multilarge_nlinear.hpp

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/*
 * $Id$
 * Copyright (C) 2010, 2018, 2019, 2020 John D Lamb
 *
 * 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 CCGSL_MULTILARGE
#define CCGSL_MULTILARGE
 
#include<cmath>
#include<gsl/gsl_multilarge_nlinear.h>
#include"matrix.hpp"
#include"vector.hpp"
#include"multilarge_nlinear_function_fdf.hpp"
 
namespace gsl {
  namespace multilarge {
    namespace nlinear {
      typedef gsl_multilarge_nlinear_type type;
      namespace {
    type const* trust = gsl_multilarge_nlinear_trust;
      }
      typedef gsl_multilarge_nlinear_parameters parameters;
      typedef gsl_multilarge_nlinear_trs trs;
      typedef gsl_multilarge_nlinear_scale scale;
      typedef gsl_multilarge_nlinear_solver solver;
      namespace {
    trs const* lm = gsl_multilarge_nlinear_trs_lm;
    trs const* lmaccel = gsl_multilarge_nlinear_trs_lmaccel;
    trs const* dogleg = gsl_multilarge_nlinear_trs_dogleg;
    trs const* ddogleg = gsl_multilarge_nlinear_trs_ddogleg;
    trs const* subspace2D = gsl_multilarge_nlinear_trs_subspace2D;
    trs const* cgst = gsl_multilarge_nlinear_trs_cgst;
    scale const* levenberg = gsl_multilarge_nlinear_scale_levenberg;
    scale const* marquardt = gsl_multilarge_nlinear_scale_marquardt;
    scale const* more = gsl_multilarge_nlinear_scale_more;
    solver const* cholesky = gsl_multilarge_nlinear_solver_cholesky;
    //solver const* mcholesky = gsl_multilarge_nlinear_solver_mcholesky;
    solver const* none = gsl_multilarge_nlinear_solver_none;
      }
      typedef gsl_multilarge_nlinear_fdf fdf;
      typedef gsl_multilarge_nlinear_fdtype fdtype;
      class workspace {
      public:
    workspace(){
      ccgsl_pointer = 0;
      count = 0; // initially nullptr will do
    }
    explicit workspace( type const* T, parameters const* params, size_t const n,
                size_t const p ){
      ccgsl_pointer = gsl_multilarge_nlinear_alloc( T, params, n, p );
      // just plausibly we could allocate workspace but not count
      try { count = new size_t; } catch( std::bad_alloc& e ){
        // try to tidy up before rethrowing
        gsl_multilarge_nlinear_free( ccgsl_pointer );
        throw e;
      }
      *count = 1; // initially there is just one reference to ccgsl_pointer
    }
    explicit workspace( gsl_multilarge_nlinear_workspace* v ){
      ccgsl_pointer = v;
      // just plausibly we could fail to allocate count: no further action needed.
      count = new size_t;
      *count = 1; // initially there is just one reference to ccgsl_pointer
    }
    // copy constructor
    workspace( workspace const& v ){ ccgsl_pointer = v.ccgsl_pointer;
      count = v.count; if( count != 0 ) ++*count; }
    // assignment operator
    workspace& operator=( workspace const& v ){
      // first, possibly delete anything pointed to by this
      if( count == 0 or --*count == 0 ){
        if( ccgsl_pointer != 0 ) gsl_multilarge_nlinear_free( ccgsl_pointer );
        delete count;
      } // Then copy
      ccgsl_pointer = v.ccgsl_pointer; count = v.count; if( count != 0 ) ++*count;
      return *this;
    }
    // destructor
    ~workspace(){
      if( count == 0 or --*count == 0 ){
        // could have allocated null pointer
        if( ccgsl_pointer != 0 ) gsl_multilarge_nlinear_free( ccgsl_pointer );
        delete count;
      }
    }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    workspace( workspace&& v ) : ccgsl_pointer( v.ccgsl_pointer ), count( nullptr ){
      std::swap( count, v.count );
      v.ccgsl_pointer = nullptr;
    }
    workspace& operator=( workspace&& v ){
      workspace( std::move( v ) ).swap( *this );
      return *this;
    }
#endif
    // Allow possibility of assigning from gsl_multilarge_nlinear_workspace without sharing
    void wrap_gsl_multilarge_nlinear_workspace_without_ownership
    ( gsl_multilarge_nlinear_workspace* w ){
      if( count != 0 and --*count == 0 ){
        // could have allocated null pointer
