File	Date	Author	Commit
include	2009-07-25	amyznikov	[25c7ed] draft-0.0.5
testing	2009-07-25	amyznikov	[25c7ed] draft-0.0.5
Makefile	2009-07-23	amyznikov	[0867e5] draft-0.0.3
README	2009-07-23	amyznikov	[0867e5] draft-0.0.3
make.inc	2009-07-25	amyznikov	[25c7ed] draft-0.0.5

Read Me

This is a draft of C++ template-based implementation of non-constrained Levenberg-Marquardt minimizer.
Constraint version is ongoing also, we plan to made it available soon.
At this point the dependency on blas/lapack is mandatory. Due to this hard dependency,
the class can be instantiated only for real types supported by lapack (float and double).
The support for 'long double', std::complex<>, and, possibly, for custom numerical types
is planned also.

THIS EXPERIMENTAL DRAFT CODE IS PROVIDED AS IS WITH NO ANY WARRANTY THAT IT WILL EVEN COMPILE!

If despite on the warning above you want to try build the tests, then you need :
  1. gnu make
  2. ICC or GCC
  3. mkl, acml, atlas or any other lapack. 
    Note that at this point we use the cblas interface to blas 
    and raw fortran calls to lapack.
    Also note by the way, that we encountered icorrect computations in the CGEQRF from atlas. 

Typing 'make help' will show some minimal help for the make arguments.
By default, make.inc will select the icc as compiler if it will be found in your $PATH, 
otherwise the gcc will be used. 
For the icc the MKL will be set as lapack by default, for gcc we will try to use atlas. 
This default behavior can be changed using make arguments:
  $ make [with_cc=<icc|gcc>] [with_lapack=<mkl|atlas|'custom linker line'>]
  
Of course, you are welcome to edit the make.inc and Makefiles directly.
See the make.inc and makefiles in subdirs for details.
  

Authors : Andrey Myznikov <andrey.myznikov@gmail.com>
          Sergey Prokopenko <serg.v.prokopenko@gmail.com>