|
Packit |
67cb25 |
/* multimin/gsl_multimin.h
|
|
Packit |
67cb25 |
*
|
|
Packit |
67cb25 |
* Copyright (C) 1996, 1997, 1998, 1999, 2000 Fabrice Rossi
|
|
Packit |
67cb25 |
*
|
|
Packit |
67cb25 |
* This program is free software; you can redistribute it and/or modify
|
|
Packit |
67cb25 |
* it under the terms of the GNU General Public License as published by
|
|
Packit |
67cb25 |
* the Free Software Foundation; either version 3 of the License, or (at
|
|
Packit |
67cb25 |
* your option) any later version.
|
|
Packit |
67cb25 |
*
|
|
Packit |
67cb25 |
* This program is distributed in the hope that it will be useful, but
|
|
Packit |
67cb25 |
* WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
Packit |
67cb25 |
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
|
Packit |
67cb25 |
* General Public License for more details.
|
|
Packit |
67cb25 |
*
|
|
Packit |
67cb25 |
* You should have received a copy of the GNU General Public License
|
|
Packit |
67cb25 |
* along with this program; if not, write to the Free Software
|
|
Packit |
67cb25 |
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
|
|
Packit |
67cb25 |
*/
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* Modified by Tuomo Keskitalo to include fminimizer and
|
|
Packit |
67cb25 |
Nelder Mead related lines */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#ifndef __GSL_MULTIMIN_H__
|
|
Packit |
67cb25 |
#define __GSL_MULTIMIN_H__
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#include <stdlib.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_types.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_math.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_vector.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_matrix.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_min.h>
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#undef __BEGIN_DECLS
|
|
Packit |
67cb25 |
#undef __END_DECLS
|
|
Packit |
67cb25 |
#ifdef __cplusplus
|
|
Packit |
67cb25 |
# define __BEGIN_DECLS extern "C" {
|
|
Packit |
67cb25 |
# define __END_DECLS }
|
|
Packit |
67cb25 |
#else
|
|
Packit |
67cb25 |
# define __BEGIN_DECLS /* empty */
|
|
Packit |
67cb25 |
# define __END_DECLS /* empty */
|
|
Packit |
67cb25 |
#endif
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
__BEGIN_DECLS
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* Definition of an arbitrary real-valued function with gsl_vector input and */
|
|
Packit |
67cb25 |
/* parameters */
|
|
Packit |
67cb25 |
struct gsl_multimin_function_struct
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
double (* f) (const gsl_vector * x, void * params);
|
|
Packit |
67cb25 |
size_t n;
|
|
Packit |
67cb25 |
void * params;
|
|
Packit |
67cb25 |
};
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
typedef struct gsl_multimin_function_struct gsl_multimin_function;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#define GSL_MULTIMIN_FN_EVAL(F,x) (*((F)->f))(x,(F)->params)
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* Definition of an arbitrary differentiable real-valued function */
|
|
Packit |
67cb25 |
/* with gsl_vector input and parameters */
|
|
Packit |
67cb25 |
struct gsl_multimin_function_fdf_struct
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
double (* f) (const gsl_vector * x, void * params);
|
|
Packit |
67cb25 |
void (* df) (const gsl_vector * x, void * params,gsl_vector * df);
|
|
Packit |
67cb25 |
void (* fdf) (const gsl_vector * x, void * params,double *f,gsl_vector * df);
|
|
Packit |
67cb25 |
size_t n;
|
|
Packit |
67cb25 |
void * params;
|
|
Packit |
67cb25 |
};
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
typedef struct gsl_multimin_function_fdf_struct gsl_multimin_function_fdf;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#define GSL_MULTIMIN_FN_EVAL_F(F,x) (*((F)->f))(x,(F)->params)
|
|
Packit |
67cb25 |
#define GSL_MULTIMIN_FN_EVAL_DF(F,x,g) (*((F)->df))(x,(F)->params,(g))
|
|
Packit |
67cb25 |
#define GSL_MULTIMIN_FN_EVAL_F_DF(F,x,y,g) (*((F)->fdf))(x,(F)->params,(y),(g))
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int gsl_multimin_diff (const gsl_multimin_function * f,
|
|
Packit |
67cb25 |
const gsl_vector * x, gsl_vector * g);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* minimization of non-differentiable functions */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
typedef struct
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
const char *name;
|
|
Packit |
67cb25 |
size_t size;
|
|
Packit |
67cb25 |
int (*alloc) (void *state, size_t n);
|
|
Packit |
67cb25 |
int (*set) (void *state, gsl_multimin_function * f,
|
|
Packit |
67cb25 |
const gsl_vector * x,
|
|
Packit |
67cb25 |
double * size,
|
|
Packit |
67cb25 |
const gsl_vector * step_size);
|
|
Packit |
67cb25 |
int (*iterate) (void *state, gsl_multimin_function * f,
|
|
Packit |
67cb25 |
gsl_vector * x,
|
|
Packit |
67cb25 |
double * size,
|
|
Packit |
67cb25 |
double * fval);
|
|
Packit |
67cb25 |
void (*free) (void *state);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer_type;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
typedef struct
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
/* multi dimensional part */
|
|
Packit |
67cb25 |
const gsl_multimin_fminimizer_type *type;
|
|
Packit |
67cb25 |
gsl_multimin_function *f;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
double fval;
|
|
Packit |
67cb25 |
gsl_vector * x;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
double size;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
