56 lines
976 B
C
56 lines
976 B
C
|
|
#include <math.h>
|
|
#include "nrutil.h"
|
|
#define ITMAX 200
|
|
#define EPS 1.0e-10
|
|
#define FREEALL free_vector(xi,1,n);free_vector(h,1,n);free_vector(g,1,n);
|
|
|
|
void frprmn(p,n,ftol,iter,fret,func,dfunc)
|
|
float (*func)(),*fret,ftol,p[];
|
|
int *iter,n;
|
|
void (*dfunc)();
|
|
{
|
|
void linmin();
|
|
int j,its;
|
|
float gg,gam,fp,dgg;
|
|
float *g,*h,*xi;
|
|
|
|
g=vector(1,n);
|
|
h=vector(1,n);
|
|
xi=vector(1,n);
|
|
fp=(*func)(p);
|
|
(*dfunc)(p,xi);
|
|
for (j=1;j<=n;j++) {
|
|
g[j] = -xi[j];
|
|
xi[j]=h[j]=g[j];
|
|
}
|
|
for (its=1;its<=ITMAX;its++) {
|
|
*iter=its;
|
|
linmin(p,xi,n,fret,func);
|
|
if (2.0*fabs(*fret-fp) <= ftol*(fabs(*fret)+fabs(fp)+EPS)) {
|
|
FREEALL
|
|
return;
|
|
}
|
|
fp= *fret;
|
|
(*dfunc)(p,xi);
|
|
dgg=gg=0.0;
|
|
for (j=1;j<=n;j++) {
|
|
gg += g[j]*g[j];
|
|
dgg += (xi[j]+g[j])*xi[j];
|
|
}
|
|
if (gg == 0.0) {
|
|
FREEALL
|
|
return;
|
|
}
|
|
gam=dgg/gg;
|
|
for (j=1;j<=n;j++) {
|
|
g[j] = -xi[j];
|
|
xi[j]=h[j]=g[j]+gam*h[j];
|
|
}
|
|
}
|
|
nrerror("Too many iterations in frprmn");
|
|
}
|
|
#undef ITMAX
|
|
#undef EPS
|
|
#undef FREEALL
|