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Re: [Help-gsl] GSL Multidimensional Minimizer accepting a matrix instead


From: Rhys Ulerich
Subject: Re: [Help-gsl] GSL Multidimensional Minimizer accepting a matrix instead of vector ?
Date: Tue, 7 Feb 2012 13:16:50 -0600

> I am trying to write a minimizer for a function that takes a data
> matrix (N x p) and a weight vector (P-dimensional) and a class table
> vector Y (N -dim). The Multidimensional Minimizer in GSL only allows a
> vector data type for the functions  gsl_multimin_function and
> gsl_multimin_function_fdf. The two-dimensional paraboloid example
> shows how to pass a single vector
> of data (x,y). In my case I have a matrix. Is it possible to do such
> minimization with gsl ?

Can you pack your matrix, weight vector, and vector into a contiguous
region of memory and then use a gsl_vector_view
(http://www.gnu.org/software/gsl/manual/html_node/Vector-views.html)
to view that memory as a single "vector" to accomplish what you want?

- Rhys



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