1 | /*
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2 | ////////////////////////////////////////////////////////////////////////////////////
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3 | //
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4 | // Prototypes and definitions for the Levenberg - Marquardt minimization algorithm
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5 | // Copyright (C) 2004 Manolis Lourakis (lourakis at ics forth gr)
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6 | // Institute of Computer Science, Foundation for Research & Technology - Hellas
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7 | // Heraklion, Crete, Greece.
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8 | //
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9 | // This program is free software; you can redistribute it and/or modify
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10 | // it under the terms of the GNU General Public License as published by
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11 | // the Free Software Foundation; either version 2 of the License, or
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12 | // (at your option) any later version.
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13 | //
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14 | // This program is distributed in the hope that it will be useful,
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15 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
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16 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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17 | // GNU General Public License for more details.
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18 | //
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19 | ////////////////////////////////////////////////////////////////////////////////////
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20 | */
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21 |
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22 | #ifndef _LM_H_
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23 | #define _LM_H_
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24 |
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25 | /************************************* Start of configuration options *************************************/
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26 |
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27 | /* specify whether to use LAPACK or not. The first option is strongly recommended */
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28 | #define HAVE_LAPACK /* use LAPACK */
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29 | /* #undef HAVE_LAPACK */ /* uncomment this to force not using LAPACK */
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30 |
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31 | /* to avoid the overhead of repeated mallocs(), routines in Axb.c can be instructed to
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32 | * retain working memory between calls. Such a choice, however, renders these routines
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33 | * non-reentrant and is not safe in a shared memory multiprocessing environment.
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34 | * Bellow, this option is turned on only when not compiling with OpenMP.
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35 | */
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36 | #if !defined(_OPENMP)
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37 | # ifndef LINSOLVERS_RETAIN_MEMORY
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38 | # define LINSOLVERS_RETAIN_MEMORY /* comment this if you don't want routines in Axb.c retain working memory between calls */
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39 | # endif // LINSOLVERS_RETAIN_MEMORY
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40 | #endif
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41 |
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42 | /* determine the precision variants to be build. Default settings build
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43 | * both the single and double precision routines
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44 | */
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45 | #define LM_DBL_PREC /* comment this if you don't want the double precision routines to be compiled */
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46 | #define LM_SNGL_PREC /* comment this if you don't want the single precision routines to be compiled */
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47 |
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48 | /****************** End of configuration options, no changes necessary beyond this point ******************/
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49 |
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50 |
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51 | #ifdef __cplusplus
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52 | extern "C" {
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53 | #endif
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54 |
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55 |
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56 | #define FABS(x) (((x)>=0.0)? (x) : -(x))
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57 |
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58 | /* work arrays size for ?levmar_der and ?levmar_dif functions.
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59 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
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60 | */
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61 | #define LM_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
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62 | #define LM_DIF_WORKSZ(npar, nmeas) (4*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
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63 |
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64 | /* work arrays size for ?levmar_bc_der and ?levmar_bc_dif functions.
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65 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
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66 | */
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67 | #define LM_BC_DER_WORKSZ(npar, nmeas) (2*(nmeas) + 4*(npar) + (nmeas)*(npar) + (npar)*(npar))
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68 | #define LM_BC_DIF_WORKSZ(npar, nmeas) LM_BC_DER_WORKSZ((npar), (nmeas)) /* LEVMAR_BC_DIF currently implemented using LEVMAR_BC_DER()! */
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69 |
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70 | /* work arrays size for ?levmar_lec_der and ?levmar_lec_dif functions.
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71 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
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72 | */
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73 | #define LM_LEC_DER_WORKSZ(npar, nmeas, nconstr) LM_DER_WORKSZ((npar)-(nconstr), (nmeas))
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74 | #define LM_LEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_DIF_WORKSZ((npar)-(nconstr), (nmeas))
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75 |
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76 | /* work arrays size for ?levmar_blec_der and ?levmar_blec_dif functions.
