powell.c File Reference

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "include/powell.h"

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Functions
void	_powell_linmin (double *p, double *xi, int n, double *fret, int *itnr)
double	_powell_brent (double ax, double bx, double cx, double tol, double *xmin, int *itnr, int dim)
double	_powell_f1dim (double x, int dim)
void	_powell_mnbrak (double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, int dim)
double	_powell_sqr (double x)
void	_powell_shft (double *a, double *b, double *c, double *d)
double	_powell_fmax (double a, double b)
int	powell (double *p, double *delta, int parNr, double ftol, int *iterNr, double *fret, double(*_fun)(int, double *, void *), void *fundata, int verbose)
Variables
int	POWELL_LINMIN_MAXIT = 100
int	_powell_ncom
double	_powell_pcom [MAX_PARAMETERS]
double	_powell_xicom [MAX_PARAMETERS]
double(*	_powellFunc )(int, double *, void *)
void *	_powellFuncData
int	_powell_func_calls

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Function Documentation

double _powell_brent	(	double	ax,
		double	bx,
		double	cx,
		double	tol,
		double *	xmin,
		int *	itnr,
		int	dim
	)

Definition at line 219 of file powell.c.

References _powell_f1dim(), and _powell_shft().

Referenced by _powell_linmin().

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double _powell_f1dim	(	double	x,
		int	dim
	)

Definition at line 261 of file powell.c.

References _powell_func_calls, _powell_ncom, _powell_pcom, _powell_xicom, _powellFuncData, and MAX_PARAMETERS.

Referenced by _powell_brent(), and _powell_mnbrak().

double _powell_fmax	(	double	a,
		double	b
	)

Definition at line 83 of file powell.c.

Referenced by _powell_mnbrak().

void _powell_linmin	(	double *	p,
		double *	xi,
		int	n,
		double *	fret,
		int *	itnr
	)

Definition at line 206 of file powell.c.

References _powell_brent(), _powell_mnbrak(), _powell_ncom, _powell_pcom, and _powell_xicom.

Referenced by powell().

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void _powell_mnbrak	(	double *	ax,
		double *	bx,
		double *	cx,
		double *	fa,
		double *	fb,
		double *	fc,
		int	dim
	)

Definition at line 271 of file powell.c.

References _powell_f1dim(), _powell_fmax(), and _powell_shft().

Referenced by _powell_linmin().

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void _powell_shft	(	double *	a,
		double *	b,
		double *	c,
		double *	d
	)

Definition at line 82 of file powell.c.

Referenced by _powell_brent(), and _powell_mnbrak().

double _powell_sqr

(

double

x

)

Definition at line 81 of file powell.c.

Referenced by powell().

int powell	(	double *	p,
		double *	delta,
		int	parNr,
		double	ftol,
		int *	iterNr,
		double *	fret,
		double(*)(int, double *, void *)	_fun,
		void *	fundata,
		int	verbose
	)

Powell function minimization routine.

Returns:

Returns 0, if succesful, 1 if required tolerance was not reached, 2 if initial guess does not give finite function value, and >2 in case of another error.

Parameters:

p	Initial guess and final set of parameters
delta	Initial changes for parameters, ==0 if fixed
parNr	Nr of parameters
ftol	Fractional tolerance (for WSS); 0<ftol<1
iterNr	Max nr of iterations, and nr of required iters
fret	Function return value (WSS) at minimum
_fun	Function to minimize (must return the WSS)
fundata	Pointer to data which is passed on to the function; NULL if not needed
verbose	Verbose level; if zero, then nothing is printed into stdout or stderr

Definition at line 92 of file powell.c.

References _powell_func_calls, _powell_linmin(), _powell_ncom, _powell_sqr(), _powellFunc, _powellFuncData, MAX_PARAMETERS, and POWELL_LINMIN_MAXIT.

Referenced by bootstrap(), test_powell(), and tgo().

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Variable Documentation

int _powell_func_calls

Definition at line 71 of file powell.c.

Referenced by _powell_f1dim(), and powell().

int _powell_ncom

Definition at line 67 of file powell.c.

Referenced by _powell_f1dim(), _powell_linmin(), and powell().

double _powell_pcom[MAX_PARAMETERS]

Definition at line 68 of file powell.c.

Referenced by _powell_f1dim(), and _powell_linmin().

double _powell_xicom[MAX_PARAMETERS]

Definition at line 68 of file powell.c.

Referenced by _powell_f1dim(), and _powell_linmin().

double(* _powellFunc)(int, double *, void *)

Definition at line 69 of file powell.c.

Referenced by powell().

void* _powellFuncData

Definition at line 70 of file powell.c.

Referenced by _powell_f1dim(), and powell().

int POWELL_LINMIN_MAXIT = 100

Global variables

Definition at line 65 of file powell.c.

Referenced by powell(), and tgo().