From: <car...@us...> - 2012-03-30 15:15:02
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Revision: 10116 http://octave.svn.sourceforge.net/octave/?rev=10116&view=rev Author: carandraug Date: 2012-03-30 15:14:48 +0000 (Fri, 30 Mar 2012) Log Message: ----------- optim: upgrade license to GPLv3+ and mention on DESCRIPTION the other package licenses Modified Paths: -------------- trunk/octave-forge/main/optim/COPYING trunk/octave-forge/main/optim/DESCRIPTION trunk/octave-forge/main/optim/inst/LinearRegression.m trunk/octave-forge/main/optim/inst/__bracket_min.m trunk/octave-forge/main/optim/inst/__poly_2_extrema.m trunk/octave-forge/main/optim/inst/__semi_bracket.m trunk/octave-forge/main/optim/inst/adsmax.m trunk/octave-forge/main/optim/inst/battery.m trunk/octave-forge/main/optim/inst/bfgsmin.m trunk/octave-forge/main/optim/inst/bfgsmin_example.m trunk/octave-forge/main/optim/inst/brent_line_min.m trunk/octave-forge/main/optim/inst/cdiff.m trunk/octave-forge/main/optim/inst/cg_min.m trunk/octave-forge/main/optim/inst/cpiv_bard.m trunk/octave-forge/main/optim/inst/curvefit_stat.m trunk/octave-forge/main/optim/inst/d2_min.m trunk/octave-forge/main/optim/inst/dcdp.m trunk/octave-forge/main/optim/inst/de_min.m trunk/octave-forge/main/optim/inst/deriv.m trunk/octave-forge/main/optim/inst/dfdp.m trunk/octave-forge/main/optim/inst/dfpdp.m trunk/octave-forge/main/optim/inst/dfxpdp.m trunk/octave-forge/main/optim/inst/expfit.m trunk/octave-forge/main/optim/inst/fmin.m trunk/octave-forge/main/optim/inst/fmins.m trunk/octave-forge/main/optim/inst/fminsearch.m trunk/octave-forge/main/optim/inst/fminunc_compat.m trunk/octave-forge/main/optim/inst/gjp.m trunk/octave-forge/main/optim/inst/jacobs.m trunk/octave-forge/main/optim/inst/leasqr.m trunk/octave-forge/main/optim/inst/line_min.m trunk/octave-forge/main/optim/inst/linprog.m trunk/octave-forge/main/optim/inst/mdsmax.m trunk/octave-forge/main/optim/inst/minimize.m trunk/octave-forge/main/optim/inst/nelder_mead_min.m trunk/octave-forge/main/optim/inst/nmsmax.m trunk/octave-forge/main/optim/inst/nonlin_curvefit.m trunk/octave-forge/main/optim/inst/nonlin_residmin.m trunk/octave-forge/main/optim/inst/nrm.m trunk/octave-forge/main/optim/inst/optim_problems.m trunk/octave-forge/main/optim/inst/optimset_compat.m trunk/octave-forge/main/optim/inst/polyconf.m trunk/octave-forge/main/optim/inst/polyfitinf.m trunk/octave-forge/main/optim/inst/powell.m trunk/octave-forge/main/optim/inst/private/__dfdp__.m trunk/octave-forge/main/optim/inst/private/__lm_svd__.m trunk/octave-forge/main/optim/inst/residmin_stat.m trunk/octave-forge/main/optim/inst/rosenbrock.m trunk/octave-forge/main/optim/inst/samin_example.m trunk/octave-forge/main/optim/inst/test_d2_min_1.m trunk/octave-forge/main/optim/inst/test_d2_min_2.m trunk/octave-forge/main/optim/inst/test_d2_min_3.m trunk/octave-forge/main/optim/inst/test_fminunc_1.m trunk/octave-forge/main/optim/inst/test_min_1.m trunk/octave-forge/main/optim/inst/test_min_2.m trunk/octave-forge/main/optim/inst/test_min_3.m trunk/octave-forge/main/optim/inst/test_min_4.m trunk/octave-forge/main/optim/inst/test_minimize_1.m trunk/octave-forge/main/optim/inst/test_nelder_mead_min_1.m trunk/octave-forge/main/optim/inst/test_nelder_mead_min_2.m trunk/octave-forge/main/optim/inst/test_wpolyfit.m trunk/octave-forge/main/optim/inst/vfzero.m trunk/octave-forge/main/optim/inst/wpolyfit.m trunk/octave-forge/main/optim/inst/wrap_f_dfdp.m trunk/octave-forge/main/optim/inst/wsolve.m trunk/octave-forge/main/optim/src/__bfgsmin.cc trunk/octave-forge/main/optim/src/__disna_optim__.cc trunk/octave-forge/main/optim/src/numgradient.cc trunk/octave-forge/main/optim/src/numhessian.cc trunk/octave-forge/main/optim/src/samin.cc Modified: trunk/octave-forge/main/optim/COPYING =================================================================== --- trunk/octave-forge/main/optim/COPYING 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/COPYING 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,337 +1 @@ - GNU GENERAL PUBLIC LICENSE - Version 2, June 1991 - - Copyright (C) 1989, 1991 Free Software Foundation, Inc. <http://fsf.org/> - Everyone is permitted to copy and distribute verbatim copies - of this license document, but changing it is not allowed. - - Preamble - - The licenses for most software are designed to take away your -freedom to share and change it. 