reintegration of LatCore & folder restructuration

2025-06-22 00:42:02 +01:00 · 2019-02-10 00:23:36 +00:00
parent 6addec5e14
commit 83d5428c3a
111 changed files with 6974 additions and 315 deletions
--- a/lib/Numerical/GslMinimizer.hpp
+++ b/lib/Numerical/GslMinimizer.hpp
@ -0,0 +1,86 @@
+/*
+ * GslMinimizer.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2016 Antonin Portelli
+ *
+ * LatAnalyze 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 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 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 LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_GslMinimizer_hpp_
+#define Latan_GslMinimizer_hpp_
+
+#include <LatAnalyze/Global.hpp>
+#include <LatAnalyze/Numerical/Derivative.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
+#include <LatAnalyze/Numerical/Minimizer.hpp>
+#include <gsl/gsl_vector.h>
+
+BEGIN_LATAN_NAMESPACE
+
+/******************************************************************************
+ *                    interface to the GSL minimizers                         *
+ ******************************************************************************/
+class GslMinimizer: public Minimizer
+{
+public:
+    enum class Algorithm
+    {
+        cgFR       = 1,
+        cgPR       = 2,
+        bfgs       = 3,
+        bfgs2      = 4,
+        steepDesc  = 5,
+        lastDerAlg = 5,
+        simplex    = 6,
+        simplex2   = 7,
+        simplex2R  = 8
+    };
+private:
+    struct GslFuncData
+    {
+        const DoubleFunction *f{nullptr};
+        Derivative           *d{nullptr};
+        unsigned int         evalCount{0};
+    };
+public:
+    // constructor
+    explicit GslMinimizer(const Algorithm algorithm = defaultAlg_);
+    // destructor
+    virtual ~GslMinimizer(void) = default;
+    // access
+    Algorithm    getAlgorithm(void) const;
+    void         setAlgorithm(const Algorithm algorithm);
+    virtual bool supportLimits(void) const;
+    // minimization
+    virtual const DVec & operator()(const DoubleFunction &f);
+private:
+    // test
+    static bool isDerAlgorithm(const Algorithm algorithm);
+    // function wrappers
+    static double fWrapper(const gsl_vector  *x, void * params);
+    static void   dfWrapper(const gsl_vector *x, void * params,
+                            gsl_vector * df);
+    static void   fdfWrapper(const gsl_vector *x, void *params, double *f,
+                             gsl_vector * df);
+    // algorithm names
+    std::string getAlgorithmName(const Algorithm algorithm);
+private:
+    Algorithm                  algorithm_;
+    static constexpr Algorithm defaultAlg_ = Algorithm::simplex2;
+    CentralDerivative          der_;
+};
+
+END_LATAN_NAMESPACE
+
+#endif // Latan_GslMinimizer_hpp_