MPQC: src/lib/math/optimize/levmar/lm.h Source File

00001 
00002 // 
00003 //  Prototypes and definitions for the Levenberg - Marquardt minimization algorithm
00004 //  Copyright (C) 2004  Manolis Lourakis (lourakis@ics.forth.gr)
00005 //  Institute of Computer Science, Foundation for Research & Technology - Hellas
00006 //  Heraklion, Crete, Greece.
00007 //
00008 //  This program is free software; you can redistribute it and/or modify
00009 //  it under the terms of the GNU General Public License as published by
00010 //  the Free Software Foundation; either version 2 of the License, or
00011 //  (at your option) any later version.
00012 //
00013 //  This program is distributed in the hope that it will be useful,
00014 //  but WITHOUT ANY WARRANTY; without even the implied warranty of
00015 //  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00016 //  GNU General Public License for more details.
00017 //
00019 
00020 #ifndef _LM_H_
00021 #define _LM_H_
00022 
00023 //#undef HAVE_LAPACK // uncomment this to force not using LAPACK
00024 
00025 #define LINSOLVERS_RETAIN_MEMORY // comment this is if you don't want routines in Axb.c retain working memory between calls
00026 
00027 /* no changes necessary beyond this point */
00028 
00029 #ifdef __cplusplus
00030 extern "C" {
00031 #endif
00032 
00033 
00034 #define FABS(x) (((x)>=0.0)? (x) : -(x))
00035 
00036 /* work arrays size for LM with & without jacobian, should be multiplied by sizeof(double)
00037  * or sizeof(float) to be converted to bytes
00038  */
00039 #define LM_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
00040 #define LM_DIF_WORKSZ(npar, nmeas) (3*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
00041 
00042 #define LM_OPTS_SZ       5 /* max(4, 5) */
00043 #define LM_INFO_SZ       9
00044 #define LM_INIT_MU       1E-03
00045 #define LM_STOP_THRESH   1E-17
00046 #define LM_DIFF_DELTA    1E-06
00047 #define LM_VERSION       "2.1.3 (Jan. 2006)"
00048 
00049 /* double precision LM, with & without jacobian */
00050 /* unconstrained minimization */
00051 extern int dlevmar_der(
00052       void (*func)(double *p, double *hx, int m, int n, void *adata),
00053       void (*jacf)(double *p, double *j, int m, int n, void *adata),
00054       double *p, double *x, int m, int n, int itmax, double *opts,
00055       double *info, double *work, double *covar, void *adata);
00056 
00057 extern int dlevmar_dif(
00058       void (*func)(double *p, double *hx, int m, int n, void *adata),
00059       double *p, double *x, int m, int n, int itmax, double *opts,
00060       double *info, double *work, double *covar, void *adata);
00061 
00062 /* box-constrained minimization */
00063 extern int dlevmar_bc_der(
00064        void (*func)(double *p, double *hx, int m, int n, void *adata),
00065        void (*jacf)(double *p, double *j, int m, int n, void *adata),  
00066        double *p, double *x, int m, int n, double *lb, double *ub,
00067        int itmax, double *opts, double *info, double *work, double *covar, void *adata);
00068 
00069 extern int dlevmar_bc_dif(
00070        void (*func)(double *p, double *hx, int m, int n, void *adata),
00071        double *p, double *x, int m, int n, double *lb, double *ub,
00072        int itmax, double *opts, double *info, double *work, double *covar, void *adata);
00073 
00074 /* linear equation constrained minimization */
00075 extern int dlevmar_lec_der(
00076       void (*func)(double *p, double *hx, int m, int n, void *adata),
00077       void (*jacf)(double *p, double *j, int m, int n, void *adata),
00078       double *p, double *x, int m, int n, double *A, double *b, int k,
00079       int itmax, double *opts, double *info, double *work, double *covar, void *adata);
