| /* multimin/fdfminimizer.c |
| * |
| * Copyright (C) 1996, 1997, 1998, 1999, 2000 Fabrice Rossi |
| * |
| * This program is free software; you can redistribute it and/or modify |
| * it under the terms of the GNU General Public License as published by |
| * the Free Software Foundation; either version 2 of the License, or (at |
| * your option) any later version. |
| * |
| * This program is distributed in the hope that it will be useful, but |
| * WITHOUT ANY WARRANTY; without even the implied warranty of |
| * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
| * General Public License for more details. |
| * |
| * You should have received a copy of the GNU General Public License |
| * along with this program; if not, write to the Free Software |
| * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. |
| */ |
| |
| #include <config.h> |
| #include <gsl/gsl_errno.h> |
| #include <gsl/gsl_multimin.h> |
| |
| gsl_multimin_fdfminimizer * |
| gsl_multimin_fdfminimizer_alloc (const gsl_multimin_fdfminimizer_type * T, |
| size_t n) |
| { |
| int status; |
| |
| gsl_multimin_fdfminimizer *s = |
| (gsl_multimin_fdfminimizer *) malloc (sizeof (gsl_multimin_fdfminimizer)); |
| |
| if (s == 0) |
| { |
| GSL_ERROR_VAL ("failed to allocate space for minimizer struct", |
| GSL_ENOMEM, 0); |
| } |
| |
| s->type = T; |
| |
| s->x = gsl_vector_calloc (n); |
| |
| if (s->x == 0) |
| { |
| free (s); |
| GSL_ERROR_VAL ("failed to allocate space for x", GSL_ENOMEM, 0); |
| } |
| |
| s->gradient = gsl_vector_calloc (n); |
| |
| if (s->gradient == 0) |
| { |
| gsl_vector_free (s->x); |
| free (s); |
| GSL_ERROR_VAL ("failed to allocate space for gradient", GSL_ENOMEM, 0); |
| } |
| |
| s->dx = gsl_vector_calloc (n); |
| |
| if (s->dx == 0) |
| { |
| gsl_vector_free (s->x); |
| gsl_vector_free (s->gradient); |
| free (s); |
| GSL_ERROR_VAL ("failed to allocate space for dx", GSL_ENOMEM, 0); |
| } |
| |
| s->state = malloc (T->size); |
| |
| if (s->state == 0) |
| { |
| gsl_vector_free (s->x); |
| gsl_vector_free (s->gradient); |
| gsl_vector_free (s->dx); |
| free (s); |
| GSL_ERROR_VAL ("failed to allocate space for minimizer state", |
| GSL_ENOMEM, 0); |
| } |
| |
| status = (T->alloc) (s->state, n); |
| |
| if (status != GSL_SUCCESS) |
| { |
| free (s->state); |
| gsl_vector_free (s->x); |
| gsl_vector_free (s->gradient); |
| gsl_vector_free (s->dx); |
| free (s); |
| |
| GSL_ERROR_VAL ("failed to initialize minimizer state", GSL_ENOMEM, 0); |
| } |
| |
| return s; |
| } |
| |
| int |
| gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s, |
| gsl_multimin_function_fdf * fdf, |
| const gsl_vector * x, |
| double step_size, double tol) |
| { |
| if (s->x->size != fdf->n) |
| { |
| GSL_ERROR ("function incompatible with solver size", GSL_EBADLEN); |
| } |
| |
| if (x->size != fdf->n) |
| { |
| GSL_ERROR ("vector length not compatible with function", GSL_EBADLEN); |
| } |
| |
| s->fdf = fdf; |
| |
| gsl_vector_memcpy (s->x,x); |
| gsl_vector_set_zero (s->dx); |
| |
| return (s->type->set) (s->state, s->fdf, s->x, &(s->f), s->gradient, step_size, tol); |
| } |
| |
| void |
| gsl_multimin_fdfminimizer_free (gsl_multimin_fdfminimizer * s) |
| { |
| (s->type->free) (s->state); |
| free (s->state); |
| gsl_vector_free (s->dx); |
| gsl_vector_free (s->gradient); |
| gsl_vector_free (s->x); |
| free (s); |
| } |
| |
| int |
| gsl_multimin_fdfminimizer_iterate (gsl_multimin_fdfminimizer * s) |
| { |
| return (s->type->iterate) (s->state, s->fdf, s->x, &(s->f), s->gradient, s->dx); |
| } |
| |
| int |
| gsl_multimin_fdfminimizer_restart (gsl_multimin_fdfminimizer * s) |
| { |
| return (s->type->restart) (s->state); |
| } |
| |
| const char * |
| gsl_multimin_fdfminimizer_name (const gsl_multimin_fdfminimizer * s) |
| { |
| return s->type->name; |
| } |
| |
| |
| gsl_vector * |
| gsl_multimin_fdfminimizer_x (gsl_multimin_fdfminimizer * s) |
| { |
| return s->x; |
| } |
| |
| gsl_vector * |
| gsl_multimin_fdfminimizer_dx (gsl_multimin_fdfminimizer * s) |
| { |
| return s->dx; |
| } |
| |
| gsl_vector * |
| gsl_multimin_fdfminimizer_gradient (gsl_multimin_fdfminimizer * s) |
| { |
| return s->gradient; |
| } |
| |
| double |
| gsl_multimin_fdfminimizer_minimum (gsl_multimin_fdfminimizer * s) |
| { |
| return s->f; |
| } |
| |