gsl_multidim_fdfminimizer.h

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//

//  This multidimensional function minimizer class has been adapted from the gslwrap project.
//  It is a C++ wrapper for the GNU Scientific Library
//  Copyright (C) 2001 Ramin Nakisa

//  This program is free software; you can redistribute it and/or modify
//  it under the terms of the GNU General Public License as published by
//  the Free Software Foundation; either version 2 of the License, or
//  (at your option) any later version.

//  This program is distributed in the hope that it will be useful,
//  but WITHOUT ANY WARRANTY; without even the implied warranty of
//  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
//  GNU General Public License for more details.

//  You should have received a copy of the GNU General Public License
//  along with this program; if not, write to the Free Software
//  Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.


#ifndef _GSL_MULTIDIM_FDFMIN_H
#define _GSL_MULTIDIM_FDFMIN_H

#include <gsl/gsl_errno.h>
#include <gsl/gsl_multimin.h>
#include "gsl_vector_double.h"

typedef unsigned int uint;

//
class multimin_fdf
{
   public:

//
//

   virtual double operator()(const vector& x);

//
//

   virtual void derivative(const vector& x, vector& g);

//
//

   virtual double fval_and_derivative(const vector&x, vector& g );


   
   void set_params(const vector &vpass);

//
//

   static double f(const gsl_vector* x, void *p);

//
//

   static void df(const gsl_vector* x, void *p, gsl_vector* g);

//
//

   static void fdf(const gsl_vector* x, void *p, double* f, gsl_vector* g);
};

//

class multimin_fdfminimizer 
{
 public:

//
//
 
        multimin_fdfminimizer(uint _dim,
    const gsl_multimin_fdfminimizer_type* type=gsl_multimin_fdfminimizer_vector_bfgs);

//
//
        
        ~multimin_fdfminimizer();

//
//

        int set(multimin_fdf& function, const vector& initial_x, double step_size, double tol);

//
        
        int iterate();

//

        int restart();

//

        double minimum(); 

//

        vector x_value();  

//      

        vector gradient();  

//
//

        void SetMaxIterations(int n);

//
        
        int GetNIterations();

//
//
        
        bool is_converged();
        
 private:
 
// 
        void assert_set();      

//

        uint dim;
        
//

        bool isSet;

//

        bool isConverged;
        
//

        int nIterations;

//

        int maxIterations;

//

        gsl_multimin_fdfminimizer* s;

//

        gsl_multimin_function_fdf f;

};

#endif // GSL_MULTIDIM_FDFMIN_H