TEST_ZERO
Zero Finder Tests
TEST_ZERO
is a C++ library which
defines nonlinear functions that may be used to test zero finders.
Zero finders are programs that seek a (scalar) root of
a scalar equation F(X) = 0. Some zero finders require
that an initial "change-of-sign" interval [A,B] be supplied,
with the function having opposite sign at the two endpoints,
thus guaranteeing that there is some value C between A and
B for which F(C) = 0 (assuming that the function F is continuous).
In other cases, a particular zero finder may want information
about the first or second derivative of the function. And some
zero finders can handle situations where the function has a
multiple root, or where the function is a polynomial.
TEST_ZERO supplies a set of nonlinear functions, along
with change of sign interval, first and second derivatives,
suggested starting points, so that the behavior of any zero
finder can be analyzed.
TEST_ZERO also includes implementations of some simple
zero finders, as a demonstration of how the package might be used.
The functions, which are accessible by number, are
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f(x) = sin ( x ) - x / 2.
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f(x) = 2 * x - exp ( - x ).
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f(x) = x * exp ( - x ).
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f(x) = exp ( x ) - 1 / ( 10 * x )^2.
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f(x) = ( x + 3 ) * ( x - 1 )^2.
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f(x) = exp ( x ) - 2 - 1 / ( 10 * x )^2 + 2 / ( 100 * x )^3.
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f(x) = x^3.
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f(x) = cos ( x ) - x.
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the Newton Baffler.
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the Repeller.
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the Pinhead.
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Flat Stanley.
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Lazy Boy.
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the Camel.
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a pathological function for Newton's method.
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Kepler's Equation.
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f(x) = x^3 - 2*x - 5, Wallis's function.
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f(x) = (x-1)^7, written term by term.
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f(x) = cos(100*x)-4*erf(30*x-10), the jumping cosine.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
TEST_ZERO is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version and
a Python version.
Related Data and Programs:
BISECTION_RC,
a C++ library which
seeks a solution to the equation F(X)=0 using bisection
within a user-supplied change of sign interval [A,B].
The procedure is written using reverse communication (RC).
BRENT,
a C++ library which
contains Richard Brent's routines for finding the zero, local minimizer,
or global minimizer of a scalar function of a scalar argument, without
the use of derivative information.
GSL,
a C++ library which
includes rootfinding routines.
ZERO_RC,
a C++ library which
seeks solutions of a scalar nonlinear equation f(x) = 0,
or a system of nonlinear equations,
using reverse communication.
Reference:
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Richard Brent,
Algorithms for Minimization without Derivatives,
Dover, 2002,
ISBN: 0-486-41998-3,
LC: QA402.5.B74.
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Peter Colwell,
Solving Kepler's Equation Over Three Centuries,
Willmann-Bell, 1993,
ISBN: 0943396409,
LC: QB355.5.C65.
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George Donovan, Arnold Miller, Timothy Moreland,
Pathological Functions for Newton's Method,
American Mathematical Monthly, January 1993, pages 53-58.
-
Arnold Krommer, Christoph Ueberhuber,
Numerical Integration on Advanced Computer Systems,
Springer, 1994,
ISBN: 3540584102,
LC: QA299.3.K76.
-
Jean Meeus,
Astronomical Algorithms,
Second Edition,
Willman-Bell, 1998,
ISBN: 0943396611,
LC: QB51.3.E43M42.
Source Code:
Examples and Tests:
PNG images of the graphs of some of the functions were made using MATLAB:
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p01_fx.png,
an image of P01_FX(X) over [-4,+4].
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p02_fx.png,
an image of P02_FX(X) over [-0.5, +3.0].
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p03_fx.png,
an image of P03_FX(X) over [-0.1,+4].
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p04_fx.png,
an image of P04_FX(X) over [-4,+2].
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p05_fx.png,
an image of P05_FX(X) over [-4,+2].
