nag_zero_cont_func_cntin (c05awc) (PDF version)
c05 Chapter Contents
c05 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_zero_cont_func_cntin (c05awc)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_zero_cont_func_cntin (c05awc) attempts to locate a zero of a continuous function using a continuation method based on a secant iteration.

2  Specification

#include <nag.h>
#include <nagc05.h>
void  nag_zero_cont_func_cntin (double *x, double eps, double eta,
double (*f)(double x, Nag_Comm *comm),
Integer nfmax, Nag_Comm *comm, NagError *fail)

3  Description

nag_zero_cont_func_cntin (c05awc) attempts to obtain an approximation to a simple zero α of the function fx  given an initial approximation x to α. The zero is found by a call to nag_zero_cont_func_cntin_rcomm (c05axc) whose specification should be consulted for details of the method used.
The approximation x to the zero α is determined so that at least one of the following criteria is satisfied:
(i) x-αeps ,
(ii) fx<eta .

4  References


5  Arguments

1:     xdouble *Input/Output
On entry: an initial approximation to the zero.
On exit: if fail.code= NE_NOERROR, NE_SECANT_ITER_FAILED or NE_TOO_MANY_CALLS it contains the approximation to the zero, otherwise it contains no useful information.
2:     epsdoubleInput
On entry: an absolute tolerance to control the accuracy to which the zero is determined. In general, the smaller the value of eps the more accurate x will be as an approximation to α. Indeed, for very small positive values of eps, it is likely that the final approximation will satisfy x-α<eps . You are advised to call the function with more than one value for eps to check the accuracy obtained.
Constraint: eps>0.0 .
3:     etadoubleInput
On entry: a value such that if fx<eta , x is accepted as the zero. eta may be specified as 0.0 (see Section 7).
4:     ffunction, supplied by the userExternal Function
f must evaluate the function f whose zero is to be determined.
The specification of f is:
double  f (double x, Nag_Comm *comm)
1:     xdoubleInput
On entry: the point at which the function must be evaluated.
2:     commNag_Comm *
Pointer to structure of type Nag_Comm; the following members are relevant to f.
userdouble *
iuserInteger *
The type Pointer will be void *. Before calling nag_zero_cont_func_cntin (c05awc) you may allocate memory and initialize these pointers with various quantities for use by f when called from nag_zero_cont_func_cntin (c05awc) (see Section in the Essential Introduction).
5:     nfmaxIntegerInput
On entry: the maximum permitted number of calls to f from nag_zero_cont_func_cntin (c05awc). If f is inexpensive to evaluate, nfmax should be given a large value (say >1000 ).
Constraint: nfmax>0 .
6:     commNag_Comm *Communication Structure
The NAG communication argument (see Section in the Essential Introduction).
7:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

On entry, argument value had an illegal value.
On entry, nfmax=value.
Constraint: nfmax>0.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
A serious error occurred in an internal call to an auxiliary function.
Internal scale factor invalid for this problem. Consider using nag_zero_cont_func_cntin_rcomm (c05axc) instead and setting scal.
On entry, eps=value.
Constraint: eps>0.0.
Either f has no zero near x or too much accuracy has been requested. Check the coding of f or increase eps.
More than nfmax calls have been made to f.
nfmax may be too small for the problem (because x is too far away from the zero), or f has no zero near x, or too much accuracy has been requested in calculating the zero. Increase nfmax, check the coding of f or increase eps.

7  Accuracy

The levels of accuracy depend on the values of eps and eta. If full machine accuracy is required, they may be set very small, resulting in an exit with fail.code= NE_SECANT_ITER_FAILED or NE_TOO_MANY_CALLS, although this may involve many more iterations than a lesser accuracy. You are recommended to set eta=0.0  and to use eps to control the accuracy, unless you have considerable knowledge of the size of fx  for values of x near the zero.

8  Parallelism and Performance

Not applicable.

9  Further Comments

The time taken by nag_zero_cont_func_cntin (c05awc) depends primarily on the time spent evaluating the function f (see Section 5) and on how close the initial value of x is to the zero.
If a more flexible way of specifying the function f is required or if you wish to have closer control of the calculation, then the reverse communication function nag_zero_cont_func_cntin_rcomm (c05axc) is recommended instead of nag_zero_cont_func_cntin (c05awc).

10  Example

This example calculates the zero of fx = e-x - x  from a starting value x=1.0 . Two calculations are made with eps=1.0e−3  and 1.0e−4  for comparison purposes, with eta=0.0  in both cases.

10.1  Program Text

Program Text (c05awce.c)

10.2  Program Data


10.3  Program Results

Program Results (c05awce.r)

nag_zero_cont_func_cntin (c05awc) (PDF version)
c05 Chapter Contents
c05 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014