diff options
author | Alberto Ruiz <aruiz@um.es> | 2009-06-08 07:53:34 +0000 |
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committer | Alberto Ruiz <aruiz@um.es> | 2009-06-08 07:53:34 +0000 |
commit | 34de6154086224a0e9f774bd8a2ab804d78e8a10 (patch) | |
tree | 788b49f8889a166db2fb61365afedf7ac2c29bf6 /lib/Numeric/GSL/gsl-aux.c | |
parent | 7697c6dc27fd0d9601728af576e8d7b9d1c800ee (diff) |
included all GSL minimization methods
Diffstat (limited to 'lib/Numeric/GSL/gsl-aux.c')
-rw-r--r-- | lib/Numeric/GSL/gsl-aux.c | 19 |
1 files changed, 13 insertions, 6 deletions
diff --git a/lib/Numeric/GSL/gsl-aux.c b/lib/Numeric/GSL/gsl-aux.c index c6b052f..2ecfb51 100644 --- a/lib/Numeric/GSL/gsl-aux.c +++ b/lib/Numeric/GSL/gsl-aux.c | |||
@@ -369,7 +369,7 @@ double only_f_aux_min(const gsl_vector*x, void *pars) { | |||
369 | } | 369 | } |
370 | 370 | ||
371 | // this version returns info about intermediate steps | 371 | // this version returns info about intermediate steps |
372 | int minimize(double f(int, double*), double tolsize, int maxit, | 372 | int minimize(int method, double f(int, double*), double tolsize, int maxit, |
373 | KRVEC(xi), KRVEC(sz), RMAT(sol)) { | 373 | KRVEC(xi), KRVEC(sz), RMAT(sol)) { |
374 | REQUIRES(xin==szn && solr == maxit && solc == 3+xin,BAD_SIZE); | 374 | REQUIRES(xin==szn && solr == maxit && solc == 3+xin,BAD_SIZE); |
375 | DEBUGMSG("minimizeList (nmsimplex)"); | 375 | DEBUGMSG("minimizeList (nmsimplex)"); |
@@ -388,7 +388,11 @@ int minimize(double f(int, double*), double tolsize, int maxit, | |||
388 | // Starting point | 388 | // Starting point |
389 | KDVVIEW(xi); | 389 | KDVVIEW(xi); |
390 | // Minimizer nmsimplex, without derivatives | 390 | // Minimizer nmsimplex, without derivatives |
391 | T = gsl_multimin_fminimizer_nmsimplex; | 391 | switch(method) { |
392 | case 0 : {T = gsl_multimin_fminimizer_nmsimplex; break; } | ||
393 | case 1 : {T = gsl_multimin_fminimizer_nmsimplex2; break; } | ||
394 | default: ERROR(BAD_CODE); | ||
395 | } | ||
392 | s = gsl_multimin_fminimizer_alloc (T, my_func.n); | 396 | s = gsl_multimin_fminimizer_alloc (T, my_func.n); |
393 | gsl_multimin_fminimizer_set (s, &my_func, V(xi), V(sz)); | 397 | gsl_multimin_fminimizer_set (s, &my_func, V(xi), V(sz)); |
394 | do { | 398 | do { |
@@ -458,9 +462,9 @@ void fdf_aux_min(const gsl_vector * x, void * pars, double * f, gsl_vector * g) | |||
458 | } | 462 | } |
459 | 463 | ||
460 | 464 | ||
461 | int minimizeWithDeriv(int method, double f(int, double*), void df(int, double*, double*), | 465 | int minimizeD(int method, double f(int, double*), void df(int, double*, double*), |
462 | double initstep, double minimpar, double tolgrad, int maxit, | 466 | double initstep, double minimpar, double tolgrad, int maxit, |
463 | KRVEC(xi), RMAT(sol)) { | 467 | KRVEC(xi), RMAT(sol)) { |
464 | REQUIRES(solr == maxit && solc == 2+xin,BAD_SIZE); | 468 | REQUIRES(solr == maxit && solc == 2+xin,BAD_SIZE); |
465 | DEBUGMSG("minimizeWithDeriv (conjugate_fr)"); | 469 | DEBUGMSG("minimizeWithDeriv (conjugate_fr)"); |
466 | gsl_multimin_function_fdf my_func; | 470 | gsl_multimin_function_fdf my_func; |
@@ -482,7 +486,10 @@ int minimizeWithDeriv(int method, double f(int, double*), void df(int, double*, | |||
482 | // conjugate gradient fr | 486 | // conjugate gradient fr |
483 | switch(method) { | 487 | switch(method) { |
484 | case 0 : {T = gsl_multimin_fdfminimizer_conjugate_fr; break; } | 488 | case 0 : {T = gsl_multimin_fdfminimizer_conjugate_fr; break; } |
485 | case 1 : {T = gsl_multimin_fdfminimizer_vector_bfgs2; break; } | 489 | case 1 : {T = gsl_multimin_fdfminimizer_conjugate_pr; break; } |
490 | case 2 : {T = gsl_multimin_fdfminimizer_vector_bfgs; break; } | ||
491 | case 3 : {T = gsl_multimin_fdfminimizer_vector_bfgs2; break; } | ||
492 | case 4 : {T = gsl_multimin_fdfminimizer_steepest_descent; break; } | ||
486 | default: ERROR(BAD_CODE); | 493 | default: ERROR(BAD_CODE); |
487 | } | 494 | } |
488 | s = gsl_multimin_fdfminimizer_alloc (T, my_func.n); | 495 | s = gsl_multimin_fdfminimizer_alloc (T, my_func.n); |