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If this is what you want to do, use the GNU Library General -Public License instead of this License. +See individual files for licenses Modified: trunk/octave-forge/main/optim/DESCRIPTION =================================================================== --- trunk/octave-forge/main/optim/DESCRIPTION 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/DESCRIPTION 2012-03-30 15:14:48 UTC (rev 10116) @@ -7,5 +7,5 @@ Description: Non-linear optimization toolkit. Depends: octave (>= 2.9.7), miscellaneous (>= 1.0.10), struct (>= 1.0.9) Autoload: no -License: GPL version 2 or later and GFDL +License: GFDL, GPLv3+, modified BSD, public domain Url: http://octave.sf.net Modified: trunk/octave-forge/main/optim/inst/LinearRegression.m =================================================================== --- trunk/octave-forge/main/optim/inst/LinearRegression.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/LinearRegression.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,42 +1,41 @@ -function [p,y_var,r,p_var]=LinearRegression(F,y,weight) +## Copyright (C) 2007 Andreas Stahel <And...@bf...> +## +## 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://www.gnu.org/licenses/>. -% general linear regression -% -% [p,y_var,r,p_var]=LinearRegression(F,y) -% [p,y_var,r,p_var]=LinearRegression(F,y,weight) -% -% determine the parameters p_j (j=1,2,...,m) such that the function -% f(x) = sum_(i=1,...,m) p_j*f_j(x) fits as good as possible to the -% given values y_i = f(x_i) -% -% parameters -% F n*m matrix with the values of the basis functions at the support points -% in column j give the values of f_j at the points x_i (i=1,2,...,n) -% y n column vector of given values -% weight n column vector of given weights -% -% return values -% p m vector with the estimated values of the parameters -% y_var estimated variance of the error -% r weighted norm of residual -% p_var estimated variance of the parameters p_j - - -## Copyright (C) 2007 Andreas Stahel <And...@bf...> +## general linear regression ## -## 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 2 of the License, or -## (at your option) any later version. +## [p,y_var,r,p_var]=LinearRegression(F,y) +## [p,y_var,r,p_var]=LinearRegression(F,y,weight) ## -## 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. +## determine the parameters p_j (j=1,2,...,m) such that the function +## f(x) = sum_(i=1,...,m) p_j*f_j(x) fits as good as possible to the +## given values y_i = f(x_i) ## -## You should have received a copy of the GNU General Public License -## along with this program; If not, see <http://www.gnu.org/licenses/>. +## parameters +## F n*m matrix with the values of the basis functions at the support points +## in column j give the values of f_j at the points x_i (i=1,2,...,n) +## y n column vector of given values +## weight n column vector of given weights +## +## return values +## p m vector with the estimated values of the parameters +## y_var estimated variance of the error +## r weighted norm of residual +## p_var estimated variance of the parameters p_j +function [p,y_var,r,p_var]=LinearRegression(F,y,weight) + if (nargin < 2 || nargin >= 4) usage('wrong number of arguments in [p,y_var,r,p_var]=LinearRegression(F,y)'); end Modified: trunk/octave-forge/main/optim/inst/__bracket_min.m =================================================================== --- trunk/octave-forge/main/optim/inst/__bracket_min.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/__bracket_min.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,3 +1,19 @@ +## Copyright (C) 2002 Etienne Grossmann <et...@is...> +## Copyright (C) 2009 Levente Torok <Tor...@gm...> +## +## 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://www.gnu.org/licenses/>. + ## [a, b, ga, gb, nev] = semi_bracket (f, dx, a, narg, args) ## ## Find an interval containing a local minimum of the function @@ -6,10 +22,6 @@ ## a < b. ## nev is the number of function evaluations -## Author : Etienne Grossmann <et...