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https://github.com/fortran-lang/minpack
Modernized Minpack: for solving nonlinear equations and nonlinear least squares problems
https://github.com/fortran-lang/minpack
fortran fortran-package-manager least-squares levenberg-marquardt minpack nonlinear-equation-solver
Last synced: about 1 month ago
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Modernized Minpack: for solving nonlinear equations and nonlinear least squares problems
- Host: GitHub
- URL: https://github.com/fortran-lang/minpack
- Owner: fortran-lang
- License: other
- Created: 2021-09-19T03:02:30.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2024-07-12T15:22:54.000Z (7 months ago)
- Last Synced: 2024-11-08T02:48:12.171Z (3 months ago)
- Topics: fortran, fortran-package-manager, least-squares, levenberg-marquardt, minpack, nonlinear-equation-solver
- Language: Fortran
- Homepage: https://fortran-lang.github.io/minpack/
- Size: 11.6 MB
- Stars: 96
- Watchers: 17
- Forks: 20
- Open Issues: 42
-
Metadata Files:
- Readme: README.md
- License: LICENSE.txt
Awesome Lists containing this project
README
============
Modernized Minpack
### Description
*Minpack* includes software for solving nonlinear equations and
nonlinear least squares problems. Five algorithmic paths each include
a core subroutine and an easy-to-use driver. The algorithms proceed
either from an analytic specification of the Jacobian matrix or
directly from the problem functions. The paths include facilities for
systems of equations with a banded Jacobian matrix, for least squares
problems with a large amount of data, and for checking the consistency
of the Jacobian matrix with the functions.
This version is a modernization of the original Fortran 77 code.
Modifications include:
* Conversion from fixed (`.f`) to free-form (`.f90`) source.
* Modified the tests so they can be automatically run in the [CI](https://github.com/fortran-lang/minpack/actions)
* Implementation of C API for all procedures
* Python bindings to the *minpack* C API
Further updates are planned...
### Installation
To build this project from the source code in this repository you need to have
a Fortran compiler supporting Fortran 2008 and one of the supported build systems:
- [fpm](https://fpm.fortran-lang.org) version 0.3.0 or newer
- [meson](https://mesonbuild.com) version 0.55 or newer, with
a build-system backend, *i.e.* [ninja](https://ninja-build.org) version 1.7 or newer
The project is hosted on GitHub and can be obtained by cloning it with
```
git clone https://github.com/fortran-lang/minpack
cd minpack
```
#### Building with fpm
Invoke fpm in the project root with
```
fpm build
```
To run the testsuite use
```
fpm test
```
You can access the *minpack* program programs using the run subcommand
```
fpm run --example --list
```
To use *minpack* in your project include it as dependency in your package manifest
```toml
[dependencies]
minpack.git = "https://github.com/fortran-lang/minpack"
```
#### Building with meson
Optional dependencies are
Setup a build with
```
meson setup _build
```
The following build options can be adjusted:
- the Fortran compiler can be selected by setting the ``FC`` environment variable.
- the installation location can be set with the ``--prefix=/path/to/install`` option
- with the ``-Dpython=true`` option the Python bindings can be built
- Python 3.6 or newer is required with the CFFI package installed
- the actual Python version can be selected using ``-Dpython_version=/path/to/python``
To compile and run the projects testsuite use
```
meson test -C _build --print-errorlogs
```
If the testsuite passes you can install with
```
meson install -C _build
```
This might require administrator access depending on the chosen install prefix.
*Minpack* should now be available on your system, you can check by using the *pkg-config* tool
```
pkg-config --modversion minpack
```
To include *minpack* in your project add the following wrap file to your *subprojects* directory:
```ini
[wrap-git]
directory = minpack
url = https://github.com/fortran-lang/minpack
revision = head
```
You can retrieve the dependency from the wrap fallback with
```meson
minpack_dep = dependency('minpack', fallback: ['minpack', 'minpack_dep'])
```
and add it as dependency to your targets.
#### Supported compilers
The following compilers are known to work with *minpack*.
| Compiler | Version | Platform | Architecture | Minpack version |
| --- | --- | --- | --- | --- |
| GCC | 10.2 | Ubuntu 20.04 | x86\_64 | latest |
| GCC | 10.2 | MacOS 11 | x86\_64 | latest |
| GCC/MinGW | 10.3 | Windows Server 2022 | x86\_64 | latest |
| Intel | 2021.5.0 | Manjaro Linux | x86\_64 | [fa4bcbd] |
| Intel LLVM | 2022.0.0 | Manjaro Linux | x86\_64 | [fa4bcbd] |
| NAG | 7.1 | RHEL | x86\_64 | [fa4bcbd] |
[fa4bcbd]: https://github.com/fortran-lang/minpack/tree/fa4bcbdc7a926a3607e8ff5397ca356a74c50d5a
The combinations annotated with *latest* are tested continuously for this project, for all other results the last commit or tag where this behavior was verified is linked.
