c_cpp/lib/klib/kmath.h

   1 #ifndef AC_KMATH_H
   2 #define AC_KMATH_H
   3
   4 #include <stdint.h>
   5
   6 #ifdef __cplusplus
   7 extern "C" {
   8 #endif
   9
  10         /**************************
  11          * Non-linear programming *
  12          **************************/
  13
  14         #define KMIN_RADIUS  0.5
  15         #define KMIN_EPS     1e-7
  16         #define KMIN_MAXCALL 50000
  17
  18         typedef double (*kmin_f)(int, double*, void*);
  19         typedef double (*kmin1_f)(double, void*);
  20
  21         double kmin_hj(kmin_f func, int n, double *x, void *data, double r, double eps, int max_calls); // Hooke-Jeeves'
  22         double kmin_brent(kmin1_f func, double a, double b, void *data, double tol, double *xmin); // Brent's 1-dimenssion
  23
  24         /*********************
  25          * Special functions *
  26          *********************/
  27
  28         double kf_lgamma(double z); // log gamma function
  29         double kf_erfc(double x); // complementary error function
  30         double kf_gammap(double s, double z); // regularized lower incomplete gamma function
  31         double kf_gammaq(double s, double z); // regularized upper incomplete gamma function
  32         double kf_betai(double a, double b, double x); // regularized incomplete beta function
  33
  34 #ifdef __cplusplus
  35 }
  36 #endif
  37
  38 #endif