@is...> -## Modified by: Levente Torok <Tor...@gm...> -## This software is distributed under the terms of the GPL - function [a, b, ga, gb, n] = __bracket_min (f, dx, narg, args) [a,b, ga,gb, n] = __semi_bracket (f, dx, 0, narg, args); Modified: trunk/octave-forge/main/optim/inst/__poly_2_extrema.m =================================================================== --- trunk/octave-forge/main/optim/inst/__poly_2_extrema.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/__poly_2_extrema.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,3 +1,19 @@ +## Copyright (C) 2002 Etienne Grossmann <et...@is...> +## Copyright (C) 2009 Levente Torok <Tor...@gm...> +## +## 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://www.gnu.org/licenses/>. + ## ex = poly_2_ex (l, f) - Extremum of a 1-var deg-2 polynomial ## ## l : 3 : variable values @@ -7,10 +23,9 @@ ## ## Assuming that f(i) = a*l(i)^2 + b* l(i) + c = P(l(i)) for some a, b, c, ## ex is the extremum of the polynome P. -## + function ex = __poly_2_extrema (l, f) - ### This somewhat helps if solution is very close to one of the points. [f,i] = sort (f); l = l(i); @@ -36,4 +51,4 @@ # ex - ex0 # end ex = l(1) + ex; -end \ No newline at end of file +end Modified: trunk/octave-forge/main/optim/inst/__semi_bracket.m =================================================================== --- trunk/octave-forge/main/optim/inst/__semi_bracket.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/__semi_bracket.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,3 +1,19 @@ +## Copyright (C) 2002 Etienne Grossmann <et...@is...> +## Copyright (C) 2009 Levente Torok <Tor...@gm...> +## +## 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://www.gnu.org/licenses/>. + ## [a, b, ga, gb, nev] = semi_bracket (f, dx, a, narg, args) ## ## Find an interval containing a local minimum of the function @@ -7,10 +23,6 @@ ## a < b. ## nev is the number of function evaluations. -## Author : Etienne Grossmann <et...@is...> -## Modified by: Levente Torok <Tor...@gm...> -## This software is distributed under the terms of the GPL - function [a,b,ga,gb,n] = __semi_bracket (f, dx, a, narg, args) step = 1; Modified: trunk/octave-forge/main/optim/inst/adsmax.m =================================================================== --- trunk/octave-forge/main/optim/inst/adsmax.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/adsmax.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,44 +1,57 @@ -function [x, fmax, nf] = adsmax(f, x, stopit, savit, P, varargin) -%ADSMAX Alternating directions method for direct search optimization. -% [x, fmax, nf] = ADSMAX(FUN, x0, STOPIT, SAVIT, P) attempts to -% maximize the function FUN, using the starting vector x0. -% The alternating directions direct search method is used. -% Output arguments: -% x = vector yielding largest function value found, -% fmax = function value at x, -% nf = number of function evaluations. -% The iteration is terminated when either -% - the relative increase in function value between successive -% iterations is <= STOPIT(1) (default 1e-3), -% - STOPIT(2) function evaluations have been performed -% (default inf, i.e., no limit), or -% - a function value equals or exceeds STOPIT(3) -% (default inf, i.e., no test on function values). -% Progress of the iteration is not shown if STOPIT(5) = 0 (default 1). -% If a non-empty fourth parameter string SAVIT is present, then -% `SAVE SAVIT x fmax nf' is executed after each inner iteration. -% By default, the search directions are the co-ordinate directions. -% The columns of a fifth parameter matrix P specify alternative search -% directions (P = EYE is the default). -% NB: x0 can be a matrix. In the output argument, in SAVIT saves, -% and in function calls, x has the same shape as x0. -% ADSMAX(fun, x0, STOPIT, SAVIT, P, P1, P2,...) allows additional -% arguments to be passed to fun, via feval(fun,x,P1,P2,...). +%% Copyright (C) 2002 N.J.Higham +%% Copyright (C) 2003 Andy Adler <ad...@nc...