Bug fixed for GSL library

1 files changed, 275 insertions, 0 deletions

diff --git a/thirdparty/includes/GSL/gsl/gsl_multifit_nlin.h b/thirdparty/includes/GSL/gsl/gsl_multifit_nlin.h
new file mode 100644
index 0000000..b0dd06e
--- /dev/null
+++ b/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__ */