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/* 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;
}