Line data    Source code

       1             : /**
       2             :    Bojan Nikolic <bojan@bnikolic.co.uk> 
       3             :    Initial version 2003
       4             : 
       5             :    This file is part of BNMin1 and is licensed under GNU General
       6             :    Public License version 2.
       7             : 
       8             :    \file lmmin.hxx
       9             :    Renamed to lmmin.h
      10             : 
      11             :    The Lavenburg-Marquant minimisation algorithm interface
      12             : */
      13             : 
      14             : #ifndef _BNMIN_LMMIN_HXX__
      15             : #define _BNMIN_LMMIN_HXX__
      16             : 
      17             : #define BNMIN1_NO_PDA
      18             : 
      19             : #include "minim.h"
      20             : 
      21             : namespace Minim {
      22             :   
      23             :   /** \brief Implemnation of the Lavenburg-Marquant minimisation
      24             :       algorithm
      25             :       
      26             :       See file f77/pda_lmdiff.f for more details.
      27             :   */
      28             :   class LMMin: 
      29             :     public Minimiser 
      30             :   {
      31             : 
      32             :   public:
      33             : 
      34             :     // ---------- Public data  -----------------------
      35             : 
      36             :     
      37             :     /** Termination occurs when both the actual and predicted relative
      38             :         reductions in the sum of squares are at most ftol.  therefore,
      39             :         ftol measures the relative error desired in the sum of squares
      40             :     */
      41             :     double ftol;
      42             : 
      43             :     /**
      44             :        Termination occurs when the relative error between two
      45             :        consecutive iterates is at most xtol. therefore, xtol measures
      46             :        the relative error desired in the approximate solution.
      47             :     */
      48             :     double xtol;
      49             :     
      50             :     /**
      51             :        Termination occurs when the cosine of the angle between fvec
      52             :        and any column of the jacobian is at most gtol in absolute
      53             :        value. therefore, gtol measures the orthogonality desired
      54             :        between the function vector and the columns of the jacobian.
      55             :      */
      56             :     double gtol;
      57             : 
      58             :     /**
      59             :        Termination occurs when the number of calls to fcn is at least
      60             :        maxfev by the end of an iteration.
      61             :     */
      62             :     int    maxfev;
      63             :     
      64             :     /**
      65             :        This approximation assumes that the relative errors in the
      66             :        functions are of the order of epsfcn. if epsfcn is less than
      67             :        the machine precision, it is assumed that the relative errors
      68             :        in the functions are of the order of the machine precision.
      69             :     */
      70             :     double epsfcn;
      71             :     
      72             : 
      73             :     // These together contain all of the information needed to
      74             :     // calculate the covariance matrix.
      75             :     std::vector<double>   fjac;
      76             :     int ldfjac ;
      77             :     std::vector<int > ipvt;
      78             : 
      79             :     // ---------- Construction / Destruction --------------
      80             : 
      81             :     /// Tolerances are initialised to some normal defaults
      82             :     LMMin(Minimisable &pm) ;
      83             :       
      84           0 :     virtual ~LMMin(void)
      85           0 :     {};
      86             : 
      87             :     // ------------------ Inherited from Minimiser -------------
      88             :     virtual void solve(void);
      89             : 
      90             :   };
      91             : 
      92             :   
      93             : }
      94             : 
      95             : #endif