#include #include int gsl_multiroot_fdjacobian (gsl_multiroot_function * F, const gsl_vector * x, const gsl_vector * f, double epsrel, gsl_matrix * jacobian) { const size_t n = x->size; const size_t m = f->size; const size_t n1 = jacobian->size1; const size_t n2 = jacobian->size2; if (m != n1 || n != n2) { GSL_ERROR ("function and jacobian are not conformant", GSL_EBADLEN); } { size_t i,j; gsl_vector *x1, *f1; x1 = gsl_vector_alloc (n); if (x1 == 0) { GSL_ERROR ("failed to allocate space for x1 workspace", GSL_ENOMEM); } f1 = gsl_vector_alloc (m); if (f1 == 0) { gsl_vector_free (x1); GSL_ERROR ("failed to allocate space for f1 workspace", GSL_ENOMEM); } gsl_vector_copy (x1, x); /* copy x into x1 */ for (j = 0; j < n; j++) { double xj = gsl_vector_get (x, j); double dx = epsrel * fabs (xj); if (dx == 0) { dx = epsrel; } gsl_vector_set (x1, j, xj + dx); GSL_MULTIROOT_FN_EVAL (F, x1, f1); gsl_vector_set (x1, j, xj); for (i = 0; i < m; i++) { double g1 = gsl_vector_get (f1, i); double g0 = gsl_vector_get (f, i); gsl_matrix_set (jacobian, i, j, (g1 - g0) / dx); } } gsl_vector_free (x1); gsl_vector_free (f1); } return GSL_SUCCESS; }