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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 */
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