Change make to use C++11 and added profiler to levmar in nonlin

Makefile

@@ -7,6 +7,8 @@ PROJNAME = miscmaths
 USRINCFLAGS = -I${INC_NEWMAT} -I${INC_BOOST} -I${INC_PROB}
 USRLDFLAGS = -L${LIB_NEWMAT} -L${LIB_PROB}
 
+USRCXXFLAGS = -std=c++11
+
 OBJS = miscmaths.o optimise.o miscprob.o kernel.o histogram.o base2z.o t2z.o f2z.o minimize.o cspline.o sparse_matrix.o sparsefn.o rungekutta.o nonlin.o bfmatrix.o Simplex.o SpMatMatrices.o
 
 LIBS = -lutils -lnewmat -lprob -lm
@@ -21,3 +23,6 @@ quick:${OBJS} quick.o
 
 libmiscmaths.a: ${OBJS}
 	${AR} -r libmiscmaths.a ${OBJS}
+
+%.o:%.cpp
+	$(CXX11) -c $(CPPFLAGS) $(CXXFLAGS) $< -o $@

nonlin.cpp

@@ -16,6 +16,7 @@
 #include "nonlin.h"
 #include "Simplex.h"
 #include "utils/fsl_isfinite.h"
+#include "utils/FSLProfiler.h"
 
 using namespace std;
 using namespace NEWMAT;
@@ -338,8 +339,12 @@ NonlinOut nonlin(const NonlinParam& p, const NonlinCF& cfo)
 
 NonlinOut levmar(const NonlinParam& p, const NonlinCF& cfo)
 {
+  static Utilities::FSLProfiler prof("_"+string(__FILE__)+"_"+string(__func__));  
+  double total_key = prof.StartEntry("Total");
   // Calculate initial values
+  double cost_key = prof.StartEntry("Calculate cost");
   p.SetCF(cfo.cf(p.Par()));                                   // Cost-function evaluated at current parameters
+  prof.EndEntry(cost_key);
   bool                            success = true;             // True if last step decreased CF
   double                          olambda = 0.0;              // How much the diagonal of H was nudged last time
   ColumnVector                    g;                          // Gradient
@@ -347,9 +352,14 @@ NonlinOut levmar(const NonlinParam& p, const NonlinCF& cfo)
 
   while (p.NextIter(success)) {
     if (success) {                                            // If last attempt decreased cost-function
+      double grad_key = prof.StartEntry("Calculate gradient");
       g = cfo.grad(p.Par());                                  // Gradient evaluated at current parameters
+      prof.EndEntry(grad_key);
+      double hess_key = prof.StartEntry("Calculate hessian");
       H = cfo.hess(p.Par(),H);                                // Hessian evaluated at current parameters
+      prof.EndEntry(hess_key);
     }
+    double nudge_key = prof.StartEntry("Nudge hessian");
     for (int i=1; i<=p.NPar(); i++) {                         // Nudge it
       if (p.GaussNewtonType() == LM_LM) {                     // If Levenberg-Marquardt
         // H->AddTo(i,i,(p.Lambda()-olambda)*H->Peek(i,i));
@@ -359,16 +369,21 @@ NonlinOut levmar(const NonlinParam& p, const NonlinCF& cfo)
         H->AddTo(i,i,p.Lambda()-olambda);             
       }
     }
+    prof.EndEntry(nudge_key);
     ColumnVector step;
     double ncf = 0.0;
     bool inv_fail = false;  // Signals failure of equation solving
+    double solve_key = prof.StartEntry("Solve");
     try {
       step = -H->SolveForx(g,SYM_POSDEF,p.EquationSolverTol(),p.EquationSolverMaxIter());
       ncf = cfo.cf(p.Par()+step);
     }
     catch(...) {
+      double fail_key = prof.StartEntry("Fail");
       inv_fail = true;
+      prof.EndEntry(fail_key);
     }
+    prof.EndEntry(solve_key);
     if (!inv_fail && (success = (ncf < p.CF()))) {              // If last step successful
       olambda = 0.0;                                          // Pristine Hessian, so no need to undo old lambda
       p.SetPar(p.Par()+step);                                 // Set attempt as new parameters
@@ -393,6 +408,8 @@ NonlinOut levmar(const NonlinParam& p, const NonlinCF& cfo)
   // Getting here means we did too many iterations
   p.SetStatus(NL_MAXITER);
 
+  prof.EndEntry(total_key);
+
   return(p.Status());
 }