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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 3 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_types.h"
- #include "gsl_math.h"
- #include "gsl_vector.h"
- #include "gsl_matrix.h"
- #include "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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