> +%% +%% 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://www.gnu.org/licenses/>. +%%ADSMAX Alternating directions method for direct search optimization. +%% [x, fmax, nf] = ADSMAX(FUN, x0, STOPIT, SAVIT, P) attempts to +%% maximize the function FUN, using the starting vector x0. +%% The alternating directions direct search method is used. +%% Output arguments: +%% x = vector yielding largest function value found, +%% fmax = function value at x, +%% nf = number of function evaluations. +%% The iteration is terminated when either +%% - the relative increase in function value between successive +%% iterations is <= STOPIT(1) (default 1e-3), +%% - STOPIT(2) function evaluations have been performed +%% (default inf, i.e., no limit), or +%% - a function value equals or exceeds STOPIT(3) +%% (default inf, i.e., no test on function values). +%% Progress of the iteration is not shown if STOPIT(5) = 0 (default 1). +%% If a non-empty fourth parameter string SAVIT is present, then +%% `SAVE SAVIT x fmax nf' is executed after each inner iteration. +%% By default, the search directions are the co-ordinate directions. +%% The columns of a fifth parameter matrix P specify alternative search +%% directions (P = EYE is the default). +%% NB: x0 can be a matrix. In the output argument, in SAVIT saves, +%% and in function calls, x has the same shape as x0. +%% ADSMAX(fun, x0, STOPIT, SAVIT, P, P1, P2,...) allows additional +%% arguments to be passed to fun, via feval(fun,x,P1,P2,...). +%% Reference: +%% N. J. Higham, Optimization by direct search in matrix computations, +%% SIAM J. Matrix Anal. Appl, 14(2): 317-333, 1993. +%% N. J. Higham, Accuracy and Stability of Numerical Algorithms, +%% Second edition, Society for Industrial and Applied Mathematics, +%% Philadelphia, PA, 2002; sec. 20.5. + % From Matrix Toolbox % Copyright (C) 2002 N.J.Higham % www.maths.man.ac.uk/~higham/mctoolbox -% distributed under the terms of the GNU General Public License -% % Modifications for octave by A.Adler 2003 -% $Id$ -% Reference: -% N. J. Higham, Optimization by direct search in matrix computations, -% SIAM J. Matrix Anal. Appl, 14(2): 317-333, 1993. -% N. J. Higham, Accuracy and Stability of Numerical Algorithms, -% Second edition, Society for Industrial and Applied Mathematics, -% Philadelphia, PA, 2002; sec. 20.5. +function [x, fmax, nf] = adsmax(f, x, stopit, savit, P, varargin) x0 = x(:); % Work with column vector internally. n = length(x0); Modified: trunk/octave-forge/main/optim/inst/battery.m =================================================================== --- trunk/octave-forge/main/optim/inst/battery.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/battery.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,33 +1,32 @@ -# Copyright (C) 2004 Michael Creel <mic...@ua...> -# -# 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 2 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://www.gnu.org/licenses/>. -# (c) Michael Creel <mic...@ua...> +## Copyright (C) 2004 Michael Creel <mic...@ua...> +## +## 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://www.gnu.org/licenses/>. -# battery.m: repeatedly call bfgs using a battery of -# start values, to attempt to find global min -# of a nonconvex function - -# INPUTS: -# func: function to mimimize -# args: args of function -# minarg: argument to minimize w.r.t. (usually = 1) -# startvals: kxp matrix of values to try for sure (don't include all zeros, that's automatic) -# max iters per start value -# number of additional random start values to try - +## battery.m: repeatedly call bfgs using a battery of +## start values, to attempt to find global min +## of a nonconvex function +## +## INPUTS: +## func: function to mimimize +## args: args of function +## minarg: argument to minimize w.r.t. (usually = 1) +## startvals: kxp matrix of values to try for sure (don't include all zeros, that's automatic) +## max iters per start value +## number of additional random start values to try +## # OUTPUT: theta - the best value found - NOT iterated to convergence - + function theta = battery(func, args, minarg, startvals, maxiters) # setup Modified: trunk/octave-forge/main/optim/inst/bfgsmin.m =================================================================== --- trunk/octave-forge/main/optim/inst/bfgsmin.