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libs/Math/LMFit/lmmin.h

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+/*
+ * Project:  LevenbergMarquardtLeastSquaresFitting
+ *
+ * File:     lmmin.h
+ */
+ 
+#ifndef LMMIN_H
+#define LMMIN_H
+
+
+/** Compact high-level interface. **/
+
+/* Collection of control (input) parameters. */
+typedef struct {
+    double ftol;      /* relative error desired in the sum of squares. */
+    double xtol;      /* relative error between last two approximations. */
+    double gtol;      /* orthogonality desired between fvec and its derivs. */
+    double epsilon;   /* step used to calculate the jacobian, or 0 for user provided jacobian. */
+    double stepbound; /* initial bound to steps in the outer loop. */
+    int maxcall;      /* maximum number of iterations. */
+    int scale_diag;   /* UNDOCUMENTED, TESTWISE automatic diag rescaling? */
+    #ifdef LMFIT_PRINTOUT
+    int printflags;   /* OR'ed to produce more noise */
+    #endif
+} lm_control_struct;
+
+/* Collection of status (output) parameters. */
+typedef struct {
+    double fnorm;     /* norm of the residue vector fvec. */
+    int nfev;         /* actual number of iterations. */
+    int info;         /* status (index for lm_infmsg and lm_shortmsg). */
+} lm_status_struct;
+
+/* Recommended control parameter settings. */
+extern const lm_control_struct lm_control_double;
+extern const lm_control_struct lm_control_float;
+
+#ifdef LMFIT_PRINTOUT
+/* Standard monitoring routine. */
+void lm_printout_std( int n_par, const double *par, int m_dat,
+                      const void *data, const double *fvec,
+                      int printflags, int iflag, int iter, int nfev );
+#endif
+
+/* Refined calculation of Eucledian norm, typically used in printout routine. */
+double lm_enorm( int, const double * );
+
+/* The actual minimization. */
+void lmmin( int n_par, double *par, int m_dat, const void *data, 
+            void (*evaluate) (const double *par, int m_dat, const void *data,
+                              double *fvec, double *fjac, int *info),
+            const lm_control_struct *control, lm_status_struct *status
+            #ifdef LMFIT_PRINTOUT
+            , void (*printout) (int n_par, const double *par, int m_dat,
+                                const void *data, const double *fvec,
+                                int printflags, int iflag, int iter, int nfev) = NULL
+            #endif
+          );
+
+
+/** Legacy low-level interface. **/
+
+/* Alternative to lm_minimize, allowing full control, and read-out
+   of auxiliary arrays. For usage, see implementation of lmmin. */
+void lm_lmdif( int m, int n, double *x, double *fvec, double ftol,
+               double xtol, double gtol, int maxfev, double epsfcn,
+               double *diag, int mode, double factor, int& info, int& nfev,
+               double *fjac, int *ipvt, double *qtf, double *wa1,
+               double *wa2, double *wa3, double *wa4,
+               void (*evaluate) (const double *par, int m_dat, const void *data,
+                                 double *fvec, double *fjac, int *info),
+               const void *data
+               #ifdef LMFIT_PRINTOUT
+               , void (*printout) (int n_par, const double *par, int m_dat,
+                                   const void *data, const double *fvec,
+                                   int printflags, int iflag, int iter, int nfev),
+               int printflags
+               #endif
+             );
+
+extern const char *lm_infmsg[];
+extern const char *lm_shortmsg[];
+
+
+#endif /* LMMIN_H */