The R Project SVN R

/* A version for R of the example in 
        Becker, Chambers & Wilks (1998) pp. 205-211. */

#include <R.h>

static void *func;

static double zfun(double z)
{
    void *args[1];
    char *mode[1], *values[1];
    long length[1];    
    double zz[1], *result;

    mode[0] = "double"; length[0] = 1;
    args[0] = (void*)(zz); zz[0] = z;
    
    call_R(func, 1L, args, mode, length, 0L, 1L, values);
    
    result = (double*)values[0];
    return result[0];
}

static double zero_approx(double(*f)(), double x0, double x1, double tol)
{
    double f0, f1, fc, xc;
    f0 = zfun(x0);
    f1 = zfun(x1);
    if(f0 == 0.0) return x0;
    if(f1 == 0.0) return x1;
    if(f0*f1 > 0.0)
    error("x[0] and x[1] have the same sign");
    if(tol <= 0.0)
    error("non-positive tol value");
    for(;;) {
    xc = 0.5*(x0+x1);
    if(fabs(x0-x1) < tol) return xc;
    fc = zfun(xc);
    if(fc == 0) return xc;
    if(f0*fc > 0.0) {
        x0 = xc;
        f0 = fc;
    }
    else {
        x1 = xc;
        f1 = fc;
    }
    }
}

void zero_find(void *f, double *x, double *tol)
{
    func = f;
    x[0] = zero_approx(zfun, x[0], x[1], tol[0]);
    return;
}