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77 | * should be multiplied by sizeof(double) or sizeof(float) to be converted to bytes
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78 | */
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79 | #define LM_BLEC_DER_WORKSZ(npar, nmeas, nconstr) LM_LEC_DER_WORKSZ((npar), (nmeas)+(npar), (nconstr))
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80 | #define LM_BLEC_DIF_WORKSZ(npar, nmeas, nconstr) LM_LEC_DIF_WORKSZ((npar), (nmeas)+(npar), (nconstr))
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81 |
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82 | #define LM_OPTS_SZ 5 /* max(4, 5) */
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83 | #define LM_INFO_SZ 9
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84 | #define LM_ERROR -1
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85 | #define LM_INIT_MU 1E-03
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86 | #define LM_STOP_THRESH 1E-17
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87 | #define LM_DIFF_DELTA 1E-06
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88 | #define LM_VERSION "2.3 (May 2008)"
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89 |
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90 | #ifdef LM_DBL_PREC
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91 | /* double precision LM, with & without Jacobian */
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92 | /* unconstrained minimization */
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93 | extern int dlevmar_der(
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94 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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95 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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96 | double *p, double *x, int m, int n, int itmax, double *opts,
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97 | double *info, double *work, double *covar, void *adata);
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98 |
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99 | extern int dlevmar_dif(
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100 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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101 | double *p, double *x, int m, int n, int itmax, double *opts,
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102 | double *info, double *work, double *covar, void *adata);
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103 |
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104 | /* box-constrained minimization */
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105 | extern int dlevmar_bc_der(
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106 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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107 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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108 | double *p, double *x, int m, int n, double *lb, double *ub,
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109 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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110 |
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111 | extern int dlevmar_bc_dif(
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112 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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113 | double *p, double *x, int m, int n, double *lb, double *ub,
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114 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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115 |
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116 | #ifdef HAVE_LAPACK
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117 | /* linear equation constrained minimization */
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118 | extern int dlevmar_lec_der(
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119 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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120 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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121 | double *p, double *x, int m, int n, double *A, double *b, int k,
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122 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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123 |
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124 | extern int dlevmar_lec_dif(
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125 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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126 | double *p, double *x, int m, int n, double *A, double *b, int k,
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127 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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128 |
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129 | /* box & linear equation constrained minimization */
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130 | extern int dlevmar_blec_der(
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131 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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132 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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133 | double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
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134 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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135 |
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136 | extern int dlevmar_blec_dif(
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137 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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138 | double *p, double *x, int m, int n, double *lb, double *ub, double *A, double *b, int k, double *wghts,
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139 | int itmax, double *opts, double *info, double *work, double *covar, void *adata);
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140 | #endif /* HAVE_LAPACK */
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141 |
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142 | #endif /* LM_DBL_PREC */
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143 |
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144 |
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145 | #ifdef LM_SNGL_PREC
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146 | /* single precision LM, with & without Jacobian */
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147 | /* unconstrained minimization */
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148 | extern int slevmar_der(
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149 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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150 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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151 | float *p, float *x, int m, int n, int itmax, float *opts,
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152 | float *info, float *work, float *covar, void *adata);
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153 |
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154 | extern int slevmar_dif(
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155 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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156 | float *p, float *x, int m, int n, int itmax, float *opts,
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157 | float *info, float *work, float *covar, void *adata);
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158 |
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159 | /* box-constrained minimization */
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160 | extern int slevmar_bc_der(
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161 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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162 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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163 | float *p, float *x, int m, int n, float *lb, float *ub,
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164 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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165 |
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166 | extern int slevmar_bc_dif(
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167 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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168 | float *p, float *x, int m, int n, float *lb, float *ub,
