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src/utils/zeroin.f

c
c
c
c     =================================================
      function zeroin(ax,bx,f,tol)
c     =================================================
      implicit double precision (a-h,o-z)
      external f
c
c     a zero of the function  f(x)  is computed in the interval ax,bx.
c     (Standard routine from netlib)
c 
c  input..
c 
c  ax     left endpoint of initial interval
c  bx     right endpoint of initial interval
c  f      function subprogram which evaluates f(x) for any x in
c         the interval  ax,bx
c  tol    desired length of the interval of uncertainty of the
c         final result ( .ge. 0.0)
c 
c  output.. 
c  
c  zeroin abcissa approximating a zero of  f  in the interval ax,bx
c 
c  
c      it is assumed  that   f(ax)   and   f(bx)   have  opposite signs
c  without  a  check.  zeroin  returns a zero  x  in the given interval 
c  ax,bx  to within a tolerance  4*macheps*dabs(x) + tol, where macheps 
c  is the relative machine precision. 
c      this function subprogram is a slightly  modified  translation  of
c  the algol 60 procedure  zero  given in  richard brent, algorithms for
c  minimization without derivatives, prentice - hall, inc. (1973).
c  
c  
c  
c  compute eps, the relative machine precision
c 
      eps = 1.0
   10 eps = eps/2.0 
      tol1 = 1.0 + eps
      if (tol1 .gt. 1.0) go to 10
c 
c initialization                                                                
c 
      a = ax 
      b = bx 
      fa = f(a) 
      fb = f(b)
c 
c begin step 
c 
   20 c = a 
      fc = fa 
      d = b - a
      e = d 
   30 if (dabs(fc) .ge. dabs(fb)) go to 40 
      a = b 
      b = c 
      c = a
      fa = fb
      fb = fc
      fc = fa 
c 
c convergence test 
c 
   40 tol1 = 2.0*eps*dabs(b) + 0.5*tol 
      xm = .5*(c - b) 
      if (dabs(xm) .le. tol1) go to 90 
      if (fb .eq. 0.0) go to 90
c   
c is bisection necessary  
c
      if (dabs(e) .lt. tol1) go to 70
      if (dabs(fa) .le. dabs(fb)) go to 70 
c 
c is quadratic interpolation possible
c 
      if (a .ne. c) go to 50   
c  
c linear interpolation 
c 
      s = fb/fa 
      p = 2.0*xm*s 
      q = 1.0 - s 
      go to 60 
c 
c inverse quadratic interpolation 
c
   50 q = fa/fc
      r = fb/fc
      s = fb/fa
      p = s*(2.0*xm*q*(q - r) - (b - a)*(r - 1.0))
      q = (q - 1.0)*(r - 1.0)*(s - 1.0)
c 
c adjust signs
c 
   60 if (p .gt. 0.0) q = -q 
      p = dabs(p)
c 
c is interpolation acceptable
c 
      if ((2.0*p) .ge. (3.0*xm*q - dabs(tol1*q))) go to 70 
      if (p .ge. dabs(0.5*e*q)) go to 70 
      e = d 
      d = p/q 
      go to 80 
c  
c bisection
c 
   70 d = xm 
      e = d 
c  
c complete step
c 
   80 a = b
      fa = fb
      if (dabs(d) .gt. tol1) b = b + d
      if (dabs(d) .le. tol1) b = b + dsign(tol1, xm)
      fb = f(b) 
      if ((fb*(fc/dabs(fc))) .gt. 0.0) go to 20
      go to 30 
c 
c done 
c    
   90 zeroin = b
      return 
      end 

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