex.what());
}
return root;
}
#ifdef _DEBUG
XLL_TEST_BEGIN(xll_test_roots)
test_xll_math();
test_gsl_root_fsolver();
test_gsl_root_fdfsolver();
XLL_TEST_END(xll_test_roots)
#endif // _DEBUG
#endif