multimin.hpp

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/*
 * $Id: multimin.hpp 293 2012-12-17 20:27:36Z jdl3 $
 * Copyright (C) 2010, 2011, 2012 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_MULTIMIN_HPP
#define CCGSL_MULTIMIN_HPP
 
#include<new>
#include"multimin_function_fdf.hpp"
 
namespace gsl {
  namespace multimin {
    inline int diff( multimin::function const& f, vector const& x, vector& g ){
      return gsl_multimin_diff( &f, x.get(), g.get() ); }
    inline int diff( gsl_multimin_function const* f, vector const& x, vector& g ){
      return gsl_multimin_diff( f, x.get(), g.get() ); }
 
    class fminimizer {
      typedef gsl_multimin_fminimizer_type type;
    public:
      fminimizer(){
    ccgsl_pointer = 0;
    count = 0; // initially nullptr will do
      }
      // Refines random access container
      // Refines assignable
      explicit fminimizer( type const* T, size_t const n ){
    ccgsl_pointer = gsl_multimin_fminimizer_alloc( T, n );
    // just plausibly we could allocate fminimizer but not count
    try { count = new size_t; } catch( std::bad_alloc& e ){
      // try to tidy up before rethrowing
      gsl_multimin_fminimizer_free( ccgsl_pointer );
      throw e;
    }
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }
      explicit fminimizer( gsl_multimin_fminimizer* 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
      fminimizer( fminimizer const& v ){ ccgsl_pointer = v.ccgsl_pointer;
    count = v.count; if( count != 0 ) ++*count; }
      // assignment operator
      fminimizer& operator=( fminimizer const& v ){
    // first, possibly delete anything pointed to by this
    if( count == 0 or --*count == 0 ){
      if( ccgsl_pointer != 0 ) gsl_multimin_fminimizer_free( ccgsl_pointer );
      delete count;
    } // Then copy
    ccgsl_pointer = v.ccgsl_pointer; count = v.count; if( count != 0 ) ++*count; return *this;
      }
      // destructor
      ~fminimizer(){
    if( count == 0 or --*count == 0 ){
      // could have allocated null pointer
      if( ccgsl_pointer != 0 ) gsl_multimin_fminimizer_free( ccgsl_pointer );
      delete count;
    }
      }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    fminimizer( fminimizer&& v ) : ccgsl_pointer( v.ccgsl_pointer ), count( nullptr ){
      std::swap( count, v.count );
      v.ccgsl_pointer = nullptr;
    }
    fminimizer& operator=( fminimizer&& v ){
      fminimizer( std::move( v