/* multifit_nlin/gsl_multifit_nlin.h

 * 

 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough

 * 

 * 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 3 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.

 */

#ifndef __GSL_MULTIFIT_NLIN_H__

#define __GSL_MULTIFIT_NLIN_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_permutation.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

int gsl_multifit_gradient (const gsl_matrix * J, const gsl_vector * f,

                           gsl_vector * g);

int gsl_multifit_covar (const gsl_matrix * J, const double epsrel, gsl_matrix * covar);

int gsl_multifit_covar_QRPT (gsl_matrix * r, gsl_permutation * perm,

                             const double epsrel, gsl_matrix * covar);

/* Definition of vector-valued functions with parameters based on gsl_vector */

struct gsl_multifit_function_struct

{

  int (* f) (const gsl_vector * x, void * params, gsl_vector * f);

  size_t n;   /* number of functions */

  size_t p;   /* number of independent variables */

  void * params;

};

typedef struct gsl_multifit_function_struct gsl_multifit_function ;

#define GSL_MULTIFIT_FN_EVAL(F,x,y) (*((F)->f))(x,(F)->params,(y))

typedef struct

  {

    const char *name;

    size_t size;

    int (*alloc) (void *state, size_t n, size_t p);

    int (*set) (void *state, gsl_multifit_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx);

    int (*iterate) (void *state, gsl_multifit_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx);

    void (*free) (void *state);

  }

gsl_multifit_fsolver_type;

typedef struct

  {

    const gsl_multifit_fsolver_type * type;

    gsl_multifit_function * function ;

    gsl_vector * x ;

    gsl_vector * f ;

    gsl_vector * dx ;

    void *state;

  }

gsl_multifit_fsolver;

gsl_multifit_fsolver *

gsl_multifit_fsolver_alloc (const gsl_multifit_fsolver_type * T, 

                            size_t n, size_t p);

void gsl_multifit_fsolver_free (gsl_multifit_fsolver * s);

int gsl_multifit_fsolver_set (gsl_multifit_fsolver * s, 

                              gsl_multifit_function * f, 

                              const gsl_vector * x);

int gsl_multifit_fsolver_iterate (gsl_multifit_fsolver * s);

int gsl_multifit_fsolver_driver (gsl_multifit_fsolver * s,

                                 const size_t maxiter,

                                 const double epsabs, const double epsrel);

const char * gsl_multifit_fsolver_name (const gsl_multifit_fsolver * s);

gsl_vector * gsl_multifit_fsolver_position (const gsl_multifit_fsolver * s);

/* Definition of vector-valued functions and gradient with parameters

   based on gsl_vector */

struct gsl_multifit_function_fdf_struct

{

  int (* f) (const gsl_vector * x, void * params, gsl_vector * f);

  int (* df) (const gsl_vector * x, void * params, gsl_matrix * df);

  int (* fdf) (const gsl_vector * x, void * params, gsl_vector * f, gsl_matrix *df);

  size_t n;       /* number of functions */

  size_t p;       /* number of independent variables */

  void * params;  /* user parameters */

  size_t nevalf;  /* number of function evaluations */

  size_t nevaldf; /* number of Jacobian evaluations */

};

typedef struct gsl_multifit_function_fdf_struct gsl_multifit_function_fdf ;

typedef struct

  {

    const char *name;

    size_t size;

    int (*alloc) (void *state, size_t n, size_t p);

    int (*set) (void *state, const gsl_vector * wts,

                gsl_multifit_function_fdf * fdf, gsl_vector * x,

                gsl_vector * f, gsl_vector * dx);

    int (*iterate) (void *state, const gsl_vector * wts,

                    gsl_multifit_function_fdf * fdf, gsl_vector * x,

                    gsl_vector * f, gsl_vector * dx);

    int (*gradient) (void *state, gsl_vector * g);

    int (*jac) (void *state, gsl_matrix * J);

    void (*free) (void *state);

  }

gsl_multifit_fdfsolver_type;

typedef struct

  {

    const gsl_multifit_fdfsolver_type * type;

    gsl_multifit_function_fdf * fdf ;

    gsl_vector * x;        /* parameter values x */

    gsl_vector * f;        /* residual vector f(x) */

    gsl_vector * dx;       /* step dx */

    gsl_vector * g;        /* gradient J^T f */

    gsl_vector * sqrt_wts; /* sqrt(wts) */

    size_t niter;          /* number of iterations performed */

    void *state;

  }

gsl_multifit_fdfsolver;

gsl_multifit_fdfsolver *

gsl_multifit_fdfsolver_alloc (const gsl_multifit_fdfsolver_type * T, 

                              size_t n, size_t p);

int

gsl_multifit_fdfsolver_set (gsl_multifit_fdfsolver * s, 

                            gsl_multifit_function_fdf * fdf,

                            const gsl_vector * x);

int gsl_multifit_fdfsolver_wset (gsl_multifit_fdfsolver * s, 

                                 gsl_multifit_function_fdf * f, 

                                 const gsl_vector * x,

                                 const gsl_vector * wts);

int

gsl_multifit_fdfsolver_iterate (gsl_multifit_fdfsolver * s);

int gsl_multifit_fdfsolver_driver (gsl_multifit_fdfsolver * s,

                                   const size_t maxiter,

                                   const double xtol,

                                   const double gtol,

                                   const double ftol,

                                   int *info);

