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