src/external/lmfit/lmmin.h

   1 /*
   2  * Library:   lmfit (Levenberg-Marquardt least squares fitting)
   3  *
   4  * File:      lmmin.h
   5  *
   6  * Contents:  Declarations for Levenberg-Marquardt minimization.
   7  *
   8  * Copyright: Joachim Wuttke, Forschungszentrum Juelich GmbH (2004-2013)
   9  *
  10  * License:   see ../COPYING (FreeBSD)
  11  *
  12  * Homepage:  apps.jcns.fz-juelich.de/lmfit
  13  */
  14
  15 #ifndef LMMIN_H
  16 #define LMMIN_H
  17
  18 #include "lmstruct.h"
  19
  20 /* Levenberg-Marquardt minimization. */
  21 void lmmin(
  22     const int n_par, double* par, const int m_dat, const double* y,
  23     const void* data,
  24     void (*evaluate)(
  25         const double* par, const int m_dat, const void* data,
  26         double* fvec, int* userbreak),
  27     const lm_control_struct* control, lm_status_struct* status);
  28 /*
  29  *   This routine contains the core algorithm of our library.
  30  *
  31  *   It minimizes the sum of the squares of m nonlinear functions
  32  *   in n variables by a modified Levenberg-Marquardt algorithm.
  33  *   The function evaluation is done by the user-provided routine 'evaluate'.
  34  *   The Jacobian is then calculated by a forward-difference approximation.
  35  *
  36  *   Parameters:
  37  *
  38  *      n_par is the number of variables (INPUT, positive integer).
  39  *
  40  *      par is the solution vector (INPUT/OUTPUT, array of length n).
  41  *        On input it must be set to an estimated solution.
  42  *        On output it yields the final estimate of the solution.
  43  *
  44  *      m_dat is the number of functions to be minimized (INPUT, positive integer).
  45  *        It must fulfill m>=n.
  46  *
  47  *      y contains data to be fitted. Use a null pointer if there are no data.
  48  *
  49  *      data is a pointer that is ignored by lmmin; it is however forwarded
  50  *        to the user-supplied functions evaluate and printout.
  51  *        In a typical application, it contains experimental data to be fitted.
  52  *
  53  *      evaluate is a user-supplied function that calculates the m functions.
  54  *        Parameters:
  55  *          n, x, m, data as above.
  56  *          fvec is an array of length m; on OUTPUT, it must contain the
  57  *            m function values for the parameter vector x.
  58  *          userbreak is an integer pointer. When *userbreak is set to a
  59  *            nonzero value, lmmin will terminate.
  60  *
  61  *      control contains INPUT variables that control the fit algorithm,
  62  *        as declared and explained in lmstruct.h
  63  *
  64  *      status contains OUTPUT variables that inform about the fit result,
  65  *        as declared and explained in lmstruct.h
  66  */
  67
  68 /* Refined calculation of Eucledian norm. */
  69 double lm_enorm(const int, const double*);
  70 double lm_fnorm(const int, const double*, const double*);
  71
  72 #endif /* LMMIN_H */