diff opt.h @ 1:6422640a802f

first upload

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/opt.h	Tue Oct 05 10:45:57 2010 +0100
@@ -0,0 +1,31 @@
+#ifndef optH
+#define optH
+
+/*
+  opt.cpp - optimization routines
+*/
+
+//--tool procedures----------------------------------------------------------
+double nextdouble(double x, double dir);  //returns next double-precision floating pointer number
+
+//--Gradient method----------------------------------------------------------
+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);
+double GradientOneMax(void* params, double (*F)(int, double*, void*), void (*dF)(double*, int, double*, void*), int dim, double* start, double ep, int maxiter);
+
+//--Newton methods------------------------------------------------------------
+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);
+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);
+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);
+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);
+
+//--root search routines-----------------------------------------------------
+double rootsearchhalf(double&x1, double x2, double (*y)(double, void*), void* params=0, double epx=1e-6, int maxiter=100);
+double rootsearchsecant(double& x1, double x2, double (*y)(double, void*), void* params=0, double epx=1e-6, int maxiter=100);
+double rootsearchbisecant(double&x1, double x2, double (*y)(double, void*), void* params=0, double epx=1e-6, int maxiter=100);
+
+//--1-D maximum search routines----------------------------------------------
+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);
+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);
+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);
+
+#endif