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Diffstat (limited to '2.3-1/thirdparty/includes/GSL/gsl/gsl_multifit_nlin.h')
| -rw-r--r-- | 2.3-1/thirdparty/includes/GSL/gsl/gsl_multifit_nlin.h | 275 |
1 files changed, 275 insertions, 0 deletions
diff --git a/2.3-1/thirdparty/includes/GSL/gsl/gsl_multifit_nlin.h b/2.3-1/thirdparty/includes/GSL/gsl/gsl_multifit_nlin.h new file mode 100644 index 00000000..b0dd06e7 --- /dev/null +++ b/2.3-1/thirdparty/includes/GSL/gsl/gsl_multifit_nlin.h @@ -0,0 +1,275 @@ +/* multifit_nlin/gsl_multifit_nlin.h + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 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. + */ + +#ifndef __GSL_MULTIFIT_NLIN_H__ +#define __GSL_MULTIFIT_NLIN_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_permutation.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 + +int gsl_multifit_gradient (const gsl_matrix * J, const gsl_vector * f, + gsl_vector * g); + +int gsl_multifit_covar (const gsl_matrix * J, const double epsrel, gsl_matrix * covar); +int gsl_multifit_covar_QRPT (gsl_matrix * r, gsl_permutation * perm, + const double epsrel, gsl_matrix * covar); + + +/* Definition of vector-valued functions with parameters based on gsl_vector */ + +struct gsl_multifit_function_struct +{ + int (* f) (const gsl_vector * x, void * params, gsl_vector * f); + size_t n; /* number of functions */ + size_t p; /* number of independent variables */ + void * params; +}; + +typedef struct gsl_multifit_function_struct gsl_multifit_function ; + +#define GSL_MULTIFIT_FN_EVAL(F,x,y) (*((F)->f))(x,(F)->params,(y)) + +typedef struct + { + const char *name; + size_t size; + int (*alloc) (void *state, size_t n, size_t p); + int (*set) (void *state, gsl_multifit_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx); + int (*iterate) (void *state, gsl_multifit_function * function, gsl_vector * x, gsl_vector * f, gsl_vector * dx); + void (*free) (void *state); + } +gsl_multifit_fsolver_type; + +typedef struct + { + const gsl_multifit_fsolver_type * type; + gsl_multifit_function * function ; + gsl_vector * x ; + gsl_vector * f ; + gsl_vector * dx ; + void *state; + } +gsl_multifit_fsolver; + +gsl_multifit_fsolver * +gsl_multifit_fsolver_alloc (const gsl_multifit_fsolver_type * T, + size_t n, size_t p); + +void gsl_multifit_fsolver_free (gsl_multifit_fsolver * s); + +int gsl_multifit_fsolver_set (gsl_multifit_fsolver * s, + gsl_multifit_function * f, + const gsl_vector * x); + +int gsl_multifit_fsolver_iterate (gsl_multifit_fsolver * s); + +int gsl_multifit_fsolver_driver (gsl_multifit_fsolver * s, + const size_t maxiter, + const double epsabs, const double epsrel); + +const char * gsl_multifit_fsolver_name (const gsl_multifit_fsolver * s); +gsl_vector * gsl_multifit_fsolver_position (const gsl_multifit_fsolver * s); + +/* Definition of vector-valued functions and gradient with parameters + based on gsl_vector */ + +struct gsl_multifit_function_fdf_struct +{ + int (* f) (const gsl_vector * x, void * params, gsl_vector * f); + int (* df) (const gsl_vector * x, void * params, gsl_matrix * df); + int (* fdf) (const gsl_vector * x, void * params, gsl_vector * f, gsl_matrix *df); + size_t n; /* number of functions */ + size_t p; /* number of independent variables */ + void * params; /* user parameters */ + size_t nevalf; /* number of function evaluations */ + size_t nevaldf; /* number of Jacobian evaluations */ +}; + +typedef struct gsl_multifit_function_fdf_struct gsl_multifit_function_fdf ; + +typedef struct + { + const char *name; + size_t size; + int (*alloc) (void *state, size_t n, size_t p); + int (*set) (void *state, const gsl_vector * wts, + gsl_multifit_function_fdf * fdf, gsl_vector * x, + gsl_vector * f, gsl_vector * dx); + int (*iterate) (void *state, const gsl_vector * wts, + gsl_multifit_function_fdf * fdf, gsl_vector * x, + gsl_vector * f, gsl_vector * dx); + int (*gradient) (void *state, gsl_vector * g); + int (*jac) (void *state, gsl_matrix * J); + void (*free) (void *state); + } +gsl_multifit_fdfsolver_type; + +typedef struct + { + const gsl_multifit_fdfsolver_type * type; + gsl_multifit_function_fdf * fdf ; + gsl_vector * x; /* parameter values x */ + gsl_vector * f; /* residual vector f(x) */ + gsl_vector * dx; /* step dx */ + gsl_vector * g; /* gradient J^T f */ + gsl_vector * sqrt_wts; /* sqrt(wts) */ + size_t niter; /* number of iterations performed */ + void *state; + } +gsl_multifit_fdfsolver; + + +gsl_multifit_fdfsolver * +gsl_multifit_fdfsolver_alloc (const gsl_multifit_fdfsolver_type * T, + size_t n, size_t p); + +int +gsl_multifit_fdfsolver_set (gsl_multifit_fdfsolver * s, + gsl_multifit_function_fdf * fdf, + const gsl_vector * x); +int gsl_multifit_fdfsolver_wset (gsl_multifit_fdfsolver * s, + gsl_multifit_function_fdf * f, + const gsl_vector * x, + const gsl_vector * wts); + +int +gsl_multifit_fdfsolver_iterate (gsl_multifit_fdfsolver * s); + +int gsl_multifit_fdfsolver_driver (gsl_multifit_fdfsolver * s, + const size_t maxiter, + const double xtol, + const double gtol, + const double ftol, + int *info); + +int gsl_multifit_fdfsolver_jac (gsl_multifit_fdfsolver * s, + gsl_matrix * J); + +void +gsl_multifit_fdfsolver_free (gsl_multifit_fdfsolver * s); + +const char * gsl_multifit_fdfsolver_name (const gsl_multifit_fdfsolver * s); +gsl_vector * gsl_multifit_fdfsolver_position (const gsl_multifit_fdfsolver * s); +gsl_vector * gsl_multifit_fdfsolver_residual (const gsl_multifit_fdfsolver * s); +size_t gsl_multifit_fdfsolver_niter (const gsl_multifit_fdfsolver * s); +int gsl_multifit_eval_wf(gsl_multifit_function_fdf *fdf, + const gsl_vector *x, const gsl_vector *wts, + gsl_vector *y); +int gsl_multifit_eval_wdf(gsl_multifit_function_fdf *fdf, + const gsl_vector *x, const gsl_vector *wts, + gsl_matrix *dy); + +int gsl_multifit_fdfsolver_test (const gsl_multifit_fdfsolver * s, + const double xtol, + const double gtol, + const double ftol, int *info); +int gsl_multifit_test_delta (const gsl_vector * dx, const gsl_vector * x, + double epsabs, double epsrel); + +int gsl_multifit_test_gradient (const gsl_vector * g, double epsabs); + +int gsl_multifit_fdfsolver_dif_df(const gsl_vector *x, + const gsl_vector *wts, + gsl_multifit_function_fdf *fdf, + const gsl_vector *f, gsl_matrix *J); +int gsl_multifit_fdfsolver_dif_fdf(const gsl_vector *x, gsl_multifit_function_fdf *fdf, + gsl_vector *f, gsl_matrix *J); + +typedef struct +{ + size_t n; /* number of (original) residuals */ + size_t p; /* number of model parameters */ + double lambda; /* damping parameter */ + const gsl_vector *L_diag; /* diagonal damping matrix or NULL */ + const gsl_matrix *L; /* general damping matrix or NULL */ + gsl_vector *f; /* function values for finite diff J */ + gsl_vector *wts; /* weight vector for augmented system */ + gsl_multifit_fdfsolver * s; + gsl_multifit_function_fdf *fdf; /* user defined fdf */ + gsl_multifit_function_fdf fdftik; /* Tikhonov modified fdf */ +} gsl_multifit_fdfridge; + +gsl_multifit_fdfridge * +gsl_multifit_fdfridge_alloc (const gsl_multifit_fdfsolver_type * T, + const size_t n, const size_t p); +void gsl_multifit_fdfridge_free(gsl_multifit_fdfridge *work); +const char *gsl_multifit_fdfridge_name(const gsl_multifit_fdfridge * w); +gsl_vector *gsl_multifit_fdfridge_position (const gsl_multifit_fdfridge * w); +gsl_vector *gsl_multifit_fdfridge_residual (const gsl_multifit_fdfridge * w); +size_t gsl_multifit_fdfridge_niter (const gsl_multifit_fdfridge * w); +int gsl_multifit_fdfridge_set (gsl_multifit_fdfridge * w, + gsl_multifit_function_fdf * f, + const gsl_vector * x, + const double lambda); +int gsl_multifit_fdfridge_wset (gsl_multifit_fdfridge * w, + gsl_multifit_function_fdf * f, + const gsl_vector * x, + const double lambda, + const gsl_vector * wts); +int gsl_multifit_fdfridge_set2 (gsl_multifit_fdfridge * w, + gsl_multifit_function_fdf * f, + const gsl_vector * x, + const gsl_vector * lambda); +int gsl_multifit_fdfridge_wset2 (gsl_multifit_fdfridge * w, + gsl_multifit_function_fdf * f, + const gsl_vector * x, + const gsl_vector * lambda, + const gsl_vector * wts); +int gsl_multifit_fdfridge_set3 (gsl_multifit_fdfridge * w, + gsl_multifit_function_fdf * f, + const gsl_vector * x, + const gsl_matrix * L); +int gsl_multifit_fdfridge_wset3 (gsl_multifit_fdfridge * w, + gsl_multifit_function_fdf * f, + const gsl_vector * x, + const gsl_matrix * L, + const gsl_vector * wts); +int gsl_multifit_fdfridge_iterate (gsl_multifit_fdfridge * w); +int gsl_multifit_fdfridge_driver (gsl_multifit_fdfridge * w, + const size_t maxiter, + const double xtol, + const double gtol, + const double ftol, + int *info); + +/* extern const gsl_multifit_fsolver_type * gsl_multifit_fsolver_gradient; */ + +GSL_VAR const gsl_multifit_fdfsolver_type * gsl_multifit_fdfsolver_lmsder; +GSL_VAR const gsl_multifit_fdfsolver_type * gsl_multifit_fdfsolver_lmder; +GSL_VAR const gsl_multifit_fdfsolver_type * gsl_multifit_fdfsolver_lmniel; + +__END_DECLS + +#endif /* __GSL_MULTIFIT_NLIN_H__ */ |