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-rw-r--r--gsl-1.9/multimin/fdfminimizer.c173
1 files changed, 173 insertions, 0 deletions
diff --git a/gsl-1.9/multimin/fdfminimizer.c b/gsl-1.9/multimin/fdfminimizer.c
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+++ b/gsl-1.9/multimin/fdfminimizer.c
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+/* 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;
+}
+