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- /* 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 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.
- */
- #include "gsl__config.h"
- #include "gsl_errno.h"
- #include "gsl_multimin.h"
- 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;
- }
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