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/* ocamlgsl - OCaml interface to GSL */
/* Copyright (©) 2002-2005 - Olivier Andrieu */
/* distributed under the terms of the GPL version 2 */
#include <gsl/gsl_multimin.h>
#include <caml/alloc.h>
#include <caml/memory.h>
#include <caml/fail.h>
#include <caml/callback.h>
#include "wrappers.h"
#include "mlgsl_fun.h"
#include "mlgsl_vector_double.h"
#include "mlgsl_matrix_double.h"
/* minimizers */
static const gsl_multimin_fdfminimizer_type *fdfminimizer_of_value(value t)
{
const gsl_multimin_fdfminimizer_type *minimizer_types[] = {
gsl_multimin_fdfminimizer_conjugate_fr,
gsl_multimin_fdfminimizer_conjugate_pr,
gsl_multimin_fdfminimizer_vector_bfgs,
gsl_multimin_fdfminimizer_vector_bfgs2,
gsl_multimin_fdfminimizer_steepest_descent, } ;
return minimizer_types[Int_val(t)];
}
CAMLprim value ml_gsl_multimin_fdfminimizer_alloc(value type, value d)
{
int dim = Int_val(d);
struct callback_params *params;
gsl_multimin_fdfminimizer *T;
value res;
T=gsl_multimin_fdfminimizer_alloc(fdfminimizer_of_value(type), dim);
params=stat_alloc(sizeof(*params));
res=alloc_small(2, Abstract_tag);
Field(res, 0) = (value)T;
Field(res, 1) = (value)params;
params->gslfun.mmfdf.f = &gsl_multimin_callback_f;
params->gslfun.mmfdf.df = &gsl_multimin_callback_df;
params->gslfun.mmfdf.fdf = &gsl_multimin_callback_fdf;
params->gslfun.mmfdf.n = dim;
params->gslfun.mmfdf.params = params;
params->closure = Val_unit;
params->dbl = Val_unit;
register_global_root(&(params->closure));
return res;
}
#define GSLMULTIMINFDFMINIMIZER_VAL(v) ((gsl_multimin_fdfminimizer *)(Field(v, 0)))
#define CALLBACKPARAMS_VAL(v) ((struct callback_params *)(Field(v, 1)))
CAMLprim value ml_gsl_multimin_fdfminimizer_set(value S, value fun, value X,
value step, value tol)
{
CAMLparam2(S, X);
struct callback_params *p=CALLBACKPARAMS_VAL(S);
_DECLARE_VECTOR(X);
_CONVERT_VECTOR(X);
p->closure = fun;
gsl_multimin_fdfminimizer_set(GSLMULTIMINFDFMINIMIZER_VAL(S),
&(p->gslfun.mmfdf), &v_X,
Double_val(step), Double_val(tol));
CAMLreturn(Val_unit);
}
CAMLprim value ml_gsl_multimin_fdfminimizer_free(value S)
{
struct callback_params *p=CALLBACKPARAMS_VAL(S);
remove_global_root(&(p->closure));
stat_free(p);
gsl_multimin_fdfminimizer_free(GSLMULTIMINFDFMINIMIZER_VAL(S));
return Val_unit;
}
ML1(gsl_multimin_fdfminimizer_name, GSLMULTIMINFDFMINIMIZER_VAL, copy_string)
ML1(gsl_multimin_fdfminimizer_iterate, GSLMULTIMINFDFMINIMIZER_VAL, Unit)
ML1(gsl_multimin_fdfminimizer_restart, GSLMULTIMINFDFMINIMIZER_VAL, Unit)
CAMLprim value ml_gsl_multimin_fdfminimizer_minimum(value ox, value odx, value og, value T)
{
gsl_multimin_fdfminimizer *t=GSLMULTIMINFDFMINIMIZER_VAL(T);
if(Is_block(ox)) {
value x=Unoption(ox);
_DECLARE_VECTOR(x);
_CONVERT_VECTOR(x);
gsl_vector_memcpy(&v_x,
gsl_multimin_fdfminimizer_x(t));
}
if(Is_block(odx)) {
value dx=Unoption(odx);
