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/* multimin/fdfminimizer.c
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*
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* Copyright (C) 1996, 1997, 1998, 1999, 2000 Fabrice Rossi
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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 <gsl/gsl_errno.h>
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#include <gsl/gsl_multimin.h>
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gsl_multimin_fdfminimizer *
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gsl_multimin_fdfminimizer_alloc (const gsl_multimin_fdfminimizer_type * T,
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size_t n)
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{
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int status;
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gsl_multimin_fdfminimizer *s =
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(gsl_multimin_fdfminimizer *) malloc (sizeof (gsl_multimin_fdfminimizer));
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if (s == 0)
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{
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GSL_ERROR_VAL ("failed to allocate space for minimizer struct",
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GSL_ENOMEM, 0);
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}
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s->type = T;
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s->x = gsl_vector_calloc (n);
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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->gradient = gsl_vector_calloc (n);
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if (s->gradient == 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 gradient", GSL_ENOMEM, 0);
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}
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s->dx = gsl_vector_calloc (n);
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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->gradient);
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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->x);
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gsl_vector_free (s->gradient);
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gsl_vector_free (s->dx);
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free (s);
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GSL_ERROR_VAL ("failed to allocate space for minimizer state",
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GSL_ENOMEM, 0);
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}
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status = (T->alloc) (s->state, n);
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if (status != GSL_SUCCESS)
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{
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free (s->state);
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gsl_vector_free (s->x);
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gsl_vector_free (s->gradient);
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gsl_vector_free (s->dx);
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free (s);
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GSL_ERROR_VAL ("failed to initialize minimizer state", GSL_ENOMEM, 0);
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}
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return s;
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}
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int
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gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s,
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gsl_multimin_function_fdf * fdf,
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const gsl_vector * x,
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double step_size, double tol)
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{
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if (s->x->size != fdf->n)
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{
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GSL_ERROR ("function incompatible with solver size", GSL_EBADLEN);
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}
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if (x->size != fdf->n)
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{
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GSL_ERROR ("vector length not compatible with function", GSL_EBADLEN);
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}
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s->fdf = fdf;
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gsl_vector_memcpy (s->x,x);
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gsl_vector_set_zero (s->dx);
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return (s->type->set) (s->state, s->fdf, s->x, &(s->f), s->gradient, step_size, tol);
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}
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void
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gsl_multimin_fdfminimizer_free (gsl_multimin_fdfminimizer * 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->gradient);
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gsl_vector_free (s->x);
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free (s);
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}
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int
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gsl_multimin_fdfminimizer_iterate (gsl_multimin_fdfminimizer * s)
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{
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return (s->type->iterate) (s->state, s->fdf, s->x, &(s->f), s->gradient, s->dx);
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}
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int
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gsl_multimin_fdfminimizer_restart (gsl_multimin_fdfminimizer * s)
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{
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return (s->type->restart) (s->state);
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}
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const char *
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gsl_multimin_fdfminimizer_name (const gsl_multimin_fdfminimizer * 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_multimin_fdfminimizer_x (const gsl_multimin_fdfminimizer * s)
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{
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return s->x;
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}
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gsl_vector *
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gsl_multimin_fdfminimizer_dx (const gsl_multimin_fdfminimizer * s)
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{
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return s->dx;
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}
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gsl_vector *
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gsl_multimin_fdfminimizer_gradient (const gsl_multimin_fdfminimizer * s)
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{
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return s->gradient;
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}
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double
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gsl_multimin_fdfminimizer_minimum (const gsl_multimin_fdfminimizer * s)
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{
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return s->f;
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}
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