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p06_fx.png,
an image of P06_FX(X) over [-4,+2].
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p07_fx.png,
an image of P07_FX(X) over [-1,+1].
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p08_fx.png,
an image of P08_FX(X) over [-4,+4].
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p09_fx.png,
an image of P09_FX(X) over [5,7].
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p10_fx.png,
an image of P10_FX(X) over [-2,+2].
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p11_fx.png,
an image of P11_FX(X) over [+1,+10].
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p12_fx.png,
an image of P12_FX(X) over [-0.5,+0.5].
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p13_fx.png,
an image of P13_FX(X) over [0,100].
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p14_fx.png,
an image of P14_FX(X) over [-0.5,+2.0].
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p15_fx.png,
an image of P15_FX(X) over [-4,+4].
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p16_fx.png,
an image of P16_FX(X) over [0,50].
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p17_fx.png,
an image of P17_FX(X) over [-2,+4].
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p18_fx.png,
an image of P18_FX(X) over [0.988,1.012].
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p19_fx.png,
an image of P19_FX(X) over [0.0,1.0].
List of Routines:
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BISECTION carries out the bisection method to seek a root of F(X) = 0.
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BRENT implements the Brent bisection-based zero finder.
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MULLER carries out Muller's method for seeking a real root of a nonlinear function.
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NEWTON carries out Newton's method to seek a root of F(X) = 0.
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P00_FX evaluates a function specified by problem number.
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P00_FX1 evaluates the first derivative of a function specified by problem number.
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P00_FX2 evaluates the second derivative of a function specified by problem number.
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P00_PROB_NUM returns the number of problems available.
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P00_RANGE returns an interval bounding the root for any problem.
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P00_ROOT returns a known root for any problem.
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P00_ROOT_NUM returns the number of known roots for a problem.
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P00_START returns starting point for any problem.
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P00_START_NUM returns the number of starting points for a problem.
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P00_TITLE returns the title for a given problem.
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P01_FX evaluates sin ( x ) - x / 2.
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P01_FX1 evaluates the derivative of the function for problem 1.
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P01_FX2 evaluates the second derivative of the function for problem 1.
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P01_RANGE returns an interval bounding the root for problem 1.
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P01_ROOT returns a root for problem 1.
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P01_ROOT_NUM returns the number of known roots for problem 1.
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P01_START returns a starting point for problem 1.
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P01_START_NUM returns the number of starting point for problem 1.
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P01_TITLE returns the title of problem 1.
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P02_FX evaluates 2 * x - exp ( - x ).
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P02_FX1 evaluates the derivative of the function for problem 2.
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P02_FX2 evaluates the second derivative of the function for problem 2.
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P02_RANGE returns an interval bounding the root for problem 2.
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P02_ROOT returns a root for problem 2.
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P02_ROOT_NUM returns the number of known roots for problem 2.
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P02_START returns a starting point for problem 2.
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P02_START_NUM returns the number of starting point for problem 2.
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P02_TITLE returns the title of problem 2.
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P03_FX evaluates x * exp ( - x ).
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P03_FX1 evaluates the derivative of the function for problem 3.
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P03_FX2 evaluates the second derivative of the function for problem 3.
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P03_RANGE returns an interval bounding the root for problem 3.
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P03_ROOT returns a root for problem 3.
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P03_ROOT_NUM returns the number of known roots for problem 3.
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P03_START returns a starting point for problem 3.
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P03_START_NUM returns the number of starting point for problem 3.
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P03_TITLE returns the title of problem 3.
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P04_FX evaluates exp ( x ) - 1 / ( 10 * x )^2.
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P04_FX1 evaluates the derivative of the function for problem 4.
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P04_FX2 evaluates the second derivative of the function for problem 4.
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P04_RANGE returns an interval bounding the root for problem 4.
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P04_ROOT returns a root for problem 4.
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P04_ROOT_NUM returns the number of known roots for problem 4.
