/* multifit/fsolver.c * * 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. */ #include #include #include #include #include gsl_multifit_fsolver * gsl_multifit_fsolver_alloc (const gsl_multifit_fsolver_type * T, size_t n, size_t p) { int status; gsl_multifit_fsolver * s; if (n < p) { GSL_ERROR_VAL ("insufficient data points, n < p", GSL_EINVAL, 0); } s = (gsl_multifit_fsolver *) malloc (sizeof (gsl_multifit_fsolver)); if (s == 0) { GSL_ERROR_VAL ("failed to allocate space for multifit solver struct", GSL_ENOMEM, 0); } s->x = gsl_vector_calloc (p); if (s->x == 0) { free (s); GSL_ERROR_VAL ("failed to allocate space for x", GSL_ENOMEM, 0); } s->f = gsl_vector_calloc (n); if (s->f == 0) { gsl_vector_free (s->x); free (s); GSL_ERROR_VAL ("failed to allocate space for f", GSL_ENOMEM, 0); } s->dx = gsl_vector_calloc (p); if (s->dx == 0) { gsl_vector_free (s->x); gsl_vector_free (s->f); free (s); GSL_ERROR_VAL ("failed to allocate space for dx", GSL_ENOMEM, 0); } s->state = malloc (T->size); if (s->state == 0) { gsl_vector_free (s->dx); gsl_vector_free (s->x); gsl_vector_free (s->f); free (s); /* exception in constructor, avoid memory leak */ GSL_ERROR_VAL ("failed to allocate space for multifit solver state", GSL_ENOMEM, 0); } s->type = T ; status = (s->type->alloc)(s->state, n, p); if (status != GSL_SUCCESS) { (s->type->free)(s->state); free (s->state); gsl_vector_free (s->dx); gsl_vector_free (s->x); gsl_vector_free (s->f); free (s); /* exception in constructor, avoid memory leak */ GSL_ERROR_VAL ("failed to set solver", status, 0); } s->function = NULL; return s; } int gsl_multifit_fsolver_set (gsl_multifit_fsolver * s, gsl_multifit_function * f, const gsl_vector * x) { if (s->f->size != f->n) { GSL_ERROR ("function size does not match solver", GSL_EBADLEN); } if (s->x->size != x->size) { GSL_ERROR ("vector length does not match solver", GSL_EBADLEN); } s->function = f; gsl_vector_memcpy(s->x,x); return (s->type->set) (s->state, s->function, s->x, s->f, s->dx); } int gsl_multifit_fsolver_iterate (gsl_multifit_fsolver * s) { return (s->type->iterate) (s->state, s->function, s->x, s->f, s->dx); } int gsl_multifit_fsolver_driver (gsl_multifit_fsolver * s, const size_t maxiter, const double epsabs, const double epsrel) { int status; size_t iter = 0; do { status = gsl_multifit_fsolver_iterate (s); if (status) break; /* test for convergence */ status = gsl_multifit_test_delta (s->dx, s->x, epsabs, epsrel); } while (status == GSL_CONTINUE && ++iter < maxiter); return status; } /* gsl_multifit_fdfsolver_driver() */ void gsl_multifit_fsolver_free (gsl_multifit_fsolver * s) { RETURN_IF_NULL (s); (s->type->free) (s->state); free (s->state); gsl_vector_free (s->dx); gsl_vector_free (s->x); gsl_vector_free (s->f); free (s); } const char * gsl_multifit_fsolver_name (const gsl_multifit_fsolver * s) { return s->type->name; } gsl_vector * gsl_multifit_fsolver_position (const gsl_multifit_fsolver * s) { return s->x; }