Source file min.ml

(* gsl-ocaml - OCaml interface to GSL                       *)
(* Copyright (©) 2002-2012 - Olivier Andrieu                *)
(* Distributed under the terms of the GPL version 3         *)

let () = Error.init ()

type kind = GOLDENSECTION | BRENT
type t

external _alloc : kind -> t = "ml_gsl_min_fminimizer_alloc"
external _free : t -> unit = "ml_gsl_min_fminimizer_free"

external _set : t -> Fun.gsl_fun -> min:float -> lo:float -> up:float -> unit
  = "ml_gsl_min_fminimizer_set"

let make k f ~min ~lo ~up =
  let m = _alloc k in
  Gc.finalise _free m;
  _set m f ~min ~lo ~up;
  m

external name : t -> string = "ml_gsl_min_fminimizer_name"
external iterate : t -> unit = "ml_gsl_min_fminimizer_iterate"
external minimum : t -> float = "ml_gsl_min_fminimizer_x_minimum"
external interval : t -> float * float = "ml_gsl_min_fminimizer_x_interv"

external test_interval :
  x_lo:float -> x_up:float -> epsabs:float -> epsrel:float -> bool
  = "ml_gsl_min_test_interval"