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/bfgsmin.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,18 +1,17 @@ -## Copyright (C) 2006 Michael Creel <mic...@ua...> +## Copyright (C) 2006 Michael Creel <mic...@ua...> ## -## 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 2 of the License, or -## (at your option) any later version. +## 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. +## 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, write to the Free Software -## Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA +## You should have received a copy of the GNU General Public License along with +## this program; if not, see <http://www.gnu.org/licenses/>. ## bfgsmin: bfgs or limited memory bfgs minimization of function ## Modified: trunk/octave-forge/main/optim/inst/bfgsmin_example.m =================================================================== --- trunk/octave-forge/main/optim/inst/bfgsmin_example.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/bfgsmin_example.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,18 +1,17 @@ -# Copyright (C) 2004,2005,2006 Michael Creel <mic...@ua...> -# -# 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 2 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, write to the Free Software -# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA +## Copyright (C) 2004,2005,2006 Michael Creel <mic...@ua...> +## +## 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://www.gnu.org/licenses/>. # usage: bfgsmin_example (to run) or edit bfgsmin_example (to examine) ## Modified: trunk/octave-forge/main/optim/inst/brent_line_min.m =================================================================== --- trunk/octave-forge/main/optim/inst/brent_line_min.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/brent_line_min.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,3 +1,18 @@ +## Copyright (C) 2009 Levente Torok <Tor...@gm...> +## +## 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://www.gnu.org/licenses/>. + ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{s},@var{v},@var{n}]} brent_line_min ( @var{f},@var{df},@var{args},@var{ctl} ) ## Line minimization of f along df @@ -32,7 +47,6 @@ ## given. ## @end deftypefn - function [s,gs,nev] = brent_line_min( f,dx,args,ctl ) verbose = 0; Modified: trunk/octave-forge/main/optim/inst/cdiff.m =================================================================== --- trunk/octave-forge/main/optim/inst/cdiff.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/cdiff.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,14 +1,17 @@ -## Copyright (C) 2002 Etienne Grossmann. All rights reserved. +## Copyright (C) 2002 Etienne Grossmann <et...@is...> ## -## 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 2, or (at your option) any -## later version. +## 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 is distributed in the hope that it will be useful, but WITHOUT +## 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. +## 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://www.gnu.org/licenses/>. ## c = cdiff (func,wrt,N,dfunc,stack,dx) - Code for num. differentiation ## = "function df = dfunc (var1,..,dvar,..,varN) .. endfunction @@ -42,7 +45,7 @@ ## Default:10*sqrt(eps) ## ## See also : ndiff, eval, todisk -## + function c = cdiff (func,wrt,nargs,dfunc,stack,dx) if nargin<2, Modified: trunk/octave-forge/main/optim/inst/cg_min.m =================================================================== --- trunk/octave-forge/main/optim/inst/cg_min.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/cg_min.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,3 +1,19 @@ +## Copyright (C) 2002 Etienne Grossmann <et...@is...> +## Copyright (C) 2009 Levente Torok <Tor...@gm...> +## +## 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://www.gnu.org/licenses/>. + ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{x0},@var{v},@var{nev}]} cg_min ( @var{f},@var{df},@var{args},@var{ctl} ) ## NonLinear Conjugate Gradient method to minimize function @var{f}. @@ -54,10 +70,6 @@ ## @seealso{ bfgsmin, http://en.wikipedia.org/wiki/Nonlinear_conjugate_gradient } ## @end deftypefn -## Author : Etienne Grossmann <et...