The simplest concrete implementation of IFuncMinimum interface. More...

#include <FuncMinimum.h>

Inheritance diagram for FuncMinimum:

Collaboration diagram for FuncMinimum:

Classes
class	FuncMinimumMisc
Public Types
typedef std::vector< const GenFunc * >	Gradient
Public Member Functions
virtual StatusCode	minimum (const GenFunc &func, Arg &arg) const
	Find minimum of the function "GenFunc".
virtual StatusCode	minimum (const GenFunc &func, Arg &arg, Covariance &covar) const
	Find minimum of the function "GenFunc".
virtual StatusCode	initialize ()
	Overriding initialize.
virtual StatusCode	finalize ()
	standard finalization method
virtual	~FuncMinimum ()
	Destructor.
	FuncMinimum (const std::string &type, const std::string &name, const IInterface *parent)
	Standard constructor.
Private Member Functions
	FuncMinimum ()
	default constructor is private
	FuncMinimum (const FuncMinimum &)
	copy constructor is private
FuncMinimum &	operator= (const FuncMinimum &)
	assignment operator is
Private Attributes
std::string	m_algType
double	m_max_iter
double	m_norm_gradient
double	m_step_size
double	m_tol
const gsl_multimin_fdfminimizer_type *	m_type
	AlgTool type (concrete class name)
Friends
class	ToolFactory< FuncMinimum >

Detailed Description

The simplest concrete implementation of IFuncMinimum interface.

See also:: GaudiGSL/IFuncMinimum.h

Author:: Kirill Miklyaev kirillm@iris1.itep.ru

Date:: 2002-09-14

Definition at line 29 of file FuncMinimum.h.

Member Typedef Documentation

typedef std::vector<const GenFunc*> FuncMinimum::Gradient

Definition at line 33 of file FuncMinimum.h.

Constructor & Destructor Documentation

FuncMinimum::~FuncMinimum ( ) [virtual]

Destructor.

Definition at line 358 of file FuncMinimum.cpp.

{}

FuncMinimum::FuncMinimum	(	const std::string &	type,
		const std::string &	name,
		const IInterface *	parent
	)

Standard constructor.

See also:: GaudiTool

Parameters:

type	tool type
name	tool name
parent	parent of the tool

declare type of the algorithm for multidimensional minimization

declare maximum of iteration

declare the absolute tolerance for the Euclidean norm of the gradient

declare the size of the first trial step

declare the accuracy of the line minimization

Definition at line 65 of file FuncMinimum.cpp.

  : base_class      ( type, name , parent )
  , m_algType       ( "conjugate_fr"      )
  , m_max_iter      ( 200                 )
  , m_norm_gradient ( 1.0e-10             )
  , m_step_size     ( 0.01                )
  , m_tol           ( 1e-10               )
  , m_type          ( 0                   )
{
  declareProperty ( "Algorithm", m_algType       );
  declareProperty ( "Iteration", m_max_iter      );
  declareProperty ( "Gradient" , m_norm_gradient );
  declareProperty ( "Step_size", m_step_size     );
  declareProperty ( "Tol"      , m_tol           );
}

FuncMinimum::FuncMinimum ( ) [private]

default constructor is private

FuncMinimum::FuncMinimum ( const FuncMinimum & ) [private]

copy constructor is private

Member Function Documentation

StatusCode FuncMinimum::finalize ( ) [virtual]

standard finalization method

See also:: AlgTool; IAlgTool

Returns:: status code

Reimplemented from GaudiTool.

Definition at line 345 of file FuncMinimum.cpp.

{
  StatusCode sc = GaudiTool::finalize() ;

  MsgStream log( msgSvc() , name() ) ;

  if ( sc.isFailure() )
    {
      return Error("Could not finaliaze base class GaudiTool", sc);
    }
  return StatusCode::SUCCESS;
}

StatusCode FuncMinimum::initialize ( ) [virtual]

Overriding initialize.

The algorithm for multidimensional minimization

Reimplemented from GaudiTool.

Definition at line 292 of file FuncMinimum.cpp.

{
  StatusCode sc = GaudiTool::initialize() ;

  MsgStream log( msgSvc() , name() ) ;

  if ( sc.isFailure() )
    {
      return Error ("Could not initiliaze base class GaudiTool", sc);
    }

  if(       "conjugate_fr" == m_algType )
    {
      m_type = gsl_multimin_fdfminimizer_conjugate_fr     ;
      log << MSG::DEBUG
          << "Minimization algorithm to be used: "
          << "'gsl_multimin_fdfminimizer_conjugate_fr'"
          << endmsg;
    }
  else if ( "conjugate_pr" == m_algType )
    {
      m_type = gsl_multimin_fdfminimizer_conjugate_pr     ;
      log << MSG::DEBUG
          << "Minimization algorithm to be used: "
          << "'gsl_multimin_fdfminimizer_conjugate_pr'"
          << endmsg;
    }
  else if ( "vector_bfgs" == m_algType )
    {
      m_type = gsl_multimin_fdfminimizer_vector_bfgs      ;
      log << MSG::DEBUG
          << "Minimization algorithm to be used: " <<
          "'gsl_multimin_fdfminimizer_vector_bfgs'" << endmsg;
    }
  else if ( "steepest_descent" == m_algType )
    {
      m_type = gsl_multimin_fdfminimizer_steepest_descent ;
      log << MSG::DEBUG
          << "Minimization algorithm to be used: "
          << "'gsl_multimin_fdfminimizer_steepest_descent'"
          << endmsg;
    }
  else
    {
      return Error(" Unknown algorith type '"
                   + std::string(m_algType) + "'");
    }

  return StatusCode::SUCCESS;
}

StatusCode FuncMinimum::minimum	(	const GenFunc &	func,
		IFuncMinimum::Arg &	arg,
		IFuncMinimum::Covariance &	covar
	)		const `[virtual]`

Find minimum of the function "GenFunc".

