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/***************************************************************************
* PHAST: PHylogenetic Analysis with Space/Time models
* Copyright (c) 2002-2005 University of California, 2006-2010 Cornell
* University. All rights reserved.
*
* This source code is distributed under a BSD-style license. See the
* file LICENSE.txt for details.
***************************************************************************/
/* $Id: numerical_opt.h,v 1.6 2008-11-15 19:42:03 acs Exp $ */
#ifndef NEWRAPH_H
#define NEWRAPH_H
#include <matrix.h>
#include <vector.h>
#include <math.h>
typedef enum {
OPT_DERIV_BACKWARD,
OPT_DERIV_CENTRAL,
OPT_DERIV_FORWARD
} opt_deriv_method;
typedef enum {
OPT_LOWER_BOUND,
OPT_UPPER_BOUND,
OPT_NO_BOUND
} opt_at_bound_type;
/* level of precision to use in estimating parameters */
typedef enum {
OPT_LOW_PREC,
OPT_MED_PREC,
OPT_HIGH_PREC,
OPT_CRUDE_PREC,
OPT_VERY_HIGH_PREC,
OPT_UNKNOWN_PREC
} opt_precision_type;
opt_precision_type get_precision(const char *prec);
void opt_gradient(Vector *grad, double (*f)(Vector*, void*),
Vector *params, void* data, opt_deriv_method method,
double reference_val, Vector *lower_bounds,
Vector *upper_bounds, double deriv_epsilon);
int opt_bfgs(double (*f)(Vector*, void*), Vector *params,
void *data, double *retval, Vector *lower_bounds,
Vector *upper_bounds, FILE *logf,
void (*compute_grad)(Vector *grad, Vector *params,
void *data, Vector *lb, Vector *ub),
opt_precision_type precision, Matrix *inv_Hessian,
int *num_evals);
void opt_lnsrch(Vector *xold, double fold, Vector *g, Vector *p,
Vector *x, double *f, double stpmax,
int *check_convergence, double (*func)(Vector*, void*),
void *data, int *nevals, double *lambda, FILE *logf);
void opt_log(FILE *F, int header_only, double val, Vector *params,
Vector *derivs, int trunc, double lambda);
double opt_brent(double ax, double bx, double cx,
double (*f)(double, void*), double tol,
double *xmin, void *data, FILE *logf);
void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,
double (*func)(double, void*), void *data, FILE *logf);
int opt_newton_1d(double (*f)(double, void*), double (*x), void *data,
double *fx, int sigfigs, double lb, double ub, FILE *logf,
double (*compute_deriv)(double x, void *data, double lb,
double ub),
double (*compute_deriv2)(double x, void *data, double lb,
double ub));
void opt_derivs_1d(double *deriv, double *deriv2, double x, double fx,
double lb, double ub, double (*f)(double, void*), void *data,
double (*compute_deriv)(double x, void *data, double lb,
double ub),
double (*compute_deriv2)(double x, void *data, double lb,
double ub),
double deriv_epsilon);
void opt_lnsrch_1d(double direction, double xold, double fold, double *x,
double *fx, double deriv, double (*func)(double, void*),
void *data, int *nevals, double *final_lambda, FILE *logf);
int opt_min_sigfig(Vector *p1, Vector *p2);
int opt_sigfig(double val1, double val2);
#endif
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