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1 /*
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2 Harmonic sinusoidal modelling and tools
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3
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4 C++ code package for harmonic sinusoidal modelling and relevant signal processing.
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5 Centre for Digital Music, Queen Mary, University of London.
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6 This file copyright 2011 Wen Xue.
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7
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8 This program is free software; you can redistribute it and/or
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9 modify it under the terms of the GNU General Public License as
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10 published by the Free Software Foundation; either version 2 of the
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11 License, or (at your option) any later version.
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12 */
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13 #ifndef optH
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14 #define optH
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15
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16 /*
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17 opt.cpp - optimization routines
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18 */
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19
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20 //--tool procedures----------------------------------------------------------
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21 double nextdouble(double x, double dir); //returns next double-precision floating pointer number
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22
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23 //--Gradient method----------------------------------------------------------
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24 double GradientMax(void* params, double (*F)(int, double*, void*), void (*dF)(double*, int, double*, void*), int dim, double* start, double ep=1e-6, int maxiter=100);
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25 double GradientOneMax(void* params, double (*F)(int, double*, void*), void (*dF)(double*, int, double*, void*), int dim, double* start, double ep, int maxiter);
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26
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27 //--Newton methods------------------------------------------------------------
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28 double Newton(double& x0, double (*y)(double, void*), double (*y1)(double, void*), void* params=0, double epx=1e-6, int maxiter=100, double epy=1e-256);
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29 int Newton(double& x0, double (*dy)(double, void*), void* params, int yshift, double epx=1e-6, int maxiter=100, double epy=1e-256, double xmin=-1e308, double xmax=1e308);
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30 double Newton1dmax(double& x0, double xa, double xb, double (*ddy)(double, void*), void* params, int y1shift, int yshift, double (*dy)(double, void*), int dyshift, double epx=1e-6, int maxiter=100, double epdy=1e-128, bool checkinput=true);
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31 double Newton2D(double& x1, double& x2, double (*dy)(double&, double&, void*), double (*ddy)(double&, double&, double&, void*), void* params=0, double epx1=1e-6, double epx2=1e-6, int maxiter=100, double epdy=1e-256);
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32
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33 //--root search routines-----------------------------------------------------
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34 double rootsearchhalf(double&x1, double x2, double (*y)(double, void*), void* params=0, double epx=1e-6, int maxiter=100);
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35 double rootsearchsecant(double& x1, double x2, double (*y)(double, void*), void* params=0, double epx=1e-6, int maxiter=100);
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36 double rootsearchbisecant(double&x1, double x2, double (*y)(double, void*), void* params=0, double epx=1e-6, int maxiter=100);
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37
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38 //--1-D maximum search routines----------------------------------------------
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39 double Search1Dmax(double& x, void* params, double (*F)(double, void*), double inf, double sup, double* maxresult=0, double ep=1e-6, int maxiter=100, bool convcheck=false);
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40 double Search1DmaxEx(double& x, void* params, double (*F)(double, void*), double inf, double sup, double* maxresult=0, double ep=1e-6, int maxiter=100, double len=1);
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41 double Search1Dmaxfrom(void* params, double (*F)(int, double*, void*), int dim, double* start, double* direct, double step=1e-2, double minstep=1e-6, double maxstep=1e6, double* opt=0, double* max=0, double ep=1e-6, int maxiter=100, bool convcheck=false);
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42
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43 #endif
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