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kmath.h
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kmath.h
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#ifndef AC_KMATH_H
#define AC_KMATH_H
#include <stdint.h>
#ifdef __cplusplus
extern "C" {
#endif
/**************************
* Non-linear programming *
**************************/
#define KMIN_RADIUS 0.5
#define KMIN_EPS 1e-7
#define KMIN_MAXCALL 50000
typedef double (*kmin_f)(int, double*, void*);
typedef double (*kmin1_f)(double, void*);
double kmin_hj(kmin_f func, int n, double *x, void *data, double r, double eps, int max_calls); // Hooke-Jeeves'
double kmin_brent(kmin1_f func, double a, double b, void *data, double tol, double *xmin); // Brent's 1-dimenssion
/*********************
* Special functions *
*********************/
double kf_lgamma(double z); // log gamma function
double kf_erfc(double x); // complementary error function
double kf_gammap(double s, double z); // regularized lower incomplete gamma function
double kf_gammaq(double s, double z); // regularized upper incomplete gamma function
double kf_betai(double a, double b, double x); // regularized incomplete beta function
#ifdef __cplusplus
}
#endif
#endif