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/* 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__ */
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