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#ifndef POWELL_H
#define POWELL_H
/* Powell and Conjugate Gradient multivariate minimiser */
/*
* Copyright 2000 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
#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 */
/* Arrays start at 0 */
int powell(
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 (*funk)(void *fdata, double tp[]), /* Error function to evaluate */
void *fdata, /* Opaque data needed by func() */
void (*prog)(void *pdata, int perc), /* Optional progress percentage callback */
void *pdata /* Opaque data needed by prog() */
);
/* Conjugate Gradient optimiser using partial derivatives. */
/* return 0 on sucess, 1 on failure due to excessive itterations */
/* Result will be in cp */
int conjgrad(
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 */
/* 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() */
);
/* Example user function declarations */
double powell_funk( /* Return function value */
void *fdata, /* Opaque data pointer */
double tp[]); /* Multivriate input value */
/* Line bracketing and minimisation routine. */
/* Return value at minimum. */
double linmin(
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 */
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
#endif /* POWELL_H */
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