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P04_START returns a starting point for problem 4.
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P04_START_NUM returns the number of starting point for problem 4.
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P04_TITLE returns the title of problem 4.
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P05_FX evaluates ( x + 3 ) * ( x - 1 )^2.
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P05_FX1 evaluates the derivative of the function for problem 5.
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P05_FX2 evaluates the second derivative of the function for problem 5.
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P05_RANGE returns an interval bounding the root for problem 5.
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P05_ROOT returns a root for problem 5.
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P05_ROOT_NUM returns the number of known roots for problem 5.
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P05_START returns a starting point for problem 5.
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P05_START_NUM returns the number of starting point for problem 5.
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P05_TITLE returns the title of problem 5.
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P06_FX evaluates exp ( x ) - 2 - 1 / ( 10 * x )^2 + 2 / ( 100 * x )^3.
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P06_FX1 evaluates the derivative of the function for problem 6.
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P06_FX2 evaluates the second derivative of the function for problem 6.
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P06_RANGE returns an interval bounding the root for problem 6.
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P06_ROOT returns a root for problem 6.
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P06_ROOT_NUM returns the number of known roots for problem 6.
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P06_START returns a starting point for problem 6.
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P06_START_NUM returns the number of starting point for problem 6.
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P06_TITLE returns the title of problem 6.
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P07_FX evaluates x^3.
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P07_FX1 evaluates the derivative of the function for problem 7.
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P07_FX2 evaluates the second derivative of the function for problem 7.
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P07_RANGE returns an interval bounding the root for problem 7.
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P07_ROOT returns a root for problem 7.
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P07_ROOT_NUM returns the number of known roots for problem 7.
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P07_START returns a starting point for problem 7.
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P07_START_NUM returns the number of starting point for problem 7.
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P07_TITLE returns the title of problem 7.
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P08_FX evaluates cos ( x ) - x.
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P08_FX1 evaluates the derivative of the function for problem 8.
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P08_FX2 evaluates the second derivative of the function for problem 8.
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P08_RANGE returns an interval bounding the root for problem 8.
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P08_ROOT returns a root for problem 8.
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P08_ROOT_NUM returns the number of known roots for problem 8.
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P08_START returns a starting point for problem 8.
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P08_START_NUM returns the number of starting point for problem 8.
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P08_TITLE returns the title of problem 8.
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P09_FX evaluates the Newton Baffler.
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P09_FX1 evaluates the derivative of the function for problem 9.
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P09_FX2 evaluates the second derivative of the function for problem 9.
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P09_RANGE returns an interval bounding the root for problem 9.
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P09_ROOT returns a root for problem 9.
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P09_ROOT_NUM returns the number of known roots for problem 9.
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P09_START returns a starting point for problem 9.
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P09_START_NUM returns the number of starting point for problem 9.
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P09_TITLE returns the title of problem 9.
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P10_FX evaluates the Repeller.
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P10_FX1 evaluates the derivative of the function for problem 10.
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P10_FX2 evaluates the second derivative of the function for problem 10.
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P10_RANGE returns an interval bounding the root for problem 10.
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P10_ROOT returns a root for problem 10.
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P10_ROOT_NUM returns the number of known roots for problem 10.
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P10_START returns a starting point for problem 10.
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P10_START_NUM returns the number of starting point for problem 10.
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P10_TITLE returns the title of problem 10.
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P11_FX evaluates the Pinhead.
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P11_FX1 evaluates the derivative of the function for problem 11.
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P11_FX2 evaluates the second derivative of the function for problem 11.
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P11_RANGE returns an interval bounding the root for problem 11.
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P11_ROOT returns a root for problem 11.
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P11_ROOT_NUM returns the number of known roots for problem 11.
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P11_START returns a starting point for problem 11.
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P11_START_NUM returns the number of starting point for problem 11.
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P11_TITLE returns the title of problem 11.