        if( ccgsl_pointer != 0 ) gsl_multilarge_nlinear_free( ccgsl_pointer );
      }
      ccgsl_pointer = w;
      if(0 == count) count = new size_t;
      *count = 2; // should never be able to delete ccgsl_pointer
    }
    // Refines equality comparable
    // == operator
    bool operator==( workspace const& v ) const { return ccgsl_pointer == v.ccgsl_pointer; }
    // != operator
    bool operator!=( workspace const& v ) const { return not operator==( v ); }
    // Refines forward container
    // Refines less than comparable
    // operator<
    bool operator<( workspace const& v ) const { return ccgsl_pointer < v.ccgsl_pointer; }
    // operator>
    bool operator>( workspace const& v ) const { return ccgsl_pointer > v.ccgsl_pointer; }
    // operator<=
    bool operator<=( workspace const& v ) const { return ccgsl_pointer <= v.ccgsl_pointer; }
    // operator>=
    bool operator>=( workspace const& v ) const { return ccgsl_pointer >= v.ccgsl_pointer; }
    bool empty() const { return ccgsl_pointer == 0; }
    // swap() --- should work even if sizes don't match
    void swap( workspace& v ){
      std::swap( ccgsl_pointer, v.ccgsl_pointer );
      std::swap( count, v.count );
    }
      private:
    gsl_multilarge_nlinear_workspace* ccgsl_pointer;
    size_t* count;
      public:
    // shared reference functions
    gsl_multilarge_nlinear_workspace* get() const { return ccgsl_pointer; }
    bool unique() const { return count != 0 and *count == 1; }
    size_t use_count() const { return count == 0 ? 0 : *count; }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    explicit
#endif
    operator bool() const { return ccgsl_pointer != 0; }
    int init( vector const& x, gsl::multilarge::nlinear::function_fdf& fdf ){
      return gsl_multilarge_nlinear_init( x.get(), &fdf, get() ); } 
    int winit( vector const& x, vector const& wts,
           gsl::multilarge::nlinear::function_fdf& fdf ){
    return gsl_multilarge_nlinear_winit( x.get(), wts.get(), &fdf, get() ); } 
    int iterate(){ return gsl_multilarge_nlinear_iterate( get() ); } 
    double avratio() const { return gsl_multilarge_nlinear_avratio( get() ); } 
    int rcond( double& rcond ){ return gsl_multilarge_nlinear_rcond( &rcond, get() ); } 
    int covar( matrix& covar ){ return gsl_multilarge_nlinear_covar( covar.get(), get() ); } 
      };
      class CallbackBase {
      public:
    virtual void function( size_t const iter, workspace const& w ) = 0;
      };
#ifndef DOXYGEN_SKIP
      class CallbackImplement {
      public:
    typedef void (*function_t)(size_t const,void*,gsl_multilarge_nlinear_workspace const*);
    class base_F {
    public:
      virtual ~base_F(){}
      virtual function_t getFunction() = 0;
    };
    template<typename T> class F : public base_F {
    public:
      F(){}
      static void function( size_t const i, void* params,
                gsl_multilarge_nlinear_workspace const* w ){
        T* t = reinterpret_cast<T*>( params );
        workspace W;
        W.wrap_gsl_multilarge_nlinear_workspace_without_ownership
          ( const_cast<gsl_multilarge_nlinear_workspace*>( w ) );
        return t->function( i, W );
      }
      function_t getFunction(){ return &F<T>::function; }
    };
    template<typename T> CallbackImplement( T& t ){
      f = new F<T>;
      // just plausibly we could fail to allocate count: no further action needed.
      count = new size_t;
      *count = 1; // initially there is just one reference to f
    }
    // Copy and move constructors
    // copy constructor
    CallbackImplement( CallbackImplement const& v ) : f( v.f ), count( v.count ){
      if( count != 0 ) ++*count; // CallbackImplementation is now shared.
    }
    // assignment operator
    CallbackImplement& operator=( CallbackImplement const& v ){
      // first, possibly delete anything pointed to by this
      if( count == 0 or --*count == 0 ){
        delete f;
        delete count;
      }
      // Then copy
      f = v.f;
      count = v.count;
      if( count != 0 ) ++*count; // CallbackImplement object is now shared.
