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Karl Gegenfurtner
Department of Psychology, NYU

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)
Download praxis.arc [28 KB].

Look at the readme file from the program.