Adding minimization with derivatives to multimin

gsl-sys/src/auto.rs

@@ -21926,8 +21926,21 @@ pub struct gsl_multimin_function_struct {
 pub type gsl_multimin_function = gsl_multimin_function_struct;
 #[repr(C)]
 #[derive(Debug, Copy, Clone)]
-pub struct gsl_multimin_function_fdf_struct;
+pub struct gsl_multimin_function_fdf_struct {
+    pub f: ::std::option::Option<
+        unsafe extern "C" fn(x: *const gsl_vector, params: *mut ::std::os::raw::c_void) -> f64,
+    >,
+    pub df: ::std::option::Option<
+        unsafe extern "C" fn(x: *const gsl_vector, params: *mut ::std::os::raw::c_void, g: *mut gsl_vector) -> (),
+    >,
+    pub fdf: ::std::option::Option<
+        unsafe extern "C" fn(x: *const gsl_vector, params: *mut ::std::os::raw::c_void, f: *mut f64,g: *mut gsl_vector) -> (),
+    >,
+    pub n: usize,
+    pub params: *mut ::std::os::raw::c_void,
+}
 pub type gsl_multimin_function_fdf = gsl_multimin_function_fdf_struct;
+
 extern "C" {
     pub fn gsl_multimin_diff(
         f: *const gsl_multimin_function,

src/multimin.rs

@@ -2,12 +2,21 @@
 // A rust binding for the GSL library by Guillaume Gomez ([email protected])
 //
 
+use crate::ffi::FFI;
 use crate::Value;
 
 /// This function tests the minimizer specific characteristic size (if applicable to the used minimizer) against absolute tolerance `epsabs`.
 /// The test returns `crate::Value::Success` if the size is smaller than tolerance, otherwise crate::Value::Continue is returned.
-
 #[doc(alias = "gsl_multimin_test_size")]
 pub fn test_size(size: f64, epsabs: f64) -> Value {
     Value::from(unsafe { sys::gsl_multimin_test_size(size, epsabs) })
 }
+
+/// This function tests the norm of the gradient `g` against the absolute tolerance `epsabs`.
+/// The gradient of a multidimensional function goes to zero at a minimum. The test returns `crate::Value::Success` if the following condition is achieved, |g| < epsabs
+/// and returns `crate::Value::Continue` otherwise. A suitable choice of `epsabs` can be made from the desired accuracy in the function for small variations in `x`.
+/// The relationship between these quantities is given by \delta{f} = g\,\delta{x}.
+#[doc(alias = "gsl_multimin_test_gradient")]
+pub fn test_gradient(g: &crate::VectorF64, epsabs: f64) -> Value {
+    Value::from(unsafe { sys::gsl_multimin_test_gradient(g.unwrap_shared(), epsabs) })
+}