37 lines
1.1 KiB
C
37 lines
1.1 KiB
C
#ifndef DHSX_H
|
|
#define DHSX_H
|
|
|
|
/* A general purpose downhill simplex multivariate optimser, */
|
|
/* as described in */
|
|
/* "Numerical Recipes in C", by W.H.Press, B.P.Flannery, */
|
|
/* S.A.Teukolsky & W.T.Vetterling. */
|
|
|
|
#ifdef __cplusplus
|
|
extern "C" {
|
|
#endif
|
|
|
|
/* Down hill simplex function */
|
|
/* return 0 on sucess, 1 on failure due to excessive itterations */
|
|
/* Result will be in cp */
|
|
int dhsx(
|
|
double *rv, /* If not NULL, return the residual error */
|
|
int di, /* Dimentionality */
|
|
double *cp, /* Initial starting point, return minimum */
|
|
double *s, /* Size of initial search area */
|
|
double ftol, /* Finishing tollerance of error change */
|
|
double athr, /* Absolute return value threshold. (Set high to not use) */
|
|
int maxit, /* Maximum iterations allowed */
|
|
double (*funk)(void *fdata, double *tp), /* Error function to evaluate */
|
|
void *fdata /* Data needed by function */
|
|
);
|
|
|
|
double dhsx_funk( /* Return function value */
|
|
void *fdata, /* Opaque data pointer */
|
|
double tp[]); /* Multivriate input value */
|
|
|
|
#ifdef __cplusplus
|
|
}
|
|
#endif
|
|
|
|
#endif /* DHSX_H */
|