/* 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 #include #include 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; }