From 5749cc36e7231651a92edc4386113d5998c08ea0 Mon Sep 17 00:00:00 2001
From: Christoph Ruegg <git@cdrnet.ch>
Date: Sun, 30 Jun 2013 12:13:20 +0200
Subject: [PATCH] RootFinding: F# module

---
 src/FSharp/FSharp.fsproj                 |  3 +-
 src/FSharp/FindRoots.fs                  | 61 ++++++++++++++++++++++++
 src/FSharpPortable/FSharpPortable.fsproj |  3 ++
 3 files changed, 66 insertions(+), 1 deletion(-)
 create mode 100644 src/FSharp/FindRoots.fs

diff --git a/src/FSharp/FSharp.fsproj b/src/FSharp/FSharp.fsproj
index 8b141462..26bf6816 100644
--- a/src/FSharp/FSharp.fsproj
+++ b/src/FSharp/FSharp.fsproj
@@ -71,8 +71,9 @@
     <Compile Include="BigIntegerExtensions.fs" />
     <Compile Include="BigRational.fsi" />
     <Compile Include="BigRational.fs" />
-    <Compile Include="Fit.fs" />
     <Compile Include="RandomVariable.fs" />
+    <Compile Include="Fit.fs" />
+    <Compile Include="FindRoots.fs" />
   </ItemGroup>
   <ItemGroup>
     <Reference Include="FSharp.Core" />
diff --git a/src/FSharp/FindRoots.fs b/src/FSharp/FindRoots.fs
new file mode 100644
index 00000000..9ec6173f
--- /dev/null
+++ b/src/FSharp/FindRoots.fs
@@ -0,0 +1,61 @@
+// <copyright file="FindRoots.fs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2013 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics
+
+open System
+open MathNet.Numerics.RootFinding
+
+[<CompilationRepresentation(CompilationRepresentationFlags.ModuleSuffix)>]
+module FindRoots =
+
+    let private tobcl (f:'a->'b) = Func<'a,'b>(f)
+    let private (|>|) option orElse = match option with | Some x -> Some x | None -> orElse() 
+
+    // direct algorithms
+
+    let brent maxIterations accuracy lowerBound upperBound (f:double->double) =
+        match Brent.TryFindRoot(tobcl f, lowerBound, upperBound, accuracy, maxIterations) with
+        | true, root -> Some root
+        | false, _ -> None
+
+    let newtonRaphsonRobust maxIterations subdivision accuracy lowerBound upperBound (f:double->double) (df:double->double) =
+        match RobustNewtonRaphson.TryFindRoot(tobcl f, tobcl df, lowerBound, upperBound, accuracy, maxIterations, subdivision) with
+        | true, root -> Some root
+        | false, _ -> None
+
+
+    // simple usage
+
+    let ofFunction lowerBound upperBound (f:double->double) = brent 100 1e-8 lowerBound upperBound f
+
+    let ofFunctionAndDerivative lowerBound upperBound (f:double->double) (df:double->double) =
+        newtonRaphsonRobust 100 20 1e-8 lowerBound upperBound f df
+        |>| fun () -> brent 100 1e-8 lowerBound upperBound f
diff --git a/src/FSharpPortable/FSharpPortable.fsproj b/src/FSharpPortable/FSharpPortable.fsproj
index 763334b2..00a8ae3b 100644
--- a/src/FSharpPortable/FSharpPortable.fsproj
+++ b/src/FSharpPortable/FSharpPortable.fsproj
@@ -80,6 +80,9 @@
     <Compile Include="..\FSharp\Fit.fs">
       <Link>Fit.fs</Link>
     </Compile>
+    <Compile Include="..\FSharp\FindRoots.fs">
+      <Link>FindRoots.fs</Link>
+    </Compile>
     <Compile Include="..\FSharp\RandomVariable.fs">
       <Link>RandomVariable.fs</Link>
     </Compile>