From afc3df4b82da9f39fac646f1732d6e2b71c26d5d Mon Sep 17 00:00:00 2001
From: Jean-Francois Remacle <jean-francois.remacle@uclouvain.be>
Date: Mon, 14 Jan 2008 21:29:53 +0000
Subject: [PATCH] *** empty log message ***
---
Numeric/gsl_min.cpp | 296 ++++++++++++++++++++++++++++++++++++++++++++
1 file changed, 296 insertions(+)
create mode 100644 Numeric/gsl_min.cpp
diff --git a/Numeric/gsl_min.cpp b/Numeric/gsl_min.cpp
new file mode 100644
index 0000000000..a9671be5db
--- /dev/null
+++ b/Numeric/gsl_min.cpp
@@ -0,0 +1,296 @@
+// $Id: gsl_min.cpp,v 1.1 2008-01-14 21:29:53 remacle Exp $
+//
+// Copyright (C) 1997-2007 C. Geuzaine, J.-F. Remacle
+//
+// This program is free software; you can redistribute it and/or modify
+// it under the terms of the GNU General Public License as published by
+// the Free Software Foundation; either version 2 of the License, or
+// (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software
+// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
+// USA.
+//
+// Please report all bugs and problems to <gmsh@geuz.org>.
+
+#if defined(HAVE_GSL)
+
+#include "Gmsh.h"
+#include "Numeric.h"
+#include <gsl/gsl_errno.h>
+#include <gsl/gsl_math.h>
+#include <gsl/gsl_multimin.h>
+
+static double (*f_stat) (double, double, void *data);
+static void (*df_stat) (double, double, double &, double &, double &, void *data);
+static double (*f_stat3) (double, double, double, void *data);
+static void (*df_stat3) (double, double, double, double &, double &, double &, double &,void *data);
+static double (*f_statN) (double*, void *data);
+static void (*df_statN) (double*, double *, double &,void *data);
+
+double fobj (const gsl_vector * x, void * data){
+ double u, v;
+ u = gsl_vector_get(x, 0);
+ v = gsl_vector_get(x, 1);
+ return f_stat(u,v,data);
+}
+
+
+double fobj3 (const gsl_vector * x, void * data){
+ double u, v,w;
+ u = gsl_vector_get(x, 0);
+ v = gsl_vector_get(x, 1);
+ w = gsl_vector_get(x, 2);
+ return f_stat3(u,v,w,data);
+}
+
+double fobjN (const gsl_vector * x, void * data){
+ return f_statN(x->data,data);
+}
+
+void dfobj (const gsl_vector * x, void * params, gsl_vector * g){
+ double u, v, f, duf, dvf;
+ u = gsl_vector_get(x, 0);
+ v = gsl_vector_get(x, 1);
+ df_stat(u,v,f, duf,dvf,params);
+ gsl_vector_set(g, 0, duf);
+ gsl_vector_set(g, 1, dvf);
+}
+
+void dfobj3 (const gsl_vector * x, void * params, gsl_vector * g){
+ double u, v, w,f, duf, dvf,dwf;
+ u = gsl_vector_get(x, 0);
+ v = gsl_vector_get(x, 1);
+ w = gsl_vector_get(x, 2);
+ df_stat3(u,v,w,f, duf,dvf,dwf,params);
+ gsl_vector_set(g, 0, duf);
+ gsl_vector_set(g, 1, dvf);
+ gsl_vector_set(g, 2, dwf);
+}
+
+void dfobjN (const gsl_vector * x, void * params, gsl_vector * g){
+ double f;
+ df_statN(x->data, g->data,f,params);
+}
+
+void fdfobj (const gsl_vector * x, void * params, double * f, gsl_vector * g){
+ double u, v, duf, dvf;
+ u = gsl_vector_get(x, 0);
+ v = gsl_vector_get(x, 1);
+ df_stat(u,v,*f, duf,dvf,params);
+ gsl_vector_set(g, 0, duf);
+ gsl_vector_set(g, 1, dvf);
+}
+
+void fdfobj3 (const gsl_vector * x, void * params, double * f, gsl_vector * g){
+ double u, v, w,duf, dvf,dwf;
+ u = gsl_vector_get(x, 0);
+ v = gsl_vector_get(x, 1);
+ w = gsl_vector_get(x, 2);
+ df_stat3(u,v,w,*f, duf,dvf,dwf,params);
+ gsl_vector_set(g, 0, duf);
+ gsl_vector_set(g, 1, dvf);
+ gsl_vector_set(g, 2, dwf);
+}
+
+void fdfobjN (const gsl_vector * x, void * params, double * f, gsl_vector * g){
+ df_statN(x->data,g->data,*f,params);
+}
+
+void minimize_2 ( double (*f) (double, double, void *data),
+ void (*df) (double, double, double &, double &, double &, void *data) ,
+ void *data,int niter,
+ double &U, double &V, double &res){
+ f_stat = f;
+ df_stat = df;
+
+ size_t iter = 0;
+ int status;
+
+ const gsl_multimin_fdfminimizer_type *T;
+ gsl_multimin_fdfminimizer *s;
