typedef struct { gsl_function_fdf fdf_linear; gsl_multimin_function_fdf *fdf; /* fixed values */ const gsl_vector *x; const gsl_vector *g; const gsl_vector *p; /* cached values, for x(alpha) = x + alpha * p */ double f_alpha; double df_alpha; gsl_vector *x_alpha; gsl_vector *g_alpha; /* cache "keys" */ double f_cache_key; double df_cache_key; double x_cache_key; double g_cache_key; } wrapper_t; static void moveto (double alpha, wrapper_t * w) { if (alpha == w->x_cache_key) /* using previously cached position */ { return; } /* set x_alpha = x + alpha * p */ gsl_vector_memcpy (w->x_alpha, w->x); gsl_blas_daxpy (alpha, w->p, w->x_alpha); w->x_cache_key = alpha; } static double slope (wrapper_t * w) /* compute gradient . direction */ { double df; gsl_blas_ddot (w->g_alpha, w->p, &df); return df; } static double wrap_f (double alpha, void *params) { wrapper_t *w = (wrapper_t *) params; if (alpha == w->f_cache_key) /* using previously cached f(alpha) */ { return w->f_alpha; } moveto (alpha, w); w->f_alpha = GSL_MULTIMIN_FN_EVAL_F (w->fdf, w->x_alpha); w->f_cache_key = alpha; return w->f_alpha; } static double wrap_df (double alpha, void *params) { wrapper_t *w = (wrapper_t *) params; if (alpha == w->df_cache_key) /* using previously cached df(alpha) */ { return w->df_alpha; } moveto (alpha, w); if (alpha != w->g_cache_key) { GSL_MULTIMIN_FN_EVAL_DF (w->fdf, w->x_alpha, w->g_alpha); w->g_cache_key = alpha; } w->df_alpha = slope (w); w->df_cache_key = alpha; return w->df_alpha; } static void wrap_fdf (double alpha, void *params, double *f, double *df) { wrapper_t *w = (wrapper_t *) params; /* Check for previously cached values */ if (alpha == w->f_cache_key && alpha == w->df_cache_key) { *f = w->f_alpha; *df = w->df_alpha; return; } if (alpha == w->f_cache_key || alpha == w->df_cache_key) { *f = wrap_f (alpha, params); *df = wrap_df (alpha, params); return; } moveto (alpha, w); GSL_MULTIMIN_FN_EVAL_F_DF (w->fdf, w->x_alpha, &w->f_alpha, w->g_alpha); w->f_cache_key = alpha; w->g_cache_key = alpha; w->df_alpha = slope (w); w->df_cache_key = alpha; *f = w->f_alpha; *df = w->df_alpha; } static void prepare_wrapper (wrapper_t * w, gsl_multimin_function_fdf * fdf, const gsl_vector * x, double f, const gsl_vector *g, const gsl_vector * p, gsl_vector * x_alpha, gsl_vector *g_alpha) { w->fdf_linear.f = &wrap_f; w->fdf_linear.df = &wrap_df; w->fdf_linear.fdf = &wrap_fdf; w->fdf_linear.params = (void *)w; /* pointer to "self" */ w->fdf = fdf; w->x = x; w->g = g; w->p = p; w->x_alpha = x_alpha; w->g_alpha = g_alpha; gsl_vector_memcpy(w->x_alpha, w->x); w->x_cache_key = 0.0; w->f_alpha = f; w->f_cache_key = 0.0; gsl_vector_memcpy(w->g_alpha, w->g); w->g_cache_key = 0.0; w->df_alpha = slope(w); w->df_cache_key = 0.0; } static void update_position (wrapper_t * w, double alpha, gsl_vector *x, double *f, gsl_vector *g) { /* ensure that everything is fully cached */ { double f_alpha, df_alpha; wrap_fdf (alpha, w, &f_alpha, &df_alpha); } ; *f = w->f_alpha; gsl_vector_memcpy(x, w->x_alpha); gsl_vector_memcpy(g, w->g_alpha); } static void change_direction (wrapper_t * w) { /* Convert the cache values from the end of the current minimisation to those needed for the start of the next minimisation, alpha=0 */ /* The new x_alpha for alpha=0 is the current position */ gsl_vector_memcpy (w->x_alpha, w->x); w->x_cache_key = 0.0; /* The function value does not change */ w->f_cache_key = 0.0; /* The new g_alpha for alpha=0 is the current gradient at the endpoint */ gsl_vector_memcpy (w->g_alpha, w->g); w->g_cache_key = 0.0; /* Calculate the slope along the new direction vector, p */ w->df_alpha = slope (w); w->df_cache_key = 0.0; }