PDL::Opt::NonLinear 0.02

PDL::Opt::NonLinear is a Perl module with non linear optimization routines.

SYNOPSIS

use PDL::Opt::NonLinear;

$x = random(5);
$gx = rosen_grad($x);
$fx = rosen($x);

$xtol = pdl(1e-16);
$gtol = pdl(0.9);
$eps = pdl(1e-10);
$print = ones(2);
$maxit = pdl(long, 200);
$info = pdl(long,0);
sub fg_func{
my ($f, $g, $x) = @_;
$f .= rosen($x);
$g .= rosen_grad($x);
}
cgfam($fx, $gx, $x, $maxit, $eps, $xtol, $gtol,$print,$info,1,&fg_func);

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Requirements:

· Perl