      return *this;
    }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    CallbackImplement( CallbackImplement&& v ) : f( v.f ), count( nullptr ){
      std::swap( count, v.count );
      v.f = nullptr;
    }
    CallbackImplement& operator=( CallbackImplement&& v ){
      std::swap( f, v.f );
      std::swap( count, v.count );
      return *this;
    }
#endif
    ~CallbackImplement(){ 
      // first, possibly delete anything pointed to by f
      if( count == 0 or --*count == 0 ){
        delete f;
        delete count;
      }
    }
    function_t getFunction(){ return f->getFunction(); }
      private:
    base_F* f;
    size_t* count;
      };
#endif
      // Functions
      inline parameters default_parameters(){
    return gsl_multilarge_nlinear_default_parameters(); } 
      inline int init( vector const& x, gsl::multilarge::nlinear::function_fdf& fdf,
               workspace& w ){
    return gsl_multilarge_nlinear_init( x.get(), &fdf, w.get() ); } 
      inline int winit( vector const& x, vector const& wts,
            gsl::multilarge::nlinear::function_fdf& fdf, workspace& w ){
    return gsl_multilarge_nlinear_winit( x.get(), wts.get(), &fdf, w.get() ); } 
      inline int iterate( workspace& w ){ return gsl_multilarge_nlinear_iterate( w.get() ); } 
      inline double avratio( workspace const& w ){
    return gsl_multilarge_nlinear_avratio( w.get() ); } 
      inline int rcond( double& rcond, workspace const& w ){
    return gsl_multilarge_nlinear_rcond( &rcond, w.get() ); } 
      inline int covar( matrix& covar, workspace& w ){
    return gsl_multilarge_nlinear_covar( covar.get(), w.get() ); } 
      inline int
      driver( size_t const maxiter,
          double const xtol,
          double const gtol,
          double const ftol,
          CallbackBase& callback,
          int& info, workspace& w ){
    void* callback_params = reinterpret_cast<void*>( &callback );
    CallbackImplement callbackImplement( callback );
    void (*function)(size_t const,void*,gsl_multilarge_nlinear_workspace const*)
      = callbackImplement.getFunction();
    return gsl_multilarge_nlinear_driver( maxiter, xtol, gtol, ftol, function,
                          callback_params, &info, w.get() ); }
      typedef void (*driver_callback)(const size_t iter, void* params,
                    gsl_multilarge_nlinear_workspace const* w);
      inline int driver( size_t const maxiter, double const xtol, double const gtol,
             double const ftol,driver_callback callback,
             void* callback_params, int& info, workspace& w ){
    return gsl_multilarge_nlinear_driver( maxiter, xtol, gtol, ftol, callback,
                          callback_params, &info, w.get() ); } 
      inline char const* name( workspace const& w ){
    return gsl_multilarge_nlinear_name( w.get() ); } 
      inline vector position( workspace& w ){
    return vector( gsl_multilarge_nlinear_position( w.get() ) ); } 
      inline vector residual( workspace const& w ){
    return vector( gsl_multilarge_nlinear_residual( w.get() ) ); } 
      inline vector step( workspace const& w ){
    return vector( gsl_multilarge_nlinear_step( w.get() ) ); } 
      inline size_t niter( workspace const& w ){
    return gsl_multilarge_nlinear_niter( w.get() ); } 
      inline char const* trs_name( workspace const& w ){
    return gsl_multilarge_nlinear_trs_name( w.get() ); } 
      inline int eval_f( gsl::multilarge::nlinear::function_fdf& fdf, vector const& x,
             vector const& swts, vector& y ){
    return gsl_multilarge_nlinear_eval_f( &fdf, x.get(), swts.get(), y.get() ); } 
      inline int eval_df( CBLAS_TRANSPOSE_t const TransJ, vector const& x, vector const& f,
              vector const& u, vector const& swts, double const h,
              fdtype const fdtype, gsl::multilarge::nlinear::function_fdf& fdf,
              vector& v, matrix& JTJ, vector& work ){
    return gsl_multilarge_nlinear_eval_df( TransJ, x.get(), f.get(), u.get(),
                           swts.get(), h, fdtype, &fdf, v.get(),
                           JTJ.get(), work.get() ); } 
      inline int eval_fvv( double const h, vector const& x, vector const& v, vector const& f,
               vector const& swts, gsl::multilarge::nlinear::function_fdf& fdf,
               vector& yvv, vector& work ){
    return gsl_multilarge_nlinear_eval_fvv( h, x.get(), v.get(), f.get(), swts.get(),
                        &fdf, yvv.get(), work.get() ); } 
      inline int test( double const xtol, double const gtol, double const ftol, int& info,
               workspace const& w ){
    return gsl_multilarge_nlinear_test( xtol, gtol, ftol, &info, w.get() ); } 
      inline int df( double const h, fdtype const fdtype, vector const& x, vector const& wts,
             gsl::multilarge::nlinear::function_fdf& fdf, vector const& f, matrix& J,
             vector& work ){
    return gsl_multilarge_nlinear_df( h, fdtype, x.get(), wts.get(), &fdf, f.get(), J.get(),
                      work.get() ); } 
      inline int fdfvv( double const h, vector const& x, vector const& v, vector const& f,
            matrix const& J, vector const& swts,
            gsl::multilarge::nlinear::function_fdf& fdf, vector& fvv,
            vector& work ){
    return gsl_multilarge_nlinear_fdfvv( h, x.get(), v.get(), f.get(), J.get(), swts.get(),
                         &fdf, fvv.get(), work.get() ); }
    }
  }
}
 
#endif