+ gsl_vector *x;
+ gsl_multimin_function_fdf my_func;
+
+ my_func.f = &fobj;
+ my_func.df = &dfobj;
+ my_func.fdf = &fdfobj;
+ my_func.n = 2;
+ my_func.params = data;
+
+ x = gsl_vector_alloc (2);
+ gsl_vector_set (x, 0, U);
+ gsl_vector_set (x, 1, V);
+
+ T = gsl_multimin_fdfminimizer_conjugate_fr;
+ s = gsl_multimin_fdfminimizer_alloc (T, 2);
+
+ gsl_multimin_fdfminimizer_set (s, &my_func, x, 0.01, 1e-4);
+
+ // printf("minimizing\n");
+
+ do
+ {
+ iter++;
+ status = gsl_multimin_fdfminimizer_iterate (s);
+
+ if (status)
+ break;
+
+ status = gsl_multimin_test_gradient (s->gradient, 1e-3);
+
+// if (status == GSL_SUCCESS)
+// printf ("Minimum found at:\n");
+
+// printf ("%5d %.5f %.5f %22.15e\n", iter,
+// gsl_vector_get (s->x, 0),
+// gsl_vector_get (s->x, 1),
+// s->f);
+
+ }
+ while (status == GSL_CONTINUE && iter < niter);
+
+ U = gsl_vector_get (s->x, 0);
+ V = gsl_vector_get (s->x, 1);
+ res = s->f;
+ gsl_multimin_fdfminimizer_free (s);
+ gsl_vector_free (x);
+
+}
+
+void minimize_3 ( double (*f) (double, double, double,void *data),
+ void (*df) (double , double , double ,
+ double &, double &, double &, double &,
+ void *data) ,
+ void *data,int niter,
+ double &U, double &V, double &W, double &res){
+ f_stat3 = f;
+ df_stat3 = df;
+
+ size_t iter = 0;
+ int status;
+
+ const gsl_multimin_fdfminimizer_type *T;
+ gsl_multimin_fdfminimizer *s;
+ gsl_vector *x;
+ gsl_multimin_function_fdf my_func;
+
+ my_func.f = &fobj3;
+ my_func.df = &dfobj3;
+ my_func.fdf = &fdfobj3;
+ my_func.n = 3;
+ my_func.params = data;
+
+ x = gsl_vector_alloc (3);
+ gsl_vector_set (x, 0, U);
+ gsl_vector_set (x, 1, V);
+ gsl_vector_set (x, 2, W);
+
+ T = gsl_multimin_fdfminimizer_conjugate_fr;
+ s = gsl_multimin_fdfminimizer_alloc (T, 3);
+
+ gsl_multimin_fdfminimizer_set (s, &my_func, x, 0.01, 1e-4);
+
+ // printf("minimizing\n");
+
+ do
+ {
+ iter++;
+ status = gsl_multimin_fdfminimizer_iterate (s);
+
+ if (status)
+ break;
+
+ status = gsl_multimin_test_gradient (s->gradient, 1e-3);
+
+// if (status == GSL_SUCCESS)
+// printf ("Minimum found at:\n");
+
+// printf ("%5d %4.5f %4.5f %4.5f %10.5f\n", iter,
+// gsl_vector_get (s->x, 0),
+// gsl_vector_get (s->x, 1),
+// gsl_vector_get (s->x, 2),
+// s->f);
+
+ }
+ while (status == GSL_CONTINUE && iter < niter);
+
+ U = gsl_vector_get (s->x, 0);
+ V = gsl_vector_get (s->x, 1);
+ W = gsl_vector_get (s->x, 2);
+ res = s->f;
+ gsl_multimin_fdfminimizer_free (s);
+ gsl_vector_free (x);
+
+}
+
+void minimize_N (int N,
+ double (*f) (double*,void *data),
+ void (*df) (double*,double*,double &,void *data) ,
+ void *data,int niter,
+ double *U, double &res){
+ f_statN = f;
+ df_statN = df;
+
+ size_t iter = 0;
+ int status;
+
+ const gsl_multimin_fdfminimizer_type *T;
+ gsl_multimin_fdfminimizer *s;
+ gsl_vector *x;
+ gsl_multimin_function_fdf my_func;
+
+ my_func.f = &fobjN;
+ my_func.df = &dfobjN;
+ my_func.fdf = &fdfobjN;
+ my_func.n = N;
+ my_func.params = data;
+
+ x = gsl_vector_alloc (N);
+ for (int i=0;i<N;i++)
+ gsl_vector_set (x, i, U[i]);
+
+ T = gsl_multimin_fdfminimizer_conjugate_fr;
+ s = gsl_multimin_fdfminimizer_alloc (T, N);
+
+ gsl_multimin_fdfminimizer_set (s, &my_func, x, 0.01, 1e-4);
+
+ do
+ {
+ iter++;
+ status = gsl_multimin_fdfminimizer_iterate (s);
+
+ if (status)
+ break;
+
+ status = gsl_multimin_test_gradient (s->gradient, 1e-3);
+
+// if (status == GSL_SUCCESS)
+// printf ("Minimum found at:\n");
+
+// printf ("%5d %4.5f %4.5f %4.5f %10.5f\n", iter,
+// gsl_vector_get (s->x, 0),
+// gsl_vector_get (s->x, 1),
+// gsl_vector_get (s->x, 2),
+// s->f);
+
+ }
+ while (status == GSL_CONTINUE && iter < niter);
+
+ for (int i=0;i<N;i++)
+ U[i] = gsl_vector_get (s->x, i);
+ res = s->f;
+ gsl_multimin_fdfminimizer_free (s);
+ gsl_vector_free (x);
+
+}
+
+
+
+#endif
--
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