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GSLMultiRootFunctionAdapter.h
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1 // @(#)root/mathmore:$Id$
2 // Authors: L. Moneta, Mar 2011
3 
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24 
25 // Header file for class GSLMultiMinFunctionAdapter
26 //
27 // Generic adapter for gsl_multiroot_function signature type
28 // usable for any array of function pointers
29 // implementing operator()(const double *x) and (if needed)
30 // Gradient(const double *x, double * g)
31 //
32 // The class is very similar to GSLMultiFitFunctionAdapter,
33 // but in that case the array is for function references (or value)
34 //
35 #ifndef ROOT_Math_GSLMultiRootFunctionAdapter
36 #define ROOT_Math_GSLMultiRootFunctionAdapter
37 
38 #include "gsl/gsl_vector.h"
39 #include "gsl/gsl_matrix.h"
40 
41 #include <cassert>
42 
43 namespace ROOT {
44 namespace Math {
45 
46 
47 
48  /**
49  Class for adapting a C++ functor class to C function pointers used by GSL MultiRoot
50  Algorithm
51  The templated C++ function class must implement:
52 
53  <em> double operator( const double * x)</em>
54  and if the derivatives are required:
55  <em> void Gradient( const double * x, double * g)</em>
56  and
57  <em> void FdF( const double * x, double &f, double * g)</em>
58 
59 
60  @ingroup MultiRoot
61  */
62 
63 
64  // FuncVector must contain a vector of pointers to functions
65  // this same as MultiFit but here need to use pointers where there we used class elements
66 
67 template<class FuncVector>
69 
70 
71 
72 public:
73 
74  static int F( const gsl_vector * x, void * p, gsl_vector * f ) {
75  // p is a pointer to an iterator of functions
76  unsigned int n = f->size;
77  // need to copy iterator otherwise next time the function is called it wont work
78  FuncVector & funcVec = *( reinterpret_cast< FuncVector *> (p) );
79  if (n == 0) return -1;
80  for (unsigned int i = 0; i < n ; ++i) {
81  gsl_vector_set(f, i, (*funcVec[i])(x->data) );
82  }
83  return 0;
84  }
85 
86 
87  static int Df( const gsl_vector * x, void * p, gsl_matrix * h) {
88 
89  // p is a pointer to an iterator of functions
90  unsigned int n = h->size1;
91  unsigned int npar = h->size2;
92  if (n == 0) return -1;
93  if (npar == 0) return -2;
94  FuncVector & funcVec = *( reinterpret_cast< FuncVector *> (p) );
95  for (unsigned int i = 0; i < n ; ++i) {
96  double * g = (h->data)+i*npar; //pointer to start of i-th row
97  assert ( npar == (funcVec[i])->NDim() );
98  (funcVec[i])->Gradient(x->data, g);
99  }
100  return 0;
101  }
102 
103  /// evaluate derivative and function at the same time
104  static int FDf( const gsl_vector * x, void * p, gsl_vector * f, gsl_matrix * h) {
105  // should be implemented in the function
106  // p is a pointer to an iterator of functions
107  unsigned int n = h->size1;
108  unsigned int npar = h->size2;
109  if (n == 0) return -1;
110  if (npar == 0) return -2;
111  FuncVector & funcVec = *( reinterpret_cast< FuncVector *> (p) );
112  assert ( f->size == n);
113  for (unsigned int i = 0; i < n ; ++i) {
114  assert ( npar == (funcVec[i])->NDim() );
115  double fval = 0;
116  double * g = (h->data)+i*npar; //pointer to start of i-th row
117  (funcVec[i])->FdF(x->data, fval, g);
118  gsl_vector_set(f, i, fval );
119  }
120  return 0;
121  }
122 
123 };
124 
125 
126 } // namespace Math
127 } // namespace ROOT
128 
129 
130 #endif /* ROOT_Math_GSLMultiRootFunctionAdapter */
Namespace for new ROOT classes and functions.
Definition: StringConv.hxx:21
#define g(i)
Definition: RSha256.hxx:105
#define f(i)
Definition: RSha256.hxx:104
static int FDf(const gsl_vector *x, void *p, gsl_vector *f, gsl_matrix *h)
evaluate derivative and function at the same time
Double_t x[n]
Definition: legend1.C:17
static int F(const gsl_vector *x, void *p, gsl_vector *f)
static int Df(const gsl_vector *x, void *p, gsl_matrix *h)
#define h(i)
Definition: RSha256.hxx:106
Namespace for new Math classes and functions.
Class for adapting a C++ functor class to C function pointers used by GSL MultiRoot Algorithm The tem...
const Int_t n
Definition: legend1.C:16