From a0442ed58dee48a521ea053083ea967894507898 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?J=C3=B6rg=20Frings-F=C3=BCrst?= Date: Wed, 11 Jul 2018 22:19:56 +0200 Subject: New upstream version 2.0.1+repack --- numlib/powell.h | 23 +++++++++++++++++++++-- 1 file changed, 21 insertions(+), 2 deletions(-) (limited to 'numlib/powell.h') diff --git a/numlib/powell.h b/numlib/powell.h index 4b86573..642cb65 100755 --- a/numlib/powell.h +++ b/numlib/powell.h @@ -15,6 +15,8 @@ extern "C" { #endif +#define DFUNC_NRV 1e100 + /* Standard interface for powell function */ /* return 0 on sucess, 1 on failure due to excessive itterations */ /* Result will be in cp */ @@ -32,7 +34,7 @@ void (*prog)(void *pdata, int perc), /* Optional progress percentage callback * void *pdata /* Opaque data needed by prog() */ ); -/* Conjugate Gradient optimiser */ +/* Conjugate Gradient optimiser using partial derivatives. */ /* return 0 on sucess, 1 on failure due to excessive itterations */ /* Result will be in cp */ int conjgrad( @@ -43,7 +45,8 @@ 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 */ +double (*dfunc)(void *fdata, double dp[], double tp[]), /* Gradient & function to evaluate */ + /* dfunc() should return DFUNC_NRV if it doesn't return function value */ void *fdata, /* Opaque data needed by function */ void (*prog)(void *pdata, int perc), /* Optional progress percentage callback */ void *pdata /* Opaque data needed by prog() */ @@ -69,6 +72,22 @@ double (*func)(void *fdata, double tp[]), /* Error function to evaluate */ void *fdata /* Opaque data for func() */ ); +/* Line bracketing and minimisation routine using derivatives. */ +/* Return value at minimum. */ +double linmind( +double cp[], /* Start point, and returned value */ +double xi[], /* Search vector */ +int di, /* Dimensionality */ +#ifdef ABSTOL +double ftol, /* Absolute tolerance to stop on */ +#else +double ftol, /* Relative tolerance to stop on */ +#endif +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 for func() */ +); + #ifdef __cplusplus } #endif -- cgit v1.2.3