00080 
00081 extern int dlevmar_lec_dif(
00082       void (*func)(double *p, double *hx, int m, int n, void *adata),
00083       double *p, double *x, int m, int n, double *A, double *b, int k,
00084       int itmax, double *opts, double *info, double *work, double *covar, void *adata);
00085 
00086 
00087 /* single precision LM, with & without jacobian */
00088 /* unconstrained minimization */
00089 extern int slevmar_der(
00090       void (*func)(float *p, float *hx, int m, int n, void *adata),
00091       void (*jacf)(float *p, float *j, int m, int n, void *adata),
00092       float *p, float *x, int m, int n, int itmax, float *opts,
00093       float *info, float *work, float *covar, void *adata);
00094 
00095 extern int slevmar_dif(
00096       void (*func)(float *p, float *hx, int m, int n, void *adata),
00097       float *p, float *x, int m, int n, int itmax, float *opts,
00098       float *info, float *work, float *covar, void *adata);
00099 
00100 /* box-constrained minimization */
00101 extern int slevmar_bc_der(
00102        void (*func)(float *p, float *hx, int m, int n, void *adata),
00103        void (*jacf)(float *p, float *j, int m, int n, void *adata),  
00104        float *p, float *x, int m, int n, float *lb, float *ub,
00105        int itmax, float *opts, float *info, float *work, float *covar, void *adata);
00106 
00107 extern int slevmar_bc_dif(
00108        void (*func)(float *p, float *hx, int m, int n, void *adata),
00109        float *p, float *x, int m, int n, float *lb, float *ub,
00110        int itmax, float *opts, float *info, float *work, float *covar, void *adata);
00111 
00112 /* linear equation constrained minimization */
00113 extern int slevmar_lec_der(
00114       void (*func)(float *p, float *hx, int m, int n, void *adata),
00115       void (*jacf)(float *p, float *j, int m, int n, void *adata),
00116       float *p, float *x, int m, int n, float *A, float *b, int k,
00117       int itmax, float *opts, float *info, float *work, float *covar, void *adata);
00118 
00119 extern int slevmar_lec_dif(
00120       void (*func)(float *p, float *hx, int m, int n, void *adata),
00121       float *p, float *x, int m, int n, float *A, float *b, int k,
00122       int itmax, float *opts, float *info, float *work, float *covar, void *adata);
00123 
00124 /* linear system solvers */
00125 extern int dAx_eq_b_QR(double *A, double *B, double *x, int m);
00126 extern int dAx_eq_b_QRLS(double *A, double *B, double *x, int m, int n);
00127 extern int dAx_eq_b_Chol(double *A, double *B, double *x, int m);
00128 extern int dAx_eq_b_LU(double *A, double *B, double *x, int m);
00129 extern int dAx_eq_b_SVD(double *A, double *B, double *x, int m);
00130 
00131 extern int sAx_eq_b_QR(float *A, float *B, float *x, int m);
00132 extern int sAx_eq_b_QRLS(float *A, float *B, float *x, int m, int n);
00133 extern int sAx_eq_b_Chol(float *A, float *B, float *x, int m);
00134 extern int sAx_eq_b_LU(float *A, float *B, float *x, int m);
00135 extern int sAx_eq_b_SVD(float *A, float *B, float *x, int m);
00136 
00137 /* jacobian verification, double & single precision */
00138 extern void dlevmar_chkjac(
00139     void (*func)(double *p, double *hx, int m, int n, void *adata),
00140     void (*jacf)(double *p, double *j, int m, int n, void *adata),
00141     double *p, int m, int n, void *adata, double *err);
00142 
00143 extern void slevmar_chkjac(
00144     void (*func)(float *p, float *hx, int m, int n, void *adata),
00145     void (*jacf)(float *p, float *j, int m, int n, void *adata),
00146     float *p, int m, int n, void *adata, float *err);
00147 
00148 #ifdef __cplusplus
00149 }
00150 #endif
00151 
00152 #endif /* _LM_H_ */