@is...> -## Modified by: Levente Torok <Tor...@gm...> -## This software is distributed under the terms of the GPL - function [x,v,nev] = cg_min (f, dfn, args, ctl) verbose = 0; Modified: trunk/octave-forge/main/optim/inst/cpiv_bard.m =================================================================== --- trunk/octave-forge/main/optim/inst/cpiv_bard.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/cpiv_bard.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,42 +1,41 @@ -%% Copyright (C) 2010, 2011 Olaf Till +%% Copyright (C) 2010, 2011 Olaf Till <ola...@un...> %% -%% 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 2 of the License, or (at -%% your option) any later version. +%% 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. +%% 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, write to the Free Software -%% Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301USA +%% You should have received a copy of the GNU General Public License along with +%% this program; if not, see <http://www.gnu.org/licenses/>. +%% [lb, idx, ridx, mv] = cpiv_bard (v, m[, incl]) +%% +%% v: column vector; m: matrix; incl (optional): index. length (v) +%% must equal rows (m). Finds column vectors w and l with w == v + m * +%% l, w >= 0, l >= 0, l.' * w == 0. Chooses idx, w, and l so that +%% l(~idx) == 0, l(idx) == -inv (m(idx, idx)) * v(idx), w(idx) roughly +%% == 0, and w(~idx) == v(~idx) + m(idx, ~idx).' * l(idx). idx indexes +%% at least everything indexed by incl, but l(incl) may be < 0. lb: +%% l(idx) (column vector); idx: logical index, defined above; ridx: +%% ~idx & w roughly == 0; mv: [m, v] after performing a Gauss-Jordan +%% 'sweep' (with gjp.m) on each diagonal element indexed by idx. +%% Except the handling of incl (which enables handling of equality +%% constraints in the calling code), this is called solving the +%% 'complementary pivot problem' (Cottle, R. W. and Dantzig, G. B., +%% 'Complementary pivot theory of mathematical programming', Linear +%% Algebra and Appl. 1, 102--125. References for the current +%% algorithm: Bard, Y.: Nonlinear Parameter Estimation, p. 147--149, +%% Academic Press, New York and London 1974; Bard, Y., 'An eclectic +%% approach to nonlinear programming', Proc. ANU Sem. Optimization, +%% Canberra, Austral. Nat. Univ.). + function [lb, idx, ridx, m] = cpiv_bard (v, m, incl) - %% [lb, idx, ridx, mv] = cpiv_bard (v, m[, incl]) - %% - %% v: column vector; m: matrix; incl (optional): index. length (v) - %% must equal rows (m). Finds column vectors w and l with w == v + m * - %% l, w >= 0, l >= 0, l.' * w == 0. Chooses idx, w, and l so that - %% l(~idx) == 0, l(idx) == -inv (m(idx, idx)) * v(idx), w(idx) roughly - %% == 0, and w(~idx) == v(~idx) + m(idx, ~idx).' * l(idx). idx indexes - %% at least everything indexed by incl, but l(incl) may be < 0. lb: - %% l(idx) (column vector); idx: logical index, defined above; ridx: - %% ~idx & w roughly == 0; mv: [m, v] after performing a Gauss-Jordan - %% 'sweep' (with gjp.m) on each diagonal element indexed by idx. - %% Except the handling of incl (which enables handling of equality - %% constraints in the calling code), this is called solving the - %% 'complementary pivot problem' (Cottle, R. W. and Dantzig, G. B., - %% 'Complementary pivot theory of mathematical programming', Linear - %% Algebra and Appl. 1, 102--125. References for the current - %% algorithm: Bard, Y.: Nonlinear Parameter Estimation, p. 147--149, - %% Academic Press, New York and London 1974; Bard, Y., 'An eclectic - %% approach to nonlinear programming', Proc. ANU Sem. Optimization, - %% Canberra, Austral. Nat. Univ.). - n = length (v); if (n > size (v, 1)) error ('first argument is no column vector'); % the most typical mistake Modified: trunk/octave-forge/main/optim/inst/curvefit_stat.m =================================================================== --- trunk/octave-forge/main/optim/inst/curvefit_stat.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/curvefit_stat.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,20 +1,19 @@ ## Copyright (C) 2011 Olaf Till <ola...