void *state;
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer *
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer_alloc(const gsl_multimin_fminimizer_type *T,
|
|
Packit |
67cb25 |
size_t n);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer_set (gsl_multimin_fminimizer * s,
|
|
Packit |
67cb25 |
gsl_multimin_function * f,
|
|
Packit |
67cb25 |
const gsl_vector * x,
|
|
Packit |
67cb25 |
const gsl_vector * step_size);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
void
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer_free(gsl_multimin_fminimizer *s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
const char *
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer_name (const gsl_multimin_fminimizer * s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer_iterate(gsl_multimin_fminimizer *s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_vector *
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer_x (const gsl_multimin_fminimizer * s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
double
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer_minimum (const gsl_multimin_fminimizer * s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
double
|
|
Packit |
67cb25 |
gsl_multimin_fminimizer_size (const gsl_multimin_fminimizer * s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* Convergence test functions */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int
|
|
Packit |
67cb25 |
gsl_multimin_test_gradient(const gsl_vector * g, double epsabs);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int
|
|
Packit |
67cb25 |
gsl_multimin_test_size(const double size, double epsabs);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* minimisation of differentiable functions */
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
typedef struct
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
const char *name;
|
|
Packit |
67cb25 |
size_t size;
|
|
Packit |
67cb25 |
int (*alloc) (void *state, size_t n);
|
|
Packit |
67cb25 |
int (*set) (void *state, gsl_multimin_function_fdf * fdf,
|
|
Packit |
67cb25 |
const gsl_vector * x, double * f,
|
|
Packit |
67cb25 |
gsl_vector * gradient, double step_size, double tol);
|
|
Packit |
67cb25 |
int (*iterate) (void *state,gsl_multimin_function_fdf * fdf,
|
|
Packit |
67cb25 |
gsl_vector * x, double * f,
|
|
Packit |
67cb25 |
gsl_vector * gradient, gsl_vector * dx);
|
|
Packit |
67cb25 |
int (*restart) (void *state);
|
|
Packit |
67cb25 |
void (*free) (void *state);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_type;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
typedef struct
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
/* multi dimensional part */
|
|
Packit |
67cb25 |
const gsl_multimin_fdfminimizer_type *type;
|
|
Packit |
67cb25 |
gsl_multimin_function_fdf *fdf;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
double f;
|
|
Packit |
67cb25 |
gsl_vector * x;
|
|
Packit |
67cb25 |
gsl_vector * gradient;
|
|
Packit |
67cb25 |
gsl_vector * dx;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
void *state;
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer *
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_alloc(const gsl_multimin_fdfminimizer_type *T,
|
|
Packit |
67cb25 |
size_t n);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s,
|
|
Packit |
67cb25 |
gsl_multimin_function_fdf *fdf,
|
|
Packit |
67cb25 |
const gsl_vector * x,
|
|
Packit |
67cb25 |
double step_size, double tol);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
void
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_free(gsl_multimin_fdfminimizer *s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
const char *
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_name (const gsl_multimin_fdfminimizer * s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_iterate(gsl_multimin_fdfminimizer *s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_restart(gsl_multimin_fdfminimizer *s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_vector *
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_x (const gsl_multimin_fdfminimizer * s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_vector *
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_dx (const gsl_multimin_fdfminimizer * s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_vector *
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_gradient (const gsl_multimin_fdfminimizer * s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
double
|
|
Packit |
67cb25 |
gsl_multimin_fdfminimizer_minimum (const gsl_multimin_fdfminimizer * s);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_steepest_descent;
|
|
Packit |
67cb25 |
GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_conjugate_pr;
|
|
Packit |
67cb25 |
GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_conjugate_fr;
|
|
Packit |
67cb25 |
GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_vector_bfgs;
|
|
Packit |
67cb25 |
GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_vector_bfgs2;
|
|
Packit |
67cb25 |
GSL_VAR const gsl_multimin_fminimizer_type *gsl_multimin_fminimizer_nmsimplex;
|
|
Packit |
67cb25 |
GSL_VAR const gsl_multimin_fminimizer_type *gsl_multimin_fminimizer_nmsimplex2;
|
|
Packit |
67cb25 |
GSL_VAR const gsl_multimin_fminimizer_type *gsl_multimin_fminimizer_nmsimplex2rand;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
__END_DECLS
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#endif /* __GSL_MULTIMIN_H__ */
|