diff options
Diffstat (limited to 'gsl-1.9/multimin/fdfminimizer.c')
-rw-r--r-- | gsl-1.9/multimin/fdfminimizer.c | 173 |
1 files changed, 173 insertions, 0 deletions
diff --git a/gsl-1.9/multimin/fdfminimizer.c b/gsl-1.9/multimin/fdfminimizer.c new file mode 100644 index 0000000..9f4125a --- /dev/null +++ b/gsl-1.9/multimin/fdfminimizer.c @@ -0,0 +1,173 @@ +/* multimin/fdfminimizer.c + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 Fabrice Rossi + * + * 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 2 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 <config.h> +#include <gsl/gsl_errno.h> +#include <gsl/gsl_multimin.h> + +gsl_multimin_fdfminimizer * +gsl_multimin_fdfminimizer_alloc (const gsl_multimin_fdfminimizer_type * T, + size_t n) +{ + int status; + + gsl_multimin_fdfminimizer *s = + (gsl_multimin_fdfminimizer *) malloc (sizeof (gsl_multimin_fdfminimizer)); + + if (s == 0) + { + GSL_ERROR_VAL ("failed to allocate space for minimizer struct", + GSL_ENOMEM, 0); + } + + s->type = T; + + s->x = gsl_vector_calloc (n); + + if (s->x == 0) + { + free (s); + GSL_ERROR_VAL ("failed to allocate space for x", GSL_ENOMEM, 0); + } + + s->gradient = gsl_vector_calloc (n); + + if (s->gradient == 0) + { + gsl_vector_free (s->x); + free (s); + GSL_ERROR_VAL ("failed to allocate space for gradient", GSL_ENOMEM, 0); + } + + s->dx = gsl_vector_calloc (n); + + if (s->dx == 0) + { + gsl_vector_free (s->x); + gsl_vector_free (s->gradient); + 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->x); + gsl_vector_free (s->gradient); + gsl_vector_free (s->dx); + free (s); + GSL_ERROR_VAL ("failed to allocate space for minimizer state", + GSL_ENOMEM, 0); + } + + status = (T->alloc) (s->state, n); + + if (status != GSL_SUCCESS) + { + free (s->state); + gsl_vector_free (s->x); + gsl_vector_free (s->gradient); + gsl_vector_free (s->dx); + free (s); + + GSL_ERROR_VAL ("failed to initialize minimizer state", GSL_ENOMEM, 0); + } + + return s; +} + +int +gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s, + gsl_multimin_function_fdf * fdf, + const gsl_vector * x, + double step_size, double tol) +{ + if (s->x->size != fdf->n) + { + GSL_ERROR ("function incompatible with solver size", GSL_EBADLEN); + } + + if (x->size != fdf->n) + { + GSL_ERROR ("vector length not compatible with function", GSL_EBADLEN); + } + + s->fdf = fdf; + + gsl_vector_memcpy (s->x,x); + gsl_vector_set_zero (s->dx); + + return (s->type->set) (s->state, s->fdf, s->x, &(s->f), s->gradient, step_size, tol); +} + +void +gsl_multimin_fdfminimizer_free (gsl_multimin_fdfminimizer * s) +{ + (s->type->free) (s->state); + free (s->state); + gsl_vector_free (s->dx); + gsl_vector_free (s->gradient); + gsl_vector_free (s->x); + free (s); +} + +int +gsl_multimin_fdfminimizer_iterate (gsl_multimin_fdfminimizer * s) +{ + return (s->type->iterate) (s->state, s->fdf, s->x, &(s->f), s->gradient, s->dx); +} + +int +gsl_multimin_fdfminimizer_restart (gsl_multimin_fdfminimizer * s) +{ + return (s->type->restart) (s->state); +} + +const char * +gsl_multimin_fdfminimizer_name (const gsl_multimin_fdfminimizer * s) +{ + return s->type->name; +} + + +gsl_vector * +gsl_multimin_fdfminimizer_x (gsl_multimin_fdfminimizer * s) +{ + return s->x; +} + +gsl_vector * +gsl_multimin_fdfminimizer_dx (gsl_multimin_fdfminimizer * s) +{ + return s->dx; +} + +gsl_vector * +gsl_multimin_fdfminimizer_gradient (gsl_multimin_fdfminimizer * s) +{ + return s->gradient; +} + +double +gsl_multimin_fdfminimizer_minimum (gsl_multimin_fdfminimizer * s) +{ + return s->f; +} + |