lmmin.h

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/*
 * Project:  LevenbergMarquardtLeastSquaresFitting
 *
 * File:     lmmin.h
 *
 * Contents: Public interface to the Levenberg-Marquardt core implementation.
 *
 * Author:   Joachim Wuttke 2004-2010
 *
 * Homepage: joachimwuttke.de/lmfit
 */
 
#ifndef LMMIN_H
#define LMMIN_H
 
#ifdef __cplusplus
extern "C" {
#endif
 
/* Collection of control (input) parameters. */
typedef struct {
   double ftol;      /* relative error desired in the sum of squares. */
   double xtol;      /* relative error between last two approximations. */
   double gtol;      /* orthogonality desired between fvec and its derivs. */
   double epsilon;   /* step used to calculate the jacobian. */
   double stepbound; /* initial bound to steps in the outer loop. */
   int maxcall;      /* maximum number of iterations. */
   int scale_diag;   /* UNDOCUMENTED, TESTWISE automatical diag rescaling? */
   int printflags;   /* OR'ed to produce more noise */
} lm_control_struct;
 
/* Collection of status (output) parameters. */
typedef struct {
   double fnorm; /* norm of the residue vector fvec. */
   int nfev;     /* actual number of iterations. */
   int info;     /* status (index for lm_infmsg and lm_shortmsg). */
} lm_status_struct;
 
/* Recommended control parameter settings. */
extern const lm_control_struct lm_control_double;
extern const lm_control_struct lm_control_float;
 
/* Standard monitoring routine. */
void lm_printout_std(int n_par, const double *par, int m_dat, const void *data, const double *fvec, int printflags,
                     int iflag, int iter, int nfev);
 
/* Refined calculation of Eucledian norm, typically used in printout routine. */
double lm_enorm(int, const double *);
 
/* The actual minimization. */
void lmmin(int n_par, double *par, int m_dat, const void *data,
           void (*evaluate)(const double *par, int m_dat, const void *data, double *fvec, int *info),
           const lm_control_struct *control, lm_status_struct *status,
           void (*printout)(int n_par, const double *par, int m_dat, const void *data, const double *fvec,
                            int printflags, int iflag, int iter, int nfev));
 
/* Alternative to lm_minimize, allowing full control, and read-out
   of auxiliary arrays. For usage, see implementation of lmmin. */
void lm_lmdif(int m, int n, double *x, double *fvec, double ftol, double xtol, double gtol, int maxfev, double epsfcn,
              double *diag, int mode, double factor, int *info, int *nfev, double *fjac, int *ipvt, double *qtf,
              double *wa1, double *wa2, double *wa3, double *wa4,
              void (*evaluate)(const double *par, int m_dat, const void *data, double *fvec, int *info),
              void (*printout)(int n_par, const double *par, int m_dat, const void *data, const double *fvec,
                               int printflags, int iflag, int iter, int nfev),
              int printflags, const void *data);
 
extern const char *lm_infmsg[];
extern const char *lm_shortmsg[];
 
#ifdef __cplusplus
}
#endif
 
#endif /* LMMIN_H */