A list of tested compilers which are currently not working or only partially working and the respective issue are listed below.
| Compiler | Version | Platform | Architecture | Status |
| --- | --- | --- | --- | --- |
| GCC | 11.1 | MacOS 12 | Arm64 | C-API not supported |
| Nvidia HPC SDK | 22.3 | Manjaro Linux | x86\_64 | Unit tests are failing |
Please share your experience with successful and failing builds for compiler/platform/architecture combinations not covered above.
### Usage
*Minpack* provides a series of solves for systems of nonlinear equations and nonlinear least squares problems.
To select the approriate solver for your problem checkout the diagrams below.
*Decision tree for systems of nonlinear equations*
```mermaid
flowchart TB
start[Is the Jacobian matrix available?]
start--Yes-->middle1[Is flexibility required?]
start--No-->middle2[Is flexibility required?]
middle1--Yes-->b1[hybrj]
middle1--No-->b2[hybrj1]
middle2--Yes-->b3[hybrd]
middle2--No-->b4[hybrd1]
```
*Decision tree for nonlinear least squares problems*
```mermaid
flowchart TB
start[Is the Jacobian matrix available?]
start--Yes-->m1[Is storage limited?]
start--No-->m2[Is flexibility required?]
m1--Yes-->ml1[Is flexibility required?]
m1--No-->ml2[Is flexibility required?]
ml1--Yes-->b1[lmstr]
ml1--No-->b2[lmstr1]
ml2--Yes-->b3[lmder]
ml2--No-->b4[lmder1]
m2--Yes-->mr1[lmdif]
m2--No-->mr2[lmdif1]
```
In Fortran projects the above procedures can be made available by including the ``minpack_module``.
Examples can be found in the [example](./example) directory.
To use *minpack* in non-Fortran projects which are compatible with C checkout the [``minpack.h``](./include/minpack.h) header for the available symbols and callback function signatures.
Python bindings are available and documented in the [``python``](./python) subdirectory of this project.
### Documentation
* The API documentation for the latest default branch can be found [here](https://fortran-lang.github.io/minpack/). This is generated by processing the source files with [FORD](https://github.com/Fortran-FOSS-Programmers/ford).
### License
The Minpack source code and related files and documentation are distributed under a permissive free software [license](https://github.com/fortran-lang/minpack/blob/HEAD/LICENSE.txt) (BSD-style).
### History
Minpack has been developed in 1980 by Jorge J. Moré, Burton S. Garbow, Kenneth
E. Hillstrom and other contributors as listed on page 8 of the [User Guide for
MINPACK-1](http://cds.cern.ch/record/126569/files/CM-P00068642.pdf).
Since 2012 Ondřej Čertík has maintained a GitHub repository for minpack with
many contributions from Carlos Une and Zuo Zhihua.
In 2021 Jacob Williams started a new minpack repository at GitHub and
translated all files from fixed form to free form and other modernizations.
We have discussed at https://github.com/fortran-lang/minpack/issues/8 which
version to use as the community maintained fortran-lang version and decided to
use the latter repository, which became the fortran-lang version. We have
been porting improvements from the former repository over to the new fortran-lang repository.
### Contributors
Many people have contributed to Minpack over the years:
* Jorge J. Moré, Burton S. Garbow, Kenneth E. Hillstrom and other contributors
as listed on page 8 of the [User Guide for MINPACK-1](http://cds.cern.ch/record/126569/files/CM-P00068642.pdf).
* Ondřej Čertík
* Carlos Une
* Zuo Zhihua
* Jacob Williams
* Sebastian Ehlert
### See also
* [nlesolver-fortran](https://github.com/jacobwilliams/nlesolver-fortran)
### References
* Original sourcecode from: [Netlib](https://www.netlib.org/minpack/)
* J. J. Moré, B. S. Garbow, and K. E. Hillstrom, [User Guide for MINPACK-1](http://cds.cern.ch/record/126569/files/CM-P00068642.pdf), Argonne National Laboratory Report ANL-80-74, Argonne, Ill., 1980.
* J. J. Moré, D. C. Sorensen, K. E. Hillstrom, and B. S. Garbow, The MINPACK Project, in Sources and Development of Mathematical Software, W. J. Cowell, ed., Prentice-Hall, pages 88-111, 1984.
* M. J. D. Powell, A Hybrid Method for Nonlinear Equations. Numerical Methods for Nonlinear Algebraic Equations, P. Rabinowitz, editor. Gordon and Breach, 1970.
* Jorge J. More, The Levenberg-Marquardt Algorithm, Implementation and Theory. Numerical Analysis, G. A. Watson, editor. Lecture Notes in Mathematics 630, Springer-Verlag, 1977.
* [MINPACK-2](https://ftp.mcs.anl.gov/pub/MINPACK-2/)