_DECLARE_VECTOR(dx);
_CONVERT_VECTOR(dx);
gsl_vector_memcpy(&v_dx,
gsl_multimin_fdfminimizer_dx(t));
}
if(Is_block(og)) {
value g=Unoption(og);
_DECLARE_VECTOR(g);
_CONVERT_VECTOR(g);
gsl_vector_memcpy(&v_g,
gsl_multimin_fdfminimizer_gradient(t));
}
return copy_double(gsl_multimin_fdfminimizer_minimum(t));
}
CAMLprim value ml_gsl_multimin_test_gradient(value S, value epsabs)
{
int status;
gsl_vector *g =
gsl_multimin_fdfminimizer_gradient(GSLMULTIMINFDFMINIMIZER_VAL(S));
status = gsl_multimin_test_gradient(g, Double_val(epsabs));
return Val_negbool(status);
}
static const gsl_multimin_fminimizer_type *fminimizer_of_value(value t)
{
const gsl_multimin_fminimizer_type *minimizer_types[] = {
gsl_multimin_fminimizer_nmsimplex, } ;
return minimizer_types[Int_val(t)];
}
CAMLprim value ml_gsl_multimin_fminimizer_alloc(value type, value d)
{
size_t dim = Int_val(d);
struct callback_params *params;
gsl_multimin_fminimizer *T;
value res;
T=gsl_multimin_fminimizer_alloc(fminimizer_of_value(type), dim);
params=stat_alloc(sizeof(*params));
res=alloc_small(2, Abstract_tag);
Field(res, 0) = (value)T;
Field(res, 1) = (value)params;
params->gslfun.mmf.f = &gsl_multimin_callback;
params->gslfun.mmf.n = dim;
params->gslfun.mmf.params = params;
params->closure = Val_unit;
params->dbl = Val_unit;
register_global_root(&(params->closure));
return res;
}
#define GSLMULTIMINFMINIMIZER_VAL(v) ((gsl_multimin_fminimizer *)(Field(v, 0)))
CAMLprim value ml_gsl_multimin_fminimizer_set(value S, value fun,
value X, value step_size)
{
CAMLparam3(S, X, step_size);
struct callback_params *p=CALLBACKPARAMS_VAL(S);
_DECLARE_VECTOR2(X,step_size);
_CONVERT_VECTOR2(X,step_size);
p->closure = fun;
gsl_multimin_fminimizer_set(GSLMULTIMINFMINIMIZER_VAL(S),
&(p->gslfun.mmf), &v_X, &v_step_size);
CAMLreturn(Val_unit);
}
CAMLprim value ml_gsl_multimin_fminimizer_free(value S)
{
struct callback_params *p=CALLBACKPARAMS_VAL(S);
remove_global_root(&(p->closure));
stat_free(p);
gsl_multimin_fminimizer_free(GSLMULTIMINFMINIMIZER_VAL(S));
return Val_unit;
}
ML1(gsl_multimin_fminimizer_name, GSLMULTIMINFMINIMIZER_VAL, copy_string)
ML1(gsl_multimin_fminimizer_iterate, GSLMULTIMINFMINIMIZER_VAL, Unit)
CAMLprim value ml_gsl_multimin_fminimizer_minimum(value ox, value T)
{
gsl_multimin_fminimizer *t=GSLMULTIMINFMINIMIZER_VAL(T);
if(Is_block(ox)) {
value x=Unoption(ox);
_DECLARE_VECTOR(x);
_CONVERT_VECTOR(x);
gsl_vector_memcpy(&v_x, gsl_multimin_fminimizer_x(t));
}
return copy_double(gsl_multimin_fminimizer_minimum(t));
}
ML1(gsl_multimin_fminimizer_size, GSLMULTIMINFMINIMIZER_VAL, copy_double)
CAMLprim value ml_gsl_multimin_test_size(value S, value epsabs)
{
int status;
double size =
gsl_multimin_fminimizer_size(GSLMULTIMINFMINIMIZER_VAL(S));
status = gsl_multimin_test_size(size, Double_val(epsabs));
return Val_negbool(status);
}
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