MPQC  3.0.0-alpha
lm.h
1 //
3 // Prototypes and definitions for the Levenberg - Marquardt minimization algorithm
4 // Copyright (C) 2004 Manolis Lourakis (lourakis@ics.forth.gr)
5 // Institute of Computer Science, Foundation for Research & Technology - Hellas
6 // Heraklion, Crete, Greece.
7 //
8 // This program is free software; you can redistribute it and/or modify
9 // it under the terms of the GNU General Public License as published by
10 // the Free Software Foundation; either version 2 of the License, or
11 // (at your option) any later version.
12 //
13 // This program is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
16 // GNU General Public License for more details.
17 //
19 
20 #ifndef _LM_H_
21 #define _LM_H_
22 
23 //#undef HAVE_LAPACK // uncomment this to force not using LAPACK
24 
25 #define LINSOLVERS_RETAIN_MEMORY // comment this is if you don't want routines in Axb.c retain working memory between calls
26 
27 /* no changes necessary beyond this point */
28 
29 #ifdef __cplusplus
30 extern "C" {
31 #endif
32 
33 
34 #define FABS(x) (((x)>=0.0)? (x) : -(x))
35 
36 /* work arrays size for LM with & without jacobian, should be multiplied by sizeof(double)
37  * or sizeof(float) to be converted to bytes
38  */
39 #define LM_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
40 #define LM_DIF_WORKSZ(npar, nmeas) (3*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
41 
42 #define LM_OPTS_SZ 5 /* max(4, 5) */
43 #define LM_INFO_SZ 9
44 #define LM_INIT_MU 1E-03
45 #define LM_STOP_THRESH 1E-17
46 #define LM_DIFF_DELTA 1E-06
47 #define LM_VERSION "2.1.3 (Jan. 2006)"
48 
49 /* double precision LM, with & without jacobian */
50 /* unconstrained minimization */
51 extern int dlevmar_der(
52  void (*func)(double *p, double *hx, int m, int n, void *adata),
53  void (*jacf)(double *p, double *j, int m, int n, void *adata),
54  double *p, double *x, int m, int n, int itmax, double *opts,
55  double *info, double *work, double *covar, void *adata);
56 
57 extern int dlevmar_dif(
58  void (*func)(double *p, double *hx, int m, int n, void *adata),
59  double *p, double *x, int m, int n, int itmax, double *opts,
60  double *info, double *work, double *covar, void *adata);
61 
62 /* box-constrained minimization */
63 extern int dlevmar_bc_der(
64  void (*func)(double *p, double *hx, int m, int n, void *adata),
65  void (*jacf)(double *p, double *j, int m, int n, void *adata),
66  double *p, double *x, int m, int n, double *lb, double *ub,
67  int itmax, double *opts, double *info, double *work, double *covar, void *adata);
68 
69 extern int dlevmar_bc_dif(
70  void (*func)(double *p, double *hx, int m, int n, void *adata),
71  double *p, double *x, int m, int n, double *lb, double *ub,
72  int itmax, double *opts, double *info, double *work, double *covar, void *adata);
73 
74 /* linear equation constrained minimization */
75 extern int dlevmar_lec_der(
76  void (*func)(double *p, double *hx, int m, int n, void *adata),
77  void (*jacf)(double *p, double *j, int m, int n, void *adata),
78  double *p, double *x, int m, int n, double *A, double *b, int k,
79  int itmax, double *opts, double *info, double *work, double *covar, void *adata);
80 
81 extern int dlevmar_lec_dif(
82  void (*func)(double *p, double *hx, int m, int n, void *adata),
83  double *p, double *x, int m, int n, double *A, double *b, int k,
84  int itmax, double *opts, double *info, double *work, double *covar, void *adata);
85 
86 
87 /* single precision LM, with & without jacobian */
88 /* unconstrained minimization */
89 extern int slevmar_der(
90  void (*func)(float *p, float *hx, int m, int n, void *adata),
91  void (*jacf)(float *p, float *j, int m, int n, void *adata),
92  float *p, float *x, int m, int n, int itmax, float *opts,
93  float *info, float *work, float *covar, void *adata);
94 
95 extern int slevmar_dif(
96  void (*func)(float *p, float *hx, int m, int n, void *adata),
97  float *p, float *x, int m, int n, int itmax, float *opts,
98  float *info, float *work, float *covar, void *adata);
99 
100 /* box-constrained minimization */
101 extern int slevmar_bc_der(
102  void (*func)(float *p, float *hx, int m, int n, void *adata),
103  void (*jacf)(float *p, float *j, int m, int n, void *adata),
104  float *p, float *x, int m, int n, float *lb, float *ub,
105  int itmax, float *opts, float *info, float *work, float *covar, void *adata);
106 
107 extern int slevmar_bc_dif(
108  void (*func)(float *p, float *hx, int m, int n, void *adata),
109  float *p, float *x, int m, int n, float *lb, float *ub,
110  int itmax, float *opts, float *info, float *work, float *covar, void *adata);
111 
112 /* linear equation constrained minimization */
113 extern int slevmar_lec_der(
114  void (*func)(float *p, float *hx, int m, int n, void *adata),
115  void (*jacf)(float *p, float *j, int m, int n, void *adata),
116  float *p, float *x, int m, int n, float *A, float *b, int k,
117  int itmax, float *opts, float *info, float *work, float *covar, void *adata);
118 
119 extern int slevmar_lec_dif(
120  void (*func)(float *p, float *hx, int m, int n, void *adata),
121  float *p, float *x, int m, int n, float *A, float *b, int k,
122  int itmax, float *opts, float *info, float *work, float *covar, void *adata);
123 
124 /* linear system solvers */
125 extern int dAx_eq_b_QR(double *A, double *B, double *x, int m);
126 extern int dAx_eq_b_QRLS(double *A, double *B, double *x, int m, int n);
127 extern int dAx_eq_b_Chol(double *A, double *B, double *x, int m);
128 extern int dAx_eq_b_LU(double *A, double *B, double *x, int m);
129 extern int dAx_eq_b_SVD(double *A, double *B, double *x, int m);
130 
131 extern int sAx_eq_b_QR(float *A, float *B, float *x, int m);
132 extern int sAx_eq_b_QRLS(float *A, float *B, float *x, int m, int n);
133 extern int sAx_eq_b_Chol(float *A, float *B, float *x, int m);
134 extern int sAx_eq_b_LU(float *A, float *B, float *x, int m);
135 extern int sAx_eq_b_SVD(float *A, float *B, float *x, int m);
136 
137 /* jacobian verification, double & single precision */
138 extern void dlevmar_chkjac(
139  void (*func)(double *p, double *hx, int m, int n, void *adata),
140  void (*jacf)(double *p, double *j, int m, int n, void *adata),
141  double *p, int m, int n, void *adata, double *err);
142 
143 extern void slevmar_chkjac(
144  void (*func)(float *p, float *hx, int m, int n, void *adata),
145  void (*jacf)(float *p, float *j, int m, int n, void *adata),
146  float *p, int m, int n, void *adata, float *err);
147 
148 #ifdef __cplusplus
149 }
150 #endif
151 
152 #endif /* _LM_H_ */
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