/* 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__ */