@un...> ## -## 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 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. +## 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://www.gnu.org/licenses/>. +## You should have received a copy of the GNU General Public License along with +## this program; if not, see <http://www.gnu.org/licenses/>. ## -*- texinfo -*- -## ## @deftypefn {Function File} {@var{info} =} residmin_stat (@var{f}, @var{p}, @var{x}, @var{y}, @var{settings}) ## ## Frontend for computation of statistics for fitting of values, @@ -30,7 +29,6 @@ ## also a second obligatory argument which will be set to @var{x}. ## ## @seealso {residmin_stat} -## ## @end deftypefn function ret = curvefit_stat (f, pfin, x, y, settings) Modified: trunk/octave-forge/main/optim/inst/d2_min.m =================================================================== --- trunk/octave-forge/main/optim/inst/d2_min.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/d2_min.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,18 +1,17 @@ - -## Copyright (C) 2002 Etienne Grossmann. All rights reserved. +## Copyright (C) 2002 Etienne Grossmann <et...@cs...> ## -## 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 2, or (at your option) any -## later version. +## 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 is distributed in the hope that it will be useful, but WITHOUT +## 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. +## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more +## details. ## -## Changelog: -## 2002 / 05 / 09 : Heuristic for negative hessian +## You should have received a copy of the GNU General Public License along with +## this program; if not, see <http://www.gnu.org/licenses/>. ## [x,v,nev,h,args] = d2_min(f,d2f,args,ctl,code) - Newton-like minimization ## @@ -82,9 +81,6 @@ function [xbest,vbest,nev,hbest,args] = d2_min (f,d2f,args,ctl,code) -## Author : Etienne Grossmann <et...@cs...> -## - maxout = inf; maxinner = 30 ; Modified: trunk/octave-forge/main/optim/inst/dcdp.m =================================================================== --- trunk/octave-forge/main/optim/inst/dcdp.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/dcdp.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,29 +1,29 @@ %% Copyright (C) 2010, 2011 Olaf Till <ola...@un...> %% -%% 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 2 of the License, or -%% (at your option) any later version. +%% 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. +%% 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://www.gnu.org/licenses/>. +%% You should have received a copy of the GNU General Public License along with +%% this program; if not, see <http://www.gnu.org/licenses/>. +%% function prt = dcdp (f, p, dp, func[, bounds]) +%% +%% This is an interface to __dfdp__.m, similar to dfdp.m, but for +%% functions only of parameters 'p', not of independents 'x'. See +%% dfdp.m. +%% +%% dfpdp is more general and is meant to be used instead of dcdp in +%% optimization. + function prt = dcdp (f, p, dp, func, bounds) - %% function prt = dcdp (f, p, dp, func[, bounds]) - %% - %% This is an interface to __dfdp__.m, similar to dfdp.m, but for - %% functions only of parameters 'p', not of independents 'x'. See - %% dfdp.m. - %% - %% dfpdp is more general and is meant to be used instead of dcdp in - %% optimization. - if (ischar (func)) func = str2func (func); end @@ -40,3 +40,4 @@ hook.diff_onesided = dp < 0; prt = __dfdp__ (p, func, hook); +end Modified: trunk/octave-forge/main/optim/inst/de_min.m =================================================================== --- trunk/octave-forge/main/optim/inst/de_min.m 2012-03-30 15:02:12 UTC (rev 10115) +++ trunk/octave-forge/main/optim/inst/de_min.m 2012-03-30 15:14:48 UTC (rev 10116) @@ -1,22 +1,18 @@ -## Copyright (C) 2009-2010 Christian Fischer <cfi...@it...> ## Copyright (C) 1996, 1997 R. Storn +## Copyright (C) 2009-2010 Christian Fischer <cfi...@it...> ## -## 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 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. +## This program is distri... [truncated message content] |