static int nmsimplex_set (void *vstate, gsl_multimin_function * f, const gsl_vector * x, double *size, const gsl_vector * step_size) { int status; size_t i; double val; nmsimplex_state_t *state = (nmsimplex_state_t *) vstate; gsl_vector *xtemp = state->ws1; /* first point is the original x0 */ val = GSL_MULTIMIN_FN_EVAL (f, x); gsl_matrix_set_row (state->x1, 0, x); gsl_vector_set (state->y1, 0, val); /* following points are initialized to x0 + step_size */ for (i = 0; i < x->size; i++) { status = gsl_vector_memcpy (xtemp, x); if (status != 0) { GSL_ERROR ("vector memcopy failed", GSL_EFAILED); } val = gsl_vector_get (xtemp, i) + gsl_vector_get (step_size, i); gsl_vector_set (xtemp, i, val); val = GSL_MULTIMIN_FN_EVAL (f, xtemp); gsl_matrix_set_row (state->x1, i + 1, xtemp); gsl_vector_set (state->y1, i + 1, val); } /* Initialize simplex size */ *size = nmsimplex_size (state); return GSL_SUCCESS; }
int gsl_multimin_diff (const gsl_multimin_function * f, const gsl_vector * x, gsl_vector * g) { size_t i, n = f->n; double h = GSL_SQRT_DBL_EPSILON; gsl_vector * x1 = gsl_vector_alloc (n); /* FIXME: pass as argument */ gsl_vector_memcpy (x1, x); for (i = 0; i < n; i++) { double fl, fh; double xi = gsl_vector_get (x, i); double dx = fabs(xi) * h; if (dx == 0.0) dx = h; gsl_vector_set (x1, i, xi + dx); fh = GSL_MULTIMIN_FN_EVAL(f, x1); gsl_vector_set (x1, i, xi - dx); fl = GSL_MULTIMIN_FN_EVAL(f, x1); gsl_vector_set (x1, i, xi); gsl_vector_set (g, i, (fh - fl) / (2.0 * dx)); } gsl_vector_free (x1); return GSL_SUCCESS; }
static double nmsimplex_move_corner (const double coeff, const nmsimplex_state_t * state, size_t corner, gsl_vector * xc, const gsl_multimin_function * f) { /* moves a simplex corner scaled by coeff (negative value represents mirroring by the middle point of the "other" corner points) and gives new corner in xc and function value at xc as a return value */ gsl_matrix *x1 = state->x1; size_t i, j; double newval, mp; if (x1->size1 < 2) { GSL_ERROR ("simplex cannot have less than two corners!", GSL_EFAILED); } for (j = 0; j < x1->size2; j++) { mp = 0.0; for (i = 0; i < x1->size1; i++) { if (i != corner) { mp += (gsl_matrix_get (x1, i, j)); } } mp /= (double) (x1->size1 - 1); newval = mp - coeff * (mp - gsl_matrix_get (x1, corner, j)); gsl_vector_set (xc, j, newval); } newval = GSL_MULTIMIN_FN_EVAL (f, xc); return newval; }
static int nmsimplex_contract_by_best (nmsimplex_state_t * state, size_t best, gsl_vector * xc, gsl_multimin_function * f) { /* Function contracts the simplex in respect to best valued corner. That is, all corners besides the best corner are moved. */ /* the xc vector is simply work space here */ gsl_matrix *x1 = state->x1; gsl_vector *y1 = state->y1; size_t i, j; double newval; for (i = 0; i < x1->size1; i++) { if (i != best) { for (j = 0; j < x1->size2; j++) { newval = 0.5 * (gsl_matrix_get (x1, i, j) + gsl_matrix_get (x1, best, j)); gsl_matrix_set (x1, i, j, newval); } /* evaluate function in the new point */ gsl_matrix_get_row (xc, x1, i); newval = GSL_MULTIMIN_FN_EVAL (f, xc); gsl_vector_set (y1, i, newval); } } return GSL_SUCCESS; }