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169 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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170 |
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171 | #ifdef HAVE_LAPACK
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172 | /* linear equation constrained minimization */
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173 | extern int slevmar_lec_der(
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174 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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175 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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176 | float *p, float *x, int m, int n, float *A, float *b, int k,
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177 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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178 |
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179 | extern int slevmar_lec_dif(
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180 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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181 | float *p, float *x, int m, int n, float *A, float *b, int k,
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182 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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183 |
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184 | /* box & linear equation constrained minimization */
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185 | extern int slevmar_blec_der(
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186 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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187 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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188 | float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
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189 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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190 |
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191 | extern int slevmar_blec_dif(
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192 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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193 | float *p, float *x, int m, int n, float *lb, float *ub, float *A, float *b, int k, float *wghts,
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194 | int itmax, float *opts, float *info, float *work, float *covar, void *adata);
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195 | #endif /* HAVE_LAPACK */
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196 |
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197 | #endif /* LM_SNGL_PREC */
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198 |
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199 | /* linear system solvers */
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200 | #ifdef HAVE_LAPACK
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201 |
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202 | #ifdef LM_DBL_PREC
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203 | extern int dAx_eq_b_QR(double *A, double *B, double *x, int m);
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204 | extern int dAx_eq_b_QRLS(double *A, double *B, double *x, int m, int n);
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205 | extern int dAx_eq_b_Chol(double *A, double *B, double *x, int m);
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206 | extern int dAx_eq_b_LU(double *A, double *B, double *x, int m);
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207 | extern int dAx_eq_b_SVD(double *A, double *B, double *x, int m);
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208 | #endif /* LM_DBL_PREC */
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209 |
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210 | #ifdef LM_SNGL_PREC
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211 | extern int sAx_eq_b_QR(float *A, float *B, float *x, int m);
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212 | extern int sAx_eq_b_QRLS(float *A, float *B, float *x, int m, int n);
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213 | extern int sAx_eq_b_Chol(float *A, float *B, float *x, int m);
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214 | extern int sAx_eq_b_LU(float *A, float *B, float *x, int m);
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215 | extern int sAx_eq_b_SVD(float *A, float *B, float *x, int m);
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216 | #endif /* LM_SNGL_PREC */
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217 |
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218 | #else /* no LAPACK */
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219 |
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220 | #ifdef LM_DBL_PREC
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221 | extern int dAx_eq_b_LU_noLapack(double *A, double *B, double *x, int n);
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222 | #endif /* LM_DBL_PREC */
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223 |
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224 | #ifdef LM_SNGL_PREC
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225 | extern int sAx_eq_b_LU_noLapack(float *A, float *B, float *x, int n);
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226 | #endif /* LM_SNGL_PREC */
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227 |
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228 | #endif /* HAVE_LAPACK */
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229 |
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230 | /* Jacobian verification, double & single precision */
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231 | #ifdef LM_DBL_PREC
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232 | extern void dlevmar_chkjac(
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233 | void (*func)(double *p, double *hx, int m, int n, void *adata),
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234 | void (*jacf)(double *p, double *j, int m, int n, void *adata),
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235 | double *p, int m, int n, void *adata, double *err);
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236 | #endif /* LM_DBL_PREC */
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237 |
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238 | #ifdef LM_SNGL_PREC
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239 | extern void slevmar_chkjac(
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240 | void (*func)(float *p, float *hx, int m, int n, void *adata),
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241 | void (*jacf)(float *p, float *j, int m, int n, void *adata),
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242 | float *p, int m, int n, void *adata, float *err);
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243 | #endif /* LM_SNGL_PREC */
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244 |
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245 | /* standard deviation & Pearson's correlation coefficient for best-fit parameters */
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246 | #ifdef LM_DBL_PREC
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247 | extern double dlevmar_stddev( double *covar, int m, int i);
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248 | extern double dlevmar_corcoef(double *covar, int m, int i, int j);
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249 | #endif /* LM_DBL_PREC */
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250 |
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251 | #ifdef LM_SNGL_PREC
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252 | extern float slevmar_stddev( float *covar, int m, int i);
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253 | extern float slevmar_corcoef(float *covar, int m, int i, int j);
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254 | #endif /* LM_SNGL_PREC */
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255 |
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256 | #ifdef __cplusplus
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257 | }
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258 | #endif
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259 |
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260 | #endif /* _LM_H_ */
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