xue@11: /*
xue@11:     Harmonic sinusoidal modelling and tools
xue@11: 
xue@11:     C++ code package for harmonic sinusoidal modelling and relevant signal processing.
xue@11:     Centre for Digital Music, Queen Mary, University of London.
xue@11:     This file copyright 2011 Wen Xue.
xue@11: 
xue@11:     This program is free software; you can redistribute it and/or
xue@11:     modify it under the terms of the GNU General Public License as
xue@11:     published by the Free Software Foundation; either version 2 of the
xue@11:     License, or (at your option) any later version.
xue@11: */
xue@1: #ifndef optH
xue@1: #define optH
xue@1: 
xue@1: /*
xue@1:   opt.cpp - optimization routines
xue@1: */
xue@1: 
xue@1: //--tool procedures----------------------------------------------------------
xue@1: double nextdouble(double x, double dir);  //returns next double-precision floating pointer number
xue@1: 
xue@1: //--Gradient method----------------------------------------------------------
xue@1: 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);
xue@1: double GradientOneMax(void* params, double (*F)(int, double*, void*), void (*dF)(double*, int, double*, void*), int dim, double* start, double ep, int maxiter);
xue@1: 
xue@1: //--Newton methods------------------------------------------------------------
xue@1: 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);
xue@1: 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);
xue@1: 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);
xue@1: 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);
xue@1: 
xue@1: //--root search routines-----------------------------------------------------
xue@1: double rootsearchhalf(double&x1, double x2, double (*y)(double, void*), void* params=0, double epx=1e-6, int maxiter=100);
xue@1: double rootsearchsecant(double& x1, double x2, double (*y)(double, void*), void* params=0, double epx=1e-6, int maxiter=100);
xue@1: double rootsearchbisecant(double&x1, double x2, double (*y)(double, void*), void* params=0, double epx=1e-6, int maxiter=100);
xue@1: 
xue@1: //--1-D maximum search routines----------------------------------------------
xue@1: 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);
xue@1: 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);
xue@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);
xue@1: 
xue@1: #endif