59 lines
1.1 KiB
C
59 lines
1.1 KiB
C
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#include <math.h>
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#include "nrutil.h"
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#define TINY 1.0e-25
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#define ITMAX 200
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void powell(p,xi,n,ftol,iter,fret,func)
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float (*func)(),**xi,*fret,ftol,p[];
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int *iter,n;
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{
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void linmin();
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int i,ibig,j;
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float del,fp,fptt,t,*pt,*ptt,*xit;
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pt=vector(1,n);
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ptt=vector(1,n);
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xit=vector(1,n);
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*fret=(*func)(p);
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for (j=1;j<=n;j++) pt[j]=p[j];
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for (*iter=1;;++(*iter)) {
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fp=(*fret);
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ibig=0;
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del=0.0;
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for (i=1;i<=n;i++) {
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for (j=1;j<=n;j++) xit[j]=xi[j][i];
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fptt=(*fret);
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linmin(p,xit,n,fret,func);
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if (fptt-(*fret) > del) {
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del=fptt-(*fret);
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ibig=i;
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}
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}
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if (2.0*(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))+TINY) {
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free_vector(xit,1,n);
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free_vector(ptt,1,n);
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free_vector(pt,1,n);
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return;
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}
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if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");
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for (j=1;j<=n;j++) {
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ptt[j]=2.0*p[j]-pt[j];
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xit[j]=p[j]-pt[j];
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pt[j]=p[j];
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}
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fptt=(*func)(ptt);
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if (fptt < fp) {
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t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);
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if (t < 0.0) {
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linmin(p,xit,n,fret,func);
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for (j=1;j<=n;j++) {
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xi[j][ibig]=xi[j][n];
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xi[j][n]=xit[j];
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}
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}
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}
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}
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}
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#undef ITMAX
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