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/* multifit/gsl_multifit.h
*
* Copyright (C) 2000 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.
*/
#ifndef __GSL_MULTIFIT_H__
#define __GSL_MULTIFIT_H__
#include <stdlib.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.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
typedef struct
{
size_t n; /* number of observations */
size_t p; /* number of parameters */
gsl_matrix * A;
gsl_matrix * Q;
gsl_matrix * QSI;
gsl_vector * S;
gsl_vector * t;
gsl_vector * xt;
gsl_vector * D;
}
gsl_multifit_linear_workspace;
gsl_multifit_linear_workspace *
gsl_multifit_linear_alloc (size_t n, size_t p);
void
gsl_multifit_linear_free (gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear (const gsl_matrix * X,
const gsl_vector * y,
gsl_vector * c,
gsl_matrix * cov,
double * chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_svd (const gsl_matrix * X,
const gsl_vector * y,
double tol,
size_t * rank,
gsl_vector * c,
gsl_matrix * cov,
double *chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_wlinear (const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
gsl_vector * c,
gsl_matrix * cov,
double * chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_wlinear_svd (const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
double tol,
size_t * rank,
gsl_vector * c,
gsl_matrix * cov,
double *chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_est (const gsl_vector * x,
const gsl_vector * c,
const gsl_matrix * cov, double *y, double *y_err);
__END_DECLS
#endif /* __GSL_MULTIFIT_H__ */
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