See also:: IFuncMinimum.h

Returns:: StatusCode

Find minimum of our function

Implements IFuncMinimum.

Definition at line 248 of file FuncMinimum.cpp.

{
  MsgStream log( msgSvc(), name() );

  StatusCode sc = minimum (func, arg) ;
  char buffer[100];
  sprintf(buffer, "%lu", sc.getCode());

  if (sc.isFailure())
    {
      return Error ("MINIMUM IS NOT FOUND. StatusCode =  '"
                    + std::string(buffer) + "'", sc);
    }
  else
    {
      HepSymMatrix cov(arg.dimension(), 0);
      for (unsigned int i = 0; i < arg.dimension(); ++i)
        {
          Genfun::GENFUNCTION f = func.partial(i);
          for (unsigned int j = i; j < arg.dimension(); ++j)
            {
              Genfun::GENFUNCTION fij = f.partial(j);
              cov(i+1, j+1) = 0.5 * fij(arg);
            }
        }

      int inv;
      covar = cov.inverse(inv);
      if ( inv != 0)
        {
          return Error
            ("Matrix of Error is not complete successful");
        }

      return StatusCode::SUCCESS;
    }

}

StatusCode FuncMinimum::minimum	(	const GenFunc &	func,
		IFuncMinimum::Arg &	arg
	)		const `[virtual]`

Find minimum of the function "GenFunc".

See also:: IFuncMinimum.h

Returns:: StatusCode

Implements IFuncMinimum.

Definition at line 152 of file FuncMinimum.cpp.

{
  using namespace Genfun;

  gsl_vector_view vect = gsl_vector_view_array ( &arg[0] ,
                                                 arg.dimension() );
  MsgStream log( msgSvc(), name() );

  FuncMinimumMisc local (func, arg);

  gsl_multimin_function_fdf function;

  function.f = &fun_gsl;
  function.df = &dfun_gsl;
  function.fdf = &fdfun_gsl;
  function.n = vect.vector.size;
  function.params = (void*) &local;

  size_t iter   = 0 ;
  int    status = 0 ;
  const gsl_multimin_fdfminimizer_type *T = m_type ;

  gsl_multimin_fdfminimizer *s;

  s = gsl_multimin_fdfminimizer_alloc ( T, vect.vector.size);

  gsl_multimin_fdfminimizer_set ( s, &function,
                                  &vect.vector, m_step_size, m_tol);

  for( iter = 0 ; iter < m_max_iter ; ++iter )
    {
      status = gsl_multimin_fdfminimizer_iterate (s);

      if ( status )
        {
          return Error
            ("Error from gsl_multimin_fdfminimizer_iterate '"
             + std::string(gsl_strerror(status)) + "'") ;
        }

      status = gsl_multimin_test_gradient (s->gradient,
                                           m_norm_gradient);


      if ( status != GSL_CONTINUE ) { break; }
    }

  for (unsigned int i = 0; i < vect.vector.size; ++i)
    {
      gsl_vector_set (&vect.vector, i, gsl_vector_get (s->x, i));
    }

  if (status == GSL_SUCCESS)
    {
      log << MSG::DEBUG
          << "We stopped in the method on the " << iter
          << " iteration (we have maximum "     << m_max_iter
          << " iterations)"                     << endmsg;

      log << "The Euclidean norm of gradient = "
          << gsl_blas_dnrm2 (s->gradient)
          << " by the absolute tolerance = "
          << m_norm_gradient << endmsg;
    }
  else if (status == GSL_CONTINUE && iter <= m_max_iter )
    {
      return Error ( "Method finished with '"
                     + std::string(gsl_strerror(status))
                     +  "' error" );
    }
  else
    {
      return Error ( "Method finished with '" +
                     std::string(gsl_strerror(status))
                     +  "' error" );
    }

  gsl_multimin_fdfminimizer_free (s);

  if (status)
    {
      return Error ( "Method finished with '"
                     + std::string(gsl_strerror(status))
                     +  "' error" );
    }

  return StatusCode::SUCCESS;
}

FuncMinimum& FuncMinimum::operator= ( const FuncMinimum & ) [private]

assignment operator is

Friends And Related Function Documentation

friend class ToolFactory< FuncMinimum > [friend]

Definition at line 31 of file FuncMinimum.h.

Member Data Documentation

std::string FuncMinimum::m_algType [private]

Definition at line 108 of file FuncMinimum.h.

double FuncMinimum::m_max_iter [private]

Definition at line 109 of file FuncMinimum.h.

double FuncMinimum::m_norm_gradient [private]

Definition at line 110 of file FuncMinimum.h.

double FuncMinimum::m_step_size [private]

Definition at line 111 of file FuncMinimum.h.

double FuncMinimum::m_tol [private]

Definition at line 112 of file FuncMinimum.h.

const gsl_multimin_fdfminimizer_type* FuncMinimum::m_type [private]

AlgTool type (concrete class name)

Reimplemented from AlgTool.

Definition at line 113 of file FuncMinimum.h.

The documentation for this class was generated from the following files:

/afs/.cern.ch/sw/Gaudi/releases/GAUDI/GAUDI_v22r1/GaudiGSL/src/Components/FuncMinimum.h
/afs/.cern.ch/sw/Gaudi/releases/GAUDI/GAUDI_v22r1/GaudiGSL/src/Components/FuncMinimum.cpp

Gaudi Framework, version v22r1

FuncMinimum Class Reference

Classes

Public Types

Public Member Functions

Private Member Functions