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diff --git a/gsl-1.9/multimin/vector_bfgs2.c b/gsl-1.9/multimin/vector_bfgs2.c
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+/* multimin/vector_bfgs2.c
+ *
+ * Copyright (C) 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 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.
+ */
+
+/* vector_bfgs2.c -- Fletcher's implementation of the BFGS method,
+ from R.Fletcher, "Practical Method's of Optimization", Second
+ Edition, ISBN 0471915475. Algorithms 2.6.2 and 2.6.4. */
+
+/* Thanks to Alan Irwin irwin@beluga.phys.uvic.ca. for suggesting this
+ algorithm and providing sample fortran benchmarks */
+
+#include <config.h>
+#include <gsl/gsl_multimin.h>
+#include <gsl/gsl_blas.h>
+
+#include "linear_minimize.c"
+#include "linear_wrapper.c"
+
+typedef struct
+{
+ int iter;
+ double step;
+ double g0norm;
+ double pnorm;
+ double delta_f;
+ double fp0; /* f'(0) for f(x-alpha*p) */
+ gsl_vector *x0;
+ gsl_vector *g0;
+ gsl_vector *p;
+ /* work space */
+ gsl_vector *dx0;
+ gsl_vector *dg0;
+ gsl_vector *x_alpha;
+ gsl_vector *g_alpha;
+ /* wrapper function */
+ wrapper_t wrap;
+ /* minimization parameters */
+ double rho;
+ double sigma;
+ double tau1;
+ double tau2;
+ double tau3;
+ int order;
+}
+vector_bfgs2_state_t;
+
+static int
+vector_bfgs2_alloc (void *vstate, size_t n)
+{
+ vector_bfgs2_state_t *state = (vector_bfgs2_state_t *) vstate;
+
+ state->p = gsl_vector_calloc (n);
+
+ if (state->p == 0)
+ {
+ GSL_ERROR ("failed to allocate space for p", GSL_ENOMEM);
+ }
+
+ state->x0 = gsl_vector_calloc (n);
+
+ if (state->x0 == 0)
+ {
+ gsl_vector_free (state->p);
+ GSL_ERROR ("failed to allocate space for g0", GSL_ENOMEM);
+ }
+
+ state->g0 = gsl_vector_calloc (n);
+
+ if (state->g0 == 0)
+ {
+ gsl_vector_free (state->x0);
+ gsl_vector_free (state->p);
+ GSL_ERROR ("failed to allocate space for g0", GSL_ENOMEM);
+ }
+
+ state->dx0 = gsl_vector_calloc (n);
+
+ if (state->dx0 == 0)
+ {
+ gsl_vector_free (state->g0);
+ gsl_vector_free (state->x0);
+ gsl_vector_free (state->p);
+ GSL_ERROR ("failed to allocate space for g0", GSL_ENOMEM);
+ }
+
+ state->dg0 = gsl_vector_calloc (n);
+
+ if (state->dg0 == 0)
+ {
+ gsl_vector_free (state->dx0);
+ gsl_vector_free (state->g0);
+ gsl_vector_free (state->x0);
+ gsl_vector_free (state->p);
+ GSL_ERROR ("failed to allocate space for g0", GSL_ENOMEM);
+ }
+
+ state->x_alpha = gsl_vector_calloc (n);
+
+ if (state->x_alpha == 0)
+ {
+ gsl_vector_free (state->dg0);
+ gsl_vector_free (state->dx0);
+ gsl_vector_free (state->g0);
+ gsl_vector_free (state->x0);
+ gsl_vector_free (state->p);
+ GSL_ERROR ("failed to allocate space for g0", GSL_ENOMEM);
+ }
+
+ state->g_alpha = gsl_vector_calloc (n);
+
+ if (state->g_alpha == 0)
+ {
+ gsl_vector_free (state->x_alpha);
+ gsl_vector_free (state->dg0);
+ gsl_vector_free (state->dx0);
+ gsl_vector_free (state->g0);
+ gsl_vector_free (state->x0);
+ gsl_vector_free (state->p);
+ GSL_ERROR ("failed to allocate space for g0", GSL_ENOMEM);
+ }
+
+ return GSL_SUCCESS;
+}
+
+static int
+vector_bfgs2_set (void *vstate, gsl_multimin_function_fdf * fdf,
+ const gsl_vector * x, double *f, gsl_vector * gradient,
+ double step_size, double tol)
+{
+ vector_bfgs2_state_t *state = (vector_bfgs2_state_t *) vstate;
+
+ state->iter = 0;
+ state->step = step_size;
+ state->delta_f = 0;
+
+ GSL_MULTIMIN_FN_EVAL_F_DF (fdf, x, f, gradient);
+
+ /* Use the gradient as the initial direction */
+
+ gsl_vector_memcpy (state->x0, x);
+ gsl_vector_memcpy (state->g0, gradient);
+ state->g0norm = gsl_blas_dnrm2 (state->g0);
+
+ gsl_vector_memcpy (state->p, gradient);
+ gsl_blas_dscal (-1 / state->g0norm, state->p);
+ state->pnorm = gsl_blas_dnrm2 (state->p); /* should be 1 */
+ state->fp0 = -state->g0norm;
+
+ /* Prepare the wrapper */
