1 files changed, 55 insertions, 0 deletions
diff --git a/numlib/varmet.h b/numlib/varmet.h
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+++ b/numlib/varmet.h
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+#ifndef VARMET_H
+#define VARMET_H
+
+/* Variable Metric multivariate minimiser */
+
+/*
+ * Copyright 2000, 2007 Graeme W. Gill
+ * All rights reserved.
+ *
+ * This material is licenced under the GNU AFFERO GENERAL PUBLIC LICENSE Version 3 :-
+ * see the License.txt file for licencing details.
+ */
+
+#ifdef __cplusplus
+	extern "C" {
+#endif
+
+/* Variable Metric Gradient optimiser */
+/* return 0 on sucess, 1 on failure due to excessive itterations */
+/* Result will be in cp */
+int varmet(
+double *rv,				/* If not NULL, return the residual error */
+int di,					/* Dimentionality */
+double cp[],			/* Initial starting point */
+double s[],				/* Size of initial search area */
+double ftol,			/* Tollerance of error change to stop on */
+int maxit,				/* Maximum iterations allowed */
+double (*func)(void *fdata, double tp[]),		/* Error function to evaluate */
+double (*dfunc)(void *fdata, double dp[], double tp[]),		/* Gradient function to evaluate */
+void *fdata				/* Opaque data needed by function */
+);
+
+/* Example user function declarations */
+double varmet_funk(		/* Return function value */
+	void *fdata,		/* Opaque data pointer */
+	double tp[]);		/* Multivriate input value */
+
+/* Line in multi-dimensional space minimiser */
+double brentnd(			/* vector multiplier return value */
+double ax,				/* Minimum of multiplier range */
+double bx,				/* Starting point multiplier of search */
+double cx,				/* Maximum of multiplier range */
+double ftol,			/* Tollerance to stop search */
+double *xmin,			/* Return value of multiplier at minimum */		
+int n,					/* Dimensionality */
+double (*func)(void *fdata, double tp[]),		/* Error function to evaluate */
+void *fdata,			/* Opaque data */
+double pcom[],			/* Base vector point */
+double xicom[]);		/* Vector that will be multiplied and added to pcom[] */
+
+#ifdef __cplusplus
+	}
+#endif
+
+#endif /* VARMET_H */