// @(#)root/mathmore:$Id$ // Authors: L. Moneta, Dec 2006 /********************************************************************** * * * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT * * * * This library 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 library 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 library (see file COPYING); if not, write * * to the Free Software Foundation, Inc., 59 Temple Place, Suite * * 330, Boston, MA 02111-1307 USA, or contact the author. * * * **********************************************************************/ // Header file for class GSLMultiMinFunctionAdapter // // Generic adapter for gsl_multimin_function signature // usable for any c++ class which defines operator( ) // // Created by: Lorenzo Moneta at Fri Nov 12 16:58:51 2004 // // Last update: Fri Nov 12 16:58:51 2004 // #ifndef ROOT_Math_GSLMultiFitFunctionAdapter #define ROOT_Math_GSLMultiFitFunctionAdapter #include "gsl/gsl_vector.h" #include "gsl/gsl_matrix.h" #include #include namespace ROOT { namespace Math { /** Class for adapting a C++ functor class to C function pointers used by GSL MultiFit Algorithm The templated C++ function class must implement: double operator( const double * x) and if the derivatives are required: void Gradient( const double * x, double * g) and void FdF( const double * x, double &f, double * g) This class defines static methods with will be used to fill the \a gsl_multimin_function and \a gsl_multimin_function_fdf structs used by GSL. See for examples the GSL online manual @ingroup MultiMin */ template class GSLMultiFitFunctionAdapter { public: static int F( const gsl_vector * x, void * p, gsl_vector * f ) { // p is a pointer to an iterator of functions unsigned int n = f->size; // need to copy iterator otherwise next time the function is called it wont work FuncVector & funcVec = *( reinterpret_cast< FuncVector *> (p) ); if (n == 0) return -1; for (unsigned int i = 0; i < n ; ++i) { gsl_vector_set(f, i, (funcVec[i])(x->data) ); } return 0; } static int Df( const gsl_vector * x, void * p, gsl_matrix * h) { // p is a pointer to an iterator of functions unsigned int n = h->size1; unsigned int npar = h->size2; if (n == 0) return -1; if (npar == 0) return -2; FuncVector & funcVec = *( reinterpret_cast< FuncVector *> (p) ); for (unsigned int i = 0; i < n ; ++i) { double * g = (h->data)+i*npar; //pointer to start of i-th row assert ( npar == (funcVec[i]).NDim() ); (funcVec[i]).Gradient(x->data, g); } return 0; } /// evaluate derivative and function at the same time static int FDf( const gsl_vector * x, void * p, gsl_vector * f, gsl_matrix * h) { // should be implemented in the function // p is a pointer to an iterator of functions unsigned int n = h->size1; unsigned int npar = h->size2; if (n == 0) return -1; if (npar == 0) return -2; FuncVector & funcVec = *( reinterpret_cast< FuncVector *> (p) ); assert ( f->size == n); for (unsigned int i = 0; i < n ; ++i) { assert ( npar == (funcVec[i]).NDim() ); double fval = 0; double * g = (h->data)+i*npar; //pointer to start of i-th row (funcVec[i]).FdF(x->data, fval, g); gsl_vector_set(f, i, fval ); } return 0; } }; } // namespace Math } // namespace ROOT #endif /* ROOT_Math_GSLMultiMinFunctionAdapter */