Blame multifit/fsolver.c

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/* multifit/fsolver.c
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 * 
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 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough
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 * 
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 * This program is free software; you can redistribute it and/or modify
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 * it under the terms of the GNU General Public License as published by
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 * the Free Software Foundation; either version 3 of the License, or (at
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 * your option) any later version.
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 * 
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 * This program is distributed in the hope that it will be useful, but
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 * WITHOUT ANY WARRANTY; without even the implied warranty of
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 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
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 * General Public License for more details.
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 * 
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 * You should have received a copy of the GNU General Public License
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 * along with this program; if not, write to the Free Software
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 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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 */
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#include <config.h>
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#include <stdlib.h>
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#include <string.h>
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_multifit_nlin.h>
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gsl_multifit_fsolver *
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gsl_multifit_fsolver_alloc (const gsl_multifit_fsolver_type * T, 
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                            size_t n, size_t p) 
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{
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  int status;
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  gsl_multifit_fsolver * s;
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  if (n < p)
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    {
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      GSL_ERROR_VAL ("insufficient data points, n < p", GSL_EINVAL, 0);
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    }
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  s = (gsl_multifit_fsolver *) malloc (sizeof (gsl_multifit_fsolver));
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  if (s == 0)
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    {
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      GSL_ERROR_VAL ("failed to allocate space for multifit solver struct",
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                        GSL_ENOMEM, 0);
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    }
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  s->x = gsl_vector_calloc (p);
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  if (s->x == 0) 
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    {
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      free (s);
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      GSL_ERROR_VAL ("failed to allocate space for x", GSL_ENOMEM, 0);
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    }
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  s->f = gsl_vector_calloc (n);
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  if (s->f == 0) 
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    {
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      gsl_vector_free (s->x);
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      free (s);
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      GSL_ERROR_VAL ("failed to allocate space for f", GSL_ENOMEM, 0);
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    }
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  s->dx = gsl_vector_calloc (p);
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  if (s->dx == 0) 
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    {
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      gsl_vector_free (s->x);
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      gsl_vector_free (s->f);
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      free (s);
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      GSL_ERROR_VAL ("failed to allocate space for dx", GSL_ENOMEM, 0);
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    }
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  s->state = malloc (T->size);
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  if (s->state == 0)
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    {
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      gsl_vector_free (s->dx);
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      gsl_vector_free (s->x);
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      gsl_vector_free (s->f);
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      free (s);         /* exception in constructor, avoid memory leak */
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      GSL_ERROR_VAL ("failed to allocate space for multifit solver state",
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                        GSL_ENOMEM, 0);
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    }
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  s->type = T ;
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  status = (s->type->alloc)(s->state, n, p);
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  if (status != GSL_SUCCESS)
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    {
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      (s->type->free)(s->state);
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      free (s->state);
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      gsl_vector_free (s->dx);
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      gsl_vector_free (s->x);
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      gsl_vector_free (s->f);
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      free (s);         /* exception in constructor, avoid memory leak */
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      GSL_ERROR_VAL ("failed to set solver", status, 0);
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    }
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  s->function = NULL;
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  return s;
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}
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int
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gsl_multifit_fsolver_set (gsl_multifit_fsolver * s, 
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                          gsl_multifit_function * f, 
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                          const gsl_vector * x)
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{
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  if (s->f->size != f->n)
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    {
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      GSL_ERROR ("function size does not match solver", GSL_EBADLEN);
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    }
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  if (s->x->size != x->size)
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    {
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      GSL_ERROR ("vector length does not match solver", GSL_EBADLEN);
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    }  
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  s->function = f;
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  gsl_vector_memcpy(s->x,x);
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  return (s->type->set) (s->state, s->function, s->x, s->f, s->dx);
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}
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int
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gsl_multifit_fsolver_iterate (gsl_multifit_fsolver * s)
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{
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  return (s->type->iterate) (s->state, s->function, s->x, s->f, s->dx);
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}
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int
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gsl_multifit_fsolver_driver (gsl_multifit_fsolver * s,
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                             const size_t maxiter,
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                             const double epsabs,
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                             const double epsrel)
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{
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  int status;
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  size_t iter = 0;
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  do  
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    {   
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      status = gsl_multifit_fsolver_iterate (s);
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      if (status) 
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        break;
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      /* test for convergence */
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      status = gsl_multifit_test_delta (s->dx, s->x, epsabs, epsrel);
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    }   
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  while (status == GSL_CONTINUE && ++iter < maxiter);
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  return status;
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} /* gsl_multifit_fdfsolver_driver() */
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void
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gsl_multifit_fsolver_free (gsl_multifit_fsolver * s)
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{
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  RETURN_IF_NULL (s);
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  (s->type->free) (s->state);
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  free (s->state);
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  gsl_vector_free (s->dx);
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  gsl_vector_free (s->x);
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  gsl_vector_free (s->f);
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  free (s);
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}
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const char *
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gsl_multifit_fsolver_name (const gsl_multifit_fsolver * s)
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{
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  return s->type->name;
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}
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gsl_vector *
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gsl_multifit_fsolver_position (const gsl_multifit_fsolver * s)
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{
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  return s->x;
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}