+
+ prepare_wrapper (&state->wrap, fdf,
+ state->x0, *f, state->g0,
+ state->p, state->x_alpha, state->g_alpha);
+
+ /* Prepare 1d minimisation parameters */
+
+ state->rho = 0.01;
+ state->sigma = tol;
+ state->tau1 = 9;
+ state->tau2 = 0.05;
+ state->tau3 = 0.5;
+ state->order = 3; /* use cubic interpolation where possible */
+
+ return GSL_SUCCESS;
+}
+
+static void
+vector_bfgs2_free (void *vstate)
+{
+ vector_bfgs2_state_t *state = (vector_bfgs2_state_t *) vstate;
+
+ gsl_vector_free (state->x_alpha);
+ gsl_vector_free (state->g_alpha);
+ gsl_vector_free (state->dg0);
+ gsl_vector_free (state->dx0);
+ gsl_vector_free (state->g0);
+ gsl_vector_free (state->x0);
+ gsl_vector_free (state->p);
+}
+
+static int
+vector_bfgs2_restart (void *vstate)
+{
+ vector_bfgs2_state_t *state = (vector_bfgs2_state_t *) vstate;
+
+ state->iter = 0;
+ return GSL_SUCCESS;
+}
+
+static int
+vector_bfgs2_iterate (void *vstate, gsl_multimin_function_fdf * fdf,
+ gsl_vector * x, double *f,
+ gsl_vector * gradient, gsl_vector * dx)
+{
+ vector_bfgs2_state_t *state = (vector_bfgs2_state_t *) vstate;
+ double alpha = 0.0, alpha1;
+ gsl_vector *x0 = state->x0;
+ gsl_vector *g0 = state->g0;
+ gsl_vector *p = state->p;
+
+ double g0norm = state->g0norm;
+ double pnorm = state->pnorm;
+ double delta_f = state->delta_f;
+ double pg, dir;
+ int status;
+
+ double f0 = *f;
+
+ if (pnorm == 0.0 || g0norm == 0.0 || state->fp0 == 0)
+ {
+ gsl_vector_set_zero (dx);
+ return GSL_ENOPROG;
+ }
+
+ if (delta_f < 0)
+ {
+ double del = GSL_MAX_DBL (-delta_f, 10 * GSL_DBL_EPSILON * fabs(f0));
+ alpha1 = GSL_MIN_DBL (1.0, 2.0 * del / (-state->fp0));
+ }
+ else
+ {
+ alpha1 = fabs(state->step);
+ }
+
+ /* line minimisation, with cubic interpolation (order = 3) */
+
+ status = minimize (&state->wrap.fdf_linear, state->rho, state->sigma,
+ state->tau1, state->tau2, state->tau3, state->order,
+ alpha1, &alpha);
+
+ if (status != GSL_SUCCESS)
+ {
+ return status;
+ }
+
+ update_position (&(state->wrap), alpha, x, f, gradient);
+
+ state->delta_f = *f - f0;
+
+ /* Choose a new direction for the next step */
+
+ {
+ /* This is the BFGS update: */
+ /* p' = g1 - A dx - B dg */
+ /* A = - (1+ dg.dg/dx.dg) B + dg.g/dx.dg */
+ /* B = dx.g/dx.dg */
+
+ gsl_vector *dx0 = state->dx0;
+ gsl_vector *dg0 = state->dg0;
+
+ double dxg, dgg, dxdg, dgnorm, A, B;
+
+ /* dx0 = x - x0 */
+ gsl_vector_memcpy (dx0, x);
+ gsl_blas_daxpy (-1.0, x0, dx0);
+
+ gsl_vector_memcpy (dx, dx0); /* keep a copy */
+
+ /* dg0 = g - g0 */
+ gsl_vector_memcpy (dg0, gradient);
+ gsl_blas_daxpy (-1.0, g0, dg0);
+
+ gsl_blas_ddot (dx0, gradient, &dxg);
+ gsl_blas_ddot (dg0, gradient, &dgg);
+ gsl_blas_ddot (dx0, dg0, &dxdg);
+
+ dgnorm = gsl_blas_dnrm2 (dg0);
+
+ if (dxdg != 0)
+ {
+ B = dxg / dxdg;
+ A = -(1.0 + dgnorm * dgnorm / dxdg) * B + dgg / dxdg;
+ }
+ else
+ {
+ B = 0;
+ A = 0;
+ }
+
+ gsl_vector_memcpy (p, gradient);
+ gsl_blas_daxpy (-A, dx0, p);
+ gsl_blas_daxpy (-B, dg0, p);
+ }
+
+ gsl_vector_memcpy (g0, gradient);
+ gsl_vector_memcpy (x0, x);
+ state->g0norm = gsl_blas_dnrm2 (g0);
+ state->pnorm = gsl_blas_dnrm2 (p);
+
+ /* update direction and fp0 */
+
+ gsl_blas_ddot (p, gradient, &pg);
+ dir = (pg >= 0.0) ? -1.0 : +1.0;
+ gsl_blas_dscal (dir / state->pnorm, p);
+ state->pnorm = gsl_blas_dnrm2 (p);
+ gsl_blas_ddot (p, g0, &state->fp0);
+
+ change_direction (&state->wrap);
+
+ return GSL_SUCCESS;
+}
+
+static const gsl_multimin_fdfminimizer_type vector_bfgs2_type = {
+ "vector_bfgs2", /* name */
+ sizeof (vector_bfgs2_state_t),
+ &vector_bfgs2_alloc,
+ &vector_bfgs2_set,
+ &vector_bfgs2_iterate,
+ &vector_bfgs2_restart,
+ &vector_bfgs2_free
+};
+
+const gsl_multimin_fdfminimizer_type
+ * gsl_multimin_fdfminimizer_vector_bfgs2 = &vector_bfgs2_type;
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