msci Code

#ifndef SUPERNEWTON_H_INCLUDED
#define SUPERNEWTON_H_INCLUDED 1

//minimization function which brackets the root
//and then approximates root by fitting a third-
//order polynomial

double supernewton(void (*funcd) (double, void *, double *, double *),
		void *params,	//function parameters
                double x1,	//first bracket
		double x2,	//second bracket
		double xtol,	//desired (absolute) tolerance
		double ytol,
		long maxiter,	//maximum number of iterations
		long &err,	//error code--zero for success
		double &y1,	//to avoid redundant calculation
		double &dydx1,	//returns final values in these two
		double y2,
		double dydx2);

inline double supernewton(void (*funcd) (double, void *, double *, double *),
		void *params,	//function parameters
                double x1,	//first bracket
		double x2,	//second bracket
		double xtol,	//desired (absolute) tolerance
		double ytol,
		long maxiter,	//maximum number of iterations
		long &err)	//error code--zero for success
{

  double y1, y2, dydx1, dydx2;

  (*funcd) (x1, params, &y1, &dydx1);
  (*funcd) (x2, params, &y2, &dydx2);

  return supernewton(funcd, params, x1, x2, xtol, ytol, maxiter, err,
		  y1, dydx1, y2, dydx2);
}

#endif