operaLMFit.h

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#ifndef OPERALMFIT_H
#define OPERALMFIT_H

/*******************************************************************
 ****                LIBRARY FOR OPERA v1.0                     ****
 *******************************************************************
 Library name: operaLMFit
 Version: 1.0
 Description: This C library implements least-squares minimization and
                          curve fitting using the Levenberg-Marquardt method. This 
                          library has been based and adapted from the LMFIT-v3.2 
                          library by Joachim Wuttke. 
 Author(s): CFHT OPERA team
 Affiliation: Canada France Hawaii Telescope 
 Location: Hawaii USA
 Date: Aug/2011
 Contact: eder@cfht.hawaii.edu
 
 Copyright (C) 2011  Opera Pipeline team, Canada France Hawaii Telescope
 
 This program is free software: you can redistribute it and/or modify
 it under the terms of the GNU General Public License as published by
 the Free Software Foundation, either version 3 of the License, or
 (at your option) any later version.
 
 This program is distributed in the hope that it will be useful,
 but WITHOUT ANY WARRANTY; without even the implied warranty of
 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 GNU General Public License for more details.
 
 You should have received a copy of the GNU General Public License
 along with this program.  If not, see:
 http://software.cfht.hawaii.edu/licenses
 -or-
 http://www.gnu.org/licenses/gpl-3.0.html
 ********************************************************************/

// $Date$
// $Id$
// $Revision$
// $Locker$
// $Log$

/*
 * Project:  LevenbergMarquardtLeastSquaresFitting
 *
 * File:     lmmin.h
 *
 * Contents: Public interface to the Levenberg-Marquardt core implementation.
 *
 * Author:   Joachim Wuttke 2004-2010
 * 
 * Homepage: www.messen-und-deuten.de/lmfit
 */

#ifdef __cplusplus
extern "C" {
#endif

/* Collection of control (input) parameters. */
typedef struct {
    double ftol;      /* relative error desired in the sum of squares. */
    double xtol;      /* relative error between last two approximations. */
    double gtol;      /* orthogonality desired between fvec and its derivs. */
    double epsilon;   /* step used to calculate the jacobian. */
    double stepbound; /* initial bound to steps in the outer loop. */
    int maxcall;      /* maximum number of iterations. */
    int scale_diag;   /* UNDOCUMENTED, TESTWISE automatical diag rescaling? */
    int printflags;   /* OR'ed to produce more noise */
} lm_control_struct;

/* Collection of status (output) parameters. */
typedef struct {
    double fnorm;     /* norm of the residue vector fvec. */
    int nfev;         /* actual number of iterations. */
    int info;         /* status of minimization. */
} lm_status_struct;

/* Recommended control parameter settings. */
extern const lm_control_struct lm_control_double;
extern const lm_control_struct lm_control_float;

/* Standard monitoring routine. */
void lm_printout_std( int n_par, const double *par, int m_dat,
                      const void *data, const double *fvec,
                      int printflags, int iflag, int iter, int nfev);

/* Refined calculation of Eucledian norm, typically used in printout routine. */
double lm_enorm( int, const double * );

/* The actual minimization. */
void lmmin( int n_par, double *par, int m_dat, const void *data, 
            void (*evaluate) (int n_par, const double *par, int m_dat, const void *data,
                              double *fvec, int *info),
            const lm_control_struct *control, lm_status_struct *status,
            void (*printout) (int n_par, const double *par, int m_dat,
                              const void *data, const double *fvec,
                              int printflags, int iflag, int iter, int nfev) );


/* Alternative to lm_minimize, allowing full control, and read-out
   of auxiliary arrays. For usage, see implementation of lm_minimize. */
void lm_lmdif( int m, int n, double *x, double *fvec, double ftol,
               double xtol, double gtol, int maxfev, double epsfcn,
               double *diag, int mode, double factor, int *info, int *nfev,
               double *fjac, int *ipvt, double *qtf, double *wa1,
               double *wa2, double *wa3, double *wa4,
               void (*evaluate) (int n_par, const double *par, int m_dat, const void *data,
                                 double *fvec, int *info),
               void (*printout) (int n_par, const double *par, int m_dat,
                                 const void *data, const double *fvec,
                                 int printflags, int iflag, int iter, int nfev),
               int printflags, const void *data );

extern const char *lm_infmsg[];
extern const char *lm_shortmsg[];


#ifdef __cplusplus
}
#endif

/*
 * Project:  LevenbergMarquardtLeastSquaresFitting
 *
 * File:     lmcurve.c
 *
 * Contents: Simplified wrapper for one-dimensional curve fitting,
 *           using Levenberg-Marquardt least-squares minimization.
 *
 * Usage:    see application sample demo/curve1.c
 *
 * Author:   Joachim Wuttke 2010
 * 
 * Homepage: www.messen-und-deuten.de/lmfit
 */
 
typedef struct {
    const double *x;
    const double *y;
    double (*function) (double x, const double *par, int n_par);
} lmcurve_data_struct;

void lmcurve_evaluate( int n_par, const double *par, int m_dat, const void *data,
                       double *fvec, int *info );
                       
void lmcurve_fit( int n_par, double *par, int m_dat, 
                  const double *x, const double *y,
                  double (*function)( double x, const double *par, int n_par),
                  lm_control_struct *control, lm_status_struct *status );

#endif /* OPERALMFIT_H */