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GSLMultiFitFunctionAdapter.h
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1// @(#)root/mathmore:$Id$
2// Authors: L. Moneta, Dec 2006
3
4 /**********************************************************************
5 * *
6 * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT *
7 * *
8 * This library is free software; you can redistribute it and/or *
9 * modify it under the terms of the GNU General Public License *
10 * as published by the Free Software Foundation; either version 2 *
11 * of the License, or (at your option) any later version. *
12 * *
13 * This library is distributed in the hope that it will be useful, *
14 * but WITHOUT ANY WARRANTY; without even the implied warranty of *
15 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
16 * General Public License for more details. *
17 * *
18 * You should have received a copy of the GNU General Public License *
19 * along with this library (see file COPYING); if not, write *
20 * to the Free Software Foundation, Inc., 59 Temple Place, Suite *
21 * 330, Boston, MA 02111-1307 USA, or contact the author. *
22 * *
23 **********************************************************************/
24
25// Header file for class GSLMultiMinFunctionAdapter
26//
27// Generic adapter for gsl_multimin_function signature
28// usable for any c++ class which defines operator( )
29//
30// Created by: Lorenzo Moneta at Fri Nov 12 16:58:51 2004
31//
32// Last update: Fri Nov 12 16:58:51 2004
33//
34#ifndef ROOT_Math_GSLMultiFitFunctionAdapter
35#define ROOT_Math_GSLMultiFitFunctionAdapter
36
37#include "gsl/gsl_vector.h"
38#include "gsl/gsl_matrix.h"
39
40#include <cassert>
41
42namespace ROOT {
43namespace Math {
44
45
46
47 /**
48 Class for adapting a C++ functor class to C function pointers used by GSL MultiFit
49 Algorithm
50 The templated C++ function class must implement:
51
52 <em> double operator( const double * x)</em>
53 and if the derivatives are required:
54 <em> void Gradient( const double * x, double * g)</em>
55 and
56 <em> void FdF( const double * x, double &f, double * g)</em>
57
58 This class defines static methods with will be used to fill the
59 \a gsl_multimin_function and
60 \a gsl_multimin_function_fdf structs used by GSL.
61 See for examples the
62 <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Providing-a-function-to-minimize.html#Providing-a-function-to-minimize">GSL online manual</A>
63
64 @ingroup MultiMin
65 */
66
67
68template<class FuncVector>
70
71public:
72
73 static int F( const gsl_vector * x, void * p, gsl_vector * f ) {
74 // p is a pointer to an iterator of functions
75 unsigned int n = f->size;
76 // need to copy iterator otherwise next time the function is called it wont work
77 FuncVector & funcVec = *( reinterpret_cast< FuncVector *> (p) );
78 if (n == 0) return -1;
79 for (unsigned int i = 0; i < n ; ++i) {
80 gsl_vector_set(f, i, (funcVec[i])(x->data) );
81 }
82 return 0;
83 }
84
85
86 static int Df( const gsl_vector * x, void * p, gsl_matrix * h) {
87
88 // p is a pointer to an iterator of functions
89 unsigned int n = h->size1;
90 unsigned int npar = h->size2;
91 if (n == 0) return -1;
92 if (npar == 0) return -2;
93 FuncVector & funcVec = *( reinterpret_cast< FuncVector *> (p) );
94 for (unsigned int i = 0; i < n ; ++i) {
95 double * g = (h->data)+i*npar; //pointer to start of i-th row
96 assert ( npar == (funcVec[i]).NDim() );
97 (funcVec[i]).Gradient(x->data, g);
98 }
99 return 0;
100 }
101
102 /// evaluate derivative and function at the same time
103 static int FDf( const gsl_vector * x, void * p, gsl_vector * f, gsl_matrix * h) {
104 // should be implemented in the function
105 // p is a pointer to an iterator of functions
106 unsigned int n = h->size1;
107 unsigned int npar = h->size2;
108 if (n == 0) return -1;
109 if (npar == 0) return -2;
110 FuncVector & funcVec = *( reinterpret_cast< FuncVector *> (p) );
111 assert ( f->size == n);
112 for (unsigned int i = 0; i < n ; ++i) {
113 assert ( npar == (funcVec[i]).NDim() );
114 double fval = 0;
115 double * g = (h->data)+i*npar; //pointer to start of i-th row
116 (funcVec[i]).FdF(x->data, fval, g);
117 gsl_vector_set(f, i, fval );
118 }
119 return 0;
120 }
121
122};
123
124
125} // namespace Math
126} // namespace ROOT
127
128
129#endif /* ROOT_Math_GSLMultiMinFunctionAdapter */
#define f(i)
Definition: RSha256.hxx:104
#define g(i)
Definition: RSha256.hxx:105
#define h(i)
Definition: RSha256.hxx:106
Class for adapting a C++ functor class to C function pointers used by GSL MultiFit Algorithm The temp...
static int FDf(const gsl_vector *x, void *p, gsl_vector *f, gsl_matrix *h)
evaluate derivative and function at the same time
static int Df(const gsl_vector *x, void *p, gsl_matrix *h)
static int F(const gsl_vector *x, void *p, gsl_vector *f)
Double_t x[n]
Definition: legend1.C:17
const Int_t n
Definition: legend1.C:16
Namespace for new Math classes and functions.
VSD Structures.
Definition: StringConv.hxx:21