mrffl_solver Module Reference

Root solvers. More...

Functions/Subroutines
subroutine, public	bisection (xc, x0_init, x1_init, f, x_epsilon, y_epsilon, max_itr, status, progress)
	Search for a root for the function f in the interval [x0_init, x1_init].
subroutine, public	multi_bisection (xc, x0_init, x1_init, f, x_epsilon, y_epsilon, max_itr, status, progress)
	Use bisection() to search for a root for the function f in a list of intervals returning the first root found.

Detailed Description

Root solvers.

Function/Subroutine Documentation

bisection()

subroutine, public mrffl_solver::bisection	(	real(kind=rk), intent(out)	xc,
		real(kind=rk), intent(in)	x0_init,
		real(kind=rk), intent(in)	x1_init,
		procedure(func_to_solve_t)	f,
		real(kind=rk), intent(in)	x_epsilon,
		real(kind=rk), intent(in)	y_epsilon,
		integer(kind=ik), intent(in)	max_itr,
		integer(kind=ik), intent(out)	status,
		logical, intent(in)	progress )

Search for a root for the function f in the interval [x0_init, x1_init].

The process is iterative. At each step the size of the search interval is cut in half. If the search interval gets too small (< x_epsilon), then the process is abandoned. If no zero is found after max_itr, then the process is abandoned.

Parameters

xc	The solution (or last value tested if no solution is found)
x0_init	Left side of search interval
x1_init	Right side of search interval
f	Function to solve for zero
x_epsilon	Used to test if current search interval is too small
y_epsilon	Used to test if f is near zero
max_itr	Maximum number of iterations before giving up
status	Returns status of computation. 0 if everything worked. Range: 0 & 4001-4032.
progress	Print progress as solver searches for a solution

Definition at line 65 of file mrffl_solver.f90.

References mrffl_config::mrfflik, and mrffl_config::mrfflrk.

Referenced by multi_bisection().

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multi_bisection()

subroutine, public mrffl_solver::multi_bisection	(	real(kind=rk), intent(out)	xc,
		real(kind=rk), dimension(:), intent(in)	x0_init,
		real(kind=rk), dimension(:), intent(in)	x1_init,
		procedure(func_to_solve_t)	f,
		real(kind=rk), intent(in)	x_epsilon,
		real(kind=rk), intent(in)	y_epsilon,
		integer(kind=ik), intent(in)	max_itr,
		integer(kind=ik), intent(out)	status,
		logical, intent(in)	progress )

Use bisection() to search for a root for the function f in a list of intervals returning the first root found.

Parameters

xc	The solution (or last value tested if no solution is found)
x0_init	A VECTOR of left sides for search intervals
x1_init	A VECTOR of right sides for search intervals
f	Function to solve for zero
x_epsilon	Used to test if current search interval is too small
y_epsilon	Used to test if f is near zero
max_itr	Maximum number of iterations before giving up
status	Returns status of computation. 0 if everything worked. Range: 0 & 4033-4064.
progress	Print progress as solver searches for a solution

Definition at line 150 of file mrffl_solver.f90.

References bisection(), mrffl_config::mrfflik, and mrffl_config::mrfflrk.

Referenced by mrffl_cashflows::cashflow_matrix_irr(), mrffl_cashflows::cashflow_vector_irr(), and mrffl_tvm12::tvm12_solve().

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