> 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