int gsl_multifit_fdfsolver_jac (gsl_multifit_fdfsolver * s,

                                gsl_matrix * J);

void

gsl_multifit_fdfsolver_free (gsl_multifit_fdfsolver * s);

const char * gsl_multifit_fdfsolver_name (const gsl_multifit_fdfsolver * s);

gsl_vector * gsl_multifit_fdfsolver_position (const gsl_multifit_fdfsolver * s);

gsl_vector * gsl_multifit_fdfsolver_residual (const gsl_multifit_fdfsolver * s);

size_t gsl_multifit_fdfsolver_niter (const gsl_multifit_fdfsolver * s);

int gsl_multifit_eval_wf(gsl_multifit_function_fdf *fdf,

                         const gsl_vector *x, const gsl_vector *wts,

                         gsl_vector *y);

int gsl_multifit_eval_wdf(gsl_multifit_function_fdf *fdf,

                          const gsl_vector *x, const gsl_vector *wts,

                          gsl_matrix *dy);

int gsl_multifit_fdfsolver_test (const gsl_multifit_fdfsolver * s,

                                 const double xtol,

                                 const double gtol,

                                 const double ftol, int *info);

int gsl_multifit_test_delta (const gsl_vector * dx, const gsl_vector * x, 

                             double epsabs, double epsrel);

int gsl_multifit_test_gradient (const gsl_vector * g, double epsabs);

int gsl_multifit_fdfsolver_dif_df(const gsl_vector *x,

                                  const gsl_vector *wts,

                                  gsl_multifit_function_fdf *fdf,

                                  const gsl_vector *f, gsl_matrix *J);

int gsl_multifit_fdfsolver_dif_fdf(const gsl_vector *x, gsl_multifit_function_fdf *fdf,

                                   gsl_vector *f, gsl_matrix *J);

typedef struct

{

  size_t n;                         /* number of (original) residuals */

  size_t p;                         /* number of model parameters */

  double lambda;                    /* damping parameter */

  const gsl_vector *L_diag;         /* diagonal damping matrix or NULL */

  const gsl_matrix *L;              /* general damping matrix or NULL */

  gsl_vector *f;                    /* function values for finite diff J */

  gsl_vector *wts;                  /* weight vector for augmented system */

  gsl_multifit_fdfsolver * s;

  gsl_multifit_function_fdf *fdf;   /* user defined fdf */

  gsl_multifit_function_fdf fdftik; /* Tikhonov modified fdf */

} gsl_multifit_fdfridge;

gsl_multifit_fdfridge *

gsl_multifit_fdfridge_alloc (const gsl_multifit_fdfsolver_type * T,

                             const size_t n, const size_t p);

void gsl_multifit_fdfridge_free(gsl_multifit_fdfridge *work);

const char *gsl_multifit_fdfridge_name(const gsl_multifit_fdfridge * w);

gsl_vector *gsl_multifit_fdfridge_position (const gsl_multifit_fdfridge * w);

gsl_vector *gsl_multifit_fdfridge_residual (const gsl_multifit_fdfridge * w);

size_t gsl_multifit_fdfridge_niter (const gsl_multifit_fdfridge * w);

int gsl_multifit_fdfridge_set (gsl_multifit_fdfridge * w,

                               gsl_multifit_function_fdf * f,

                               const gsl_vector * x,

                               const double lambda);

int gsl_multifit_fdfridge_wset (gsl_multifit_fdfridge * w,

                                gsl_multifit_function_fdf * f,

                                const gsl_vector * x,

                                const double lambda,

                                const gsl_vector * wts);

int gsl_multifit_fdfridge_set2 (gsl_multifit_fdfridge * w,

                                gsl_multifit_function_fdf * f,

                                const gsl_vector * x,

                                const gsl_vector * lambda);

int gsl_multifit_fdfridge_wset2 (gsl_multifit_fdfridge * w,

                                 gsl_multifit_function_fdf * f,

                                 const gsl_vector * x,

                                 const gsl_vector * lambda,

                                 const gsl_vector * wts);

int gsl_multifit_fdfridge_set3 (gsl_multifit_fdfridge * w,

                                gsl_multifit_function_fdf * f,

                                const gsl_vector * x,

                                const gsl_matrix * L);

int gsl_multifit_fdfridge_wset3 (gsl_multifit_fdfridge * w,

                                 gsl_multifit_function_fdf * f,

                                 const gsl_vector * x,

                                 const gsl_matrix * L,

                                 const gsl_vector * wts);

int gsl_multifit_fdfridge_iterate (gsl_multifit_fdfridge * w);

int gsl_multifit_fdfridge_driver (gsl_multifit_fdfridge * w,

                                  const size_t maxiter,

                                  const double xtol,

                                  const double gtol,

                                  const double ftol,

                                  int *info);

/* extern const gsl_multifit_fsolver_type * gsl_multifit_fsolver_gradient; */

GSL_VAR const gsl_multifit_fdfsolver_type * gsl_multifit_fdfsolver_lmsder;

GSL_VAR const gsl_multifit_fdfsolver_type * gsl_multifit_fdfsolver_lmder;

GSL_VAR const gsl_multifit_fdfsolver_type * gsl_multifit_fdfsolver_lmniel;

__END_DECLS

#endif /* __GSL_MULTIFIT_NLIN_H__ */