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;
}
