227 lines
6.6 KiB
C
227 lines
6.6 KiB
C
/* multimin/gsl_multimin.h
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*
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* Copyright (C) 1996, 1997, 1998, 1999, 2000 Fabrice Rossi
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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/* Modified by Tuomo Keskitalo to include fminimizer and
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Nelder Mead related lines */
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#ifndef __GSL_MULTIMIN_H__
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#define __GSL_MULTIMIN_H__
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#include <stdlib.h>
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#include <gsl/gsl_types.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_vector.h>
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#include <gsl/gsl_matrix.h>
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#include <gsl/gsl_min.h>
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#undef __BEGIN_DECLS
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#undef __END_DECLS
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#ifdef __cplusplus
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# define __BEGIN_DECLS extern "C" {
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# define __END_DECLS }
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#else
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# define __BEGIN_DECLS /* empty */
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# define __END_DECLS /* empty */
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#endif
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__BEGIN_DECLS
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/* Definition of an arbitrary real-valued function with gsl_vector input and */
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/* parameters */
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struct gsl_multimin_function_struct
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{
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double (* f) (const gsl_vector * x, void * params);
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size_t n;
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void * params;
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};
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typedef struct gsl_multimin_function_struct gsl_multimin_function;
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#define GSL_MULTIMIN_FN_EVAL(F,x) (*((F)->f))(x,(F)->params)
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/* Definition of an arbitrary differentiable real-valued function */
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/* with gsl_vector input and parameters */
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struct gsl_multimin_function_fdf_struct
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{
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double (* f) (const gsl_vector * x, void * params);
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void (* df) (const gsl_vector * x, void * params,gsl_vector * df);
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void (* fdf) (const gsl_vector * x, void * params,double *f,gsl_vector * df);
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size_t n;
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void * params;
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};
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typedef struct gsl_multimin_function_fdf_struct gsl_multimin_function_fdf;
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#define GSL_MULTIMIN_FN_EVAL_F(F,x) (*((F)->f))(x,(F)->params)
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#define GSL_MULTIMIN_FN_EVAL_DF(F,x,g) (*((F)->df))(x,(F)->params,(g))
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#define GSL_MULTIMIN_FN_EVAL_F_DF(F,x,y,g) (*((F)->fdf))(x,(F)->params,(y),(g))
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int gsl_multimin_diff (const gsl_multimin_function * f,
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const gsl_vector * x, gsl_vector * g);
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/* minimization of non-differentiable functions */
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typedef struct
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{
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const char *name;
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size_t size;
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int (*alloc) (void *state, size_t n);
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int (*set) (void *state, gsl_multimin_function * f,
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const gsl_vector * x,
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double * size,
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const gsl_vector * step_size);
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int (*iterate) (void *state, gsl_multimin_function * f,
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gsl_vector * x,
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double * size,
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double * fval);
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void (*free) (void *state);
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}
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gsl_multimin_fminimizer_type;
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typedef struct
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{
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/* multi dimensional part */
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const gsl_multimin_fminimizer_type *type;
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gsl_multimin_function *f;
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double fval;
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gsl_vector * x;
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double size;
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void *state;
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}
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gsl_multimin_fminimizer;
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gsl_multimin_fminimizer *
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gsl_multimin_fminimizer_alloc(const gsl_multimin_fminimizer_type *T,
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size_t n);
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int
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gsl_multimin_fminimizer_set (gsl_multimin_fminimizer * s,
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gsl_multimin_function * f,
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const gsl_vector * x,
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const gsl_vector * step_size);
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void
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gsl_multimin_fminimizer_free(gsl_multimin_fminimizer *s);
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const char *
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gsl_multimin_fminimizer_name (const gsl_multimin_fminimizer * s);
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int
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gsl_multimin_fminimizer_iterate(gsl_multimin_fminimizer *s);
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gsl_vector *
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gsl_multimin_fminimizer_x (const gsl_multimin_fminimizer * s);
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double
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gsl_multimin_fminimizer_minimum (const gsl_multimin_fminimizer * s);
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double
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gsl_multimin_fminimizer_size (const gsl_multimin_fminimizer * s);
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/* Convergence test functions */
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int
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gsl_multimin_test_gradient(const gsl_vector * g, double epsabs);
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int
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gsl_multimin_test_size(const double size, double epsabs);
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/* minimisation of differentiable functions */
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typedef struct
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{
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const char *name;
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size_t size;
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int (*alloc) (void *state, size_t n);
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int (*set) (void *state, gsl_multimin_function_fdf * fdf,
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const gsl_vector * x, double * f,
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gsl_vector * gradient, double step_size, double tol);
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int (*iterate) (void *state,gsl_multimin_function_fdf * fdf,
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gsl_vector * x, double * f,
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gsl_vector * gradient, gsl_vector * dx);
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int (*restart) (void *state);
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void (*free) (void *state);
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}
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gsl_multimin_fdfminimizer_type;
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typedef struct
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{
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/* multi dimensional part */
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const gsl_multimin_fdfminimizer_type *type;
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gsl_multimin_function_fdf *fdf;
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double f;
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gsl_vector * x;
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gsl_vector * gradient;
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gsl_vector * dx;
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void *state;
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}
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gsl_multimin_fdfminimizer;
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gsl_multimin_fdfminimizer *
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gsl_multimin_fdfminimizer_alloc(const gsl_multimin_fdfminimizer_type *T,
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size_t n);
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int
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gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s,
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gsl_multimin_function_fdf *fdf,
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const gsl_vector * x,
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double step_size, double tol);
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void
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gsl_multimin_fdfminimizer_free(gsl_multimin_fdfminimizer *s);
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const char *
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gsl_multimin_fdfminimizer_name (const gsl_multimin_fdfminimizer * s);
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int
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gsl_multimin_fdfminimizer_iterate(gsl_multimin_fdfminimizer *s);
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int
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gsl_multimin_fdfminimizer_restart(gsl_multimin_fdfminimizer *s);
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gsl_vector *
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gsl_multimin_fdfminimizer_x (const gsl_multimin_fdfminimizer * s);
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gsl_vector *
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gsl_multimin_fdfminimizer_dx (const gsl_multimin_fdfminimizer * s);
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gsl_vector *
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gsl_multimin_fdfminimizer_gradient (const gsl_multimin_fdfminimizer * s);
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double
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gsl_multimin_fdfminimizer_minimum (const gsl_multimin_fdfminimizer * s);
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GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_steepest_descent;
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GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_conjugate_pr;
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GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_conjugate_fr;
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GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_vector_bfgs;
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GSL_VAR const gsl_multimin_fdfminimizer_type *gsl_multimin_fdfminimizer_vector_bfgs2;
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GSL_VAR const gsl_multimin_fminimizer_type *gsl_multimin_fminimizer_nmsimplex;
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GSL_VAR const gsl_multimin_fminimizer_type *gsl_multimin_fminimizer_nmsimplex2;
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GSL_VAR const gsl_multimin_fminimizer_type *gsl_multimin_fminimizer_nmsimplex2rand;
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__END_DECLS
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#endif /* __GSL_MULTIMIN_H__ */
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