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Diffstat (limited to 'gsl-1.9/multimin/gsl_multimin.h')
| -rw-r--r-- | gsl-1.9/multimin/gsl_multimin.h | 225 |
1 files changed, 225 insertions, 0 deletions
diff --git a/gsl-1.9/multimin/gsl_multimin.h b/gsl-1.9/multimin/gsl_multimin.h new file mode 100644 index 0000000..53c342d --- /dev/null +++ b/gsl-1.9/multimin/gsl_multimin.h @@ -0,0 +1,225 @@ +/* multimin/gsl_multimin.h + * + * 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. + */ + +/* Modified by Tuomo Keskitalo to include fminimizer and + Nelder Mead related lines */ + +#ifndef __GSL_MULTIMIN_H__ +#define __GSL_MULTIMIN_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_min.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 + +/* Definition of an arbitrary real-valued function with gsl_vector input and */ +/* parameters */ +struct gsl_multimin_function_struct +{ + double (* f) (const gsl_vector * x, void * params); + size_t n; + void * params; +}; + +typedef struct gsl_multimin_function_struct gsl_multimin_function; + +#define GSL_MULTIMIN_FN_EVAL(F,x) (*((F)->f))(x,(F)->params) + +/* Definition of an arbitrary differentiable real-valued function */ +/* with gsl_vector input and parameters */ +struct gsl_multimin_function_fdf_struct +{ + double (* f) (const gsl_vector * x, void * params); + void (* df) (const gsl_vector * x, void * params,gsl_vector * df); + void (* fdf) (const gsl_vector * x, void * params,double *f,gsl_vector * df); + size_t n; + void * params; +}; + +typedef struct gsl_multimin_function_fdf_struct gsl_multimin_function_fdf; + +#define GSL_MULTIMIN_FN_EVAL_F(F,x) (*((F)->f))(x,(F)->params) +#define GSL_MULTIMIN_FN_EVAL_DF(F,x,g) (*((F)->df))(x,(F)->params,(g)) +#define GSL_MULTIMIN_FN_EVAL_F_DF(F,x,y,g) (*((F)->fdf))(x,(F)->params,(y),(g)) + +int gsl_multimin_diff (const gsl_multimin_function * f, + const gsl_vector * x, gsl_vector * g); + +/* minimization of non-differentiable functions */ + +typedef struct +{ + const char *name; + size_t size; + int (*alloc) (void *state, size_t n); + int (*set) (void *state, gsl_multimin_function * f, + const gsl_vector * x, + double * size, + const gsl_vector * step_size); + int (*iterate) (void *state, gsl_multimin_function * f, + gsl_vector * x, + double * size, + double * fval); + void (*free) (void *state); +} +gsl_multimin_fminimizer_type; + +typedef struct +{ + /* multi dimensional part */ + const gsl_multimin_fminimizer_type *type; + gsl_multimin_function *f; + + double fval; + gsl_vector * x; + + double size; + + void *state; +} +gsl_multimin_fminimizer; + +gsl_multimin_fminimizer * +gsl_multimin_fminimizer_alloc(const gsl_multimin_fminimizer_type *T, + size_t n); + +int +gsl_multimin_fminimizer_set (gsl_multimin_fminimizer * s, + gsl_multimin_function * f, + const gsl_vector * x, + const gsl_vector * step_size); + +void +gsl_multimin_fminimizer_free(gsl_multimin_fminimizer *s); + +const char * +gsl_multimin_fminimizer_name (const gsl_multimin_fminimizer * s); + +int +gsl_multimin_fminimizer_iterate(gsl_multimin_fminimizer *s); + +gsl_vector * +gsl_multimin_fminimizer_x (const gsl_multimin_fminimizer * s); + +double +gsl_multimin_fminimizer_minimum (const gsl_multimin_fminimizer * s); + +double +gsl_multimin_fminimizer_size (const gsl_multimin_fminimizer * s); + +/* Convergence test functions */ + +int +gsl_multimin_test_gradient(const gsl_vector * g,double epsabs); + +int +gsl_multimin_test_size(const double size ,double epsabs); + +/* minimisation of differentiable functions */ + +typedef struct +{ + const char *name; + size_t size; + int (*alloc) (void *state, size_t n); + int (*set) (void *state, gsl_multimin_function_fdf * fdf, + const gsl_vector * x, double * f, + gsl_vector * gradient, double step_size, double tol); + int (*iterate) (void *state,gsl_multimin_function_fdf * fdf, + gsl_vector * x, double * f, + gsl_vector * gradient, gsl_vector * dx); + int (*restart) (void *state); + void (*free) (void *state); +} +gsl_multimin_fdfminimizer_type; + +typedef struct +{ + /* multi dimensional part */ + const gsl_multimin_fdfminimizer_type *type; + gsl_multimin_function_fdf *fdf; + + double f; + gsl_vector * x; + gsl_vector * gradient; + gsl_vector * dx; + + void *state; +} +gsl_multimin_fdfminimizer; + +gsl_multimin_fdfminimizer * +gsl_multimin_fdfminimizer_alloc(const gsl_multimin_fdfminimizer_type *T, + size_t n); + +int +gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s, + gsl_multimin_function_fdf *fdf, + const gsl_vector * x, + double step_size, double tol); + +void +gsl_multimin_fdfminimizer_free(gsl_multimin_fdfminimizer *s); + +const char * +gsl_multimin_fdfminimizer_name (const gsl_multimin_fdfminimizer * s); + +int +gsl_multimin_fdfminimizer_iterate(gsl_multimin_fdfminimizer *s); + +int +gsl_multimin_fdfminimizer_restart(gsl_multimin_fdfminimizer *s); + +gsl_vector * +gsl_multimin_fdfminimizer_x (gsl_multimin_fdfminimizer * s); + +gsl_vector * +gsl_multimin_fdfminimizer_dx (gsl_multimin_fdfminimizer * s); + +gsl_vector * +gsl_multimin_fdfminimizer_gradient (gsl_multimin_fdfminimizer * s); + +double +gsl_multimin_fdfminimizer_minimum (gsl_multimin_fdfminimizer * s); + +GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_steepest_descent; +GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_conjugate_pr; +GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_conjugate_fr; +GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_vector_bfgs; +GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_vector_bfgs2; +GSL_VAR const gsl_multimin_fminimizer_type *gsl_multimin_fminimizer_nmsimplex; + + +__END_DECLS + +#endif /* __GSL_MULTIMIN_H__ */ |