The function praxis for the minimization of a function
in several variables is coded in C. The routine originally appeared
in a book by R.P. Brent on minimization and is converted here
to C. The algorithm that's used was first given by Powell (1962)
and is referenced in the recent literature as the fastest one
without derivates. Brent fixed some minor problems and reduced
the number of function calls by including some other overhead,
like doing a singular value decomposition of the direction matrix
every N iterations (N is the number of parameters). Thus this
routine is particulary useful, when the evaluation of the object
function is very time consuming.
(from the README file)
