| /* multimin/gsl_multimin.h |
| * |
| * 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. |
| */ |
| |
| /* Modified by Tuomo Keskitalo to include fminimizer and |
| Nelder Mead related lines */ |
| |
| #ifndef __GSL_MULTIMIN_H__ |
| #define __GSL_MULTIMIN_H__ |
| |
| #include <stdlib.h> |
| #include <gsl/gsl_types.h> |
| #include <gsl/gsl_math.h> |
| #include <gsl/gsl_vector.h> |
| #include <gsl/gsl_matrix.h> |
| #include <gsl/gsl_min.h> |
| |
| #undef __BEGIN_DECLS |
| #undef __END_DECLS |
| #ifdef __cplusplus |
| # define __BEGIN_DECLS extern "C" { |
| # define __END_DECLS } |
| #else |
| # define __BEGIN_DECLS /* empty */ |
| # define __END_DECLS /* empty */ |
| #endif |
| |
| __BEGIN_DECLS |
| |
| /* Definition of an arbitrary real-valued function with gsl_vector input and */ |
| /* parameters */ |
| struct gsl_multimin_function_struct |
| { |
| double (* f) (const gsl_vector * x, void * params); |
| size_t n; |
| void * params; |
| }; |
| |
| typedef struct gsl_multimin_function_struct gsl_multimin_function; |
| |
| #define GSL_MULTIMIN_FN_EVAL(F,x) (*((F)->f))(x,(F)->params) |
| |
| /* Definition of an arbitrary differentiable real-valued function */ |
| /* with gsl_vector input and parameters */ |
| struct gsl_multimin_function_fdf_struct |
| { |
| double (* f) (const gsl_vector * x, void * params); |
| void (* df) (const gsl_vector * x, void * params,gsl_vector * df); |
| void (* fdf) (const gsl_vector * x, void * params,double *f,gsl_vector * df); |
| size_t n; |
| void * params; |
| }; |
| |
| typedef struct gsl_multimin_function_fdf_struct gsl_multimin_function_fdf; |
| |
| #define GSL_MULTIMIN_FN_EVAL_F(F,x) (*((F)->f))(x,(F)->params) |
| #define GSL_MULTIMIN_FN_EVAL_DF(F,x,g) (*((F)->df))(x,(F)->params,(g)) |
| #define GSL_MULTIMIN_FN_EVAL_F_DF(F,x,y,g) (*((F)->fdf))(x,(F)->params,(y),(g)) |
| |
| int gsl_multimin_diff (const gsl_multimin_function * f, |
| const gsl_vector * x, gsl_vector * g); |
| |
| /* minimization of non-differentiable functions */ |
| |
| typedef struct |
| { |
| const char *name; |
| size_t size; |
| int (*alloc) (void *state, size_t n); |
| int (*set) (void *state, gsl_multimin_function * f, |
| const gsl_vector * x, |
| double * size, |
| const gsl_vector * step_size); |
| int (*iterate) (void *state, gsl_multimin_function * f, |
| gsl_vector * x, |
| double * size, |
| double * fval); |
| void (*free) (void *state); |
| } |
| gsl_multimin_fminimizer_type; |
| |
| typedef struct |
| { |
| /* multi dimensional part */ |
| const gsl_multimin_fminimizer_type *type; |
| gsl_multimin_function *f; |
| |
| double fval; |
| gsl_vector * x; |
| |
| double size; |
| |
| void *state; |
| } |
| gsl_multimin_fminimizer; |
| |
| gsl_multimin_fminimizer * |
| gsl_multimin_fminimizer_alloc(const gsl_multimin_fminimizer_type *T, |
| size_t n); |
| |
| int |
| gsl_multimin_fminimizer_set (gsl_multimin_fminimizer * s, |
| gsl_multimin_function * f, |
| const gsl_vector * x, |
| const gsl_vector * step_size); |
| |
| void |
| gsl_multimin_fminimizer_free(gsl_multimin_fminimizer *s); |
| |
| const char * |
| gsl_multimin_fminimizer_name (const gsl_multimin_fminimizer * s); |
| |
| int |
| gsl_multimin_fminimizer_iterate(gsl_multimin_fminimizer *s); |
| |
| gsl_vector * |
| gsl_multimin_fminimizer_x (const gsl_multimin_fminimizer * s); |
| |
| double |
| gsl_multimin_fminimizer_minimum (const gsl_multimin_fminimizer * s); |
| |
| double |
| gsl_multimin_fminimizer_size (const gsl_multimin_fminimizer * s); |
| |
| /* Convergence test functions */ |
| |
| int |
| gsl_multimin_test_gradient(const gsl_vector * g,double epsabs); |
| |
| int |
| gsl_multimin_test_size(const double size ,double epsabs); |
| |
| /* minimisation of differentiable functions */ |
| |
| typedef struct |
| { |
| const char *name; |
| size_t size; |
| int (*alloc) (void *state, size_t n); |
| int (*set) (void *state, gsl_multimin_function_fdf * fdf, |
| const gsl_vector * x, double * f, |
| gsl_vector * gradient, double step_size, double tol); |
| int (*iterate) (void *state,gsl_multimin_function_fdf * fdf, |
| gsl_vector * x, double * f, |
| gsl_vector * gradient, gsl_vector * dx); |
| int (*restart) (void *state); |
| void (*free) (void *state); |
| } |
| gsl_multimin_fdfminimizer_type; |
| |
| typedef struct |
| { |
| /* multi dimensional part */ |
| const gsl_multimin_fdfminimizer_type *type; |
| gsl_multimin_function_fdf *fdf; |
| |
| double f; |
| gsl_vector * x; |
| gsl_vector * gradient; |
| gsl_vector * dx; |
| |
| void *state; |
| } |
| gsl_multimin_fdfminimizer; |
| |
| gsl_multimin_fdfminimizer * |
| gsl_multimin_fdfminimizer_alloc(const gsl_multimin_fdfminimizer_type *T, |
| size_t n); |
| |
| int |
| gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s, |
| gsl_multimin_function_fdf *fdf, |
| const gsl_vector * x, |
| double step_size, double tol); |
| |
| void |
| gsl_multimin_fdfminimizer_free(gsl_multimin_fdfminimizer *s); |
| |
| const char * |
| gsl_multimin_fdfminimizer_name (const gsl_multimin_fdfminimizer * s); |
| |
| int |
| gsl_multimin_fdfminimizer_iterate(gsl_multimin_fdfminimizer *s); |
| |
| int |
| gsl_multimin_fdfminimizer_restart(gsl_multimin_fdfminimizer *s); |
| |
| gsl_vector * |
| gsl_multimin_fdfminimizer_x (gsl_multimin_fdfminimizer * s); |
| |
| gsl_vector * |
| gsl_multimin_fdfminimizer_dx (gsl_multimin_fdfminimizer * s); |
| |
| gsl_vector * |
| gsl_multimin_fdfminimizer_gradient (gsl_multimin_fdfminimizer * s); |
| |
| double |
| gsl_multimin_fdfminimizer_minimum (gsl_multimin_fdfminimizer * s); |
| |
| GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_steepest_descent; |
| GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_conjugate_pr; |
| GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_conjugate_fr; |
| GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_vector_bfgs; |
| GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_vector_bfgs2; |
| GSL_VAR const gsl_multimin_fminimizer_type *gsl_multimin_fminimizer_nmsimplex; |
| |
| |
| __END_DECLS |
| |
| #endif /* __GSL_MULTIMIN_H__ */ |