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P12_FX evaluates Flat Stanley.
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P12_FX1 evaluates the derivative of the function for problem 12.
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P12_FX2 evaluates the second derivative of the function for problem 12.
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P12_RANGE returns an interval bounding the root for problem 12.
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P12_ROOT returns a root for problem 12.
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P12_ROOT_NUM returns the number of known roots for problem 12.
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P12_START returns a starting point for problem 12.
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P12_START_NUM returns the number of starting point for problem 12.
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P12_TITLE returns the title of problem 12.
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P13_FX evaluates Lazy Boy.
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P13_FX1 evaluates the derivative of the function for problem 13.
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P13_FX2 evaluates the second derivative of the function for problem 13.
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P13_RANGE returns an interval bounding the root for problem 13.
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P13_ROOT returns a root for problem 13.
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P13_ROOT_NUM returns the number of known roots for problem 13.
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P13_START returns a starting point for problem 13.
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P13_START_NUM returns the number of starting point for problem 13.
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P13_TITLE returns the title of problem 13.
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P14_FX evaluates the Camel.
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P14_FX1 evaluates the derivative of the function for problem 14.
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P14_FX2 evaluates the second derivative of the function for problem 14.
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P14_RANGE returns an interval bounding the root for problem 14.
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P14_ROOT returns a root for problem 14.
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P14_ROOT_NUM returns the number of known roots for problem 14.
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P14_START returns a starting point for problem 14.
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P14_START_NUM returns the number of starting point for problem 14.
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P14_TITLE returns the title of problem 14.
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P15_FX evaluates a pathological function for Newton's method.
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P15_FX1 evaluates the derivative of the function for problem 15.
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P15_FX2 evaluates the second derivative of the function for problem 15.
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P15_RANGE returns an interval bounding the root for problem 15.
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P15_ROOT returns a root for problem 15.
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P15_ROOT_NUM returns the number of known roots for problem 15.
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P15_START returns a starting point for problem 15.
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P15_START_NUM returns the number of starting point for problem 15.
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P15_TITLE returns the title of problem 15.
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P16_FX evaluates Kepler's Equation.
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P16_FX1 evaluates the derivative of the function for problem 16.
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P16_FX2 evaluates the second derivative of the function for problem 16.
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P16_RANGE returns an interval bounding the root for problem 16.
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P16_ROOT returns a root for problem 16.
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P16_ROOT_NUM returns the number of known roots for problem 16.
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P16_START returns a starting point for problem 16.
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P16_START_NUM returns the number of starting point for problem 16.
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P16_TITLE returns the title of problem 16.
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P17_FX evaluates Wallis's function, f(x) = x^3 - 2*x - 5.
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P17_FX1 evaluates the derivative of the function for problem 17.
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P17_FX2 evaluates the second derivative of the function for problem 17.
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P17_RANGE returns an interval bounding the root for problem 17.
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P17_ROOT returns a root for problem 17.
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P17_ROOT_NUM returns the number of known roots for problem 17.
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P17_START returns a starting point for problem 17.
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P17_START_NUM returns the number of starting point for problem 17.
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P17_TITLE returns the title of problem 17.
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R8_ABS returns the absolute value of an R8.
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R8_ADD adds two R8's.
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R8_CSQRT returns the complex square root of an R8.
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R8_CUBE_ROOT returns the cube root of an R8.
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R8_EPSILON returns the R8 roundoff unit.
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R8_HUGE returns a "huge" R8.
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R8_MAX returns the maximum of two R8's.
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R8_SIGN returns the sign of an R8.
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R8POLY2_RROOT returns the real parts of the roots of a quadratic polynomial.
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REGULA_FALSI carries out the Regula Falsi method to seek a root of F(X) = 0.
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SECANT carries out the secant method to seek a root of F(X) = 0.
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TIMESTAMP prints the current YMDHMS date as a time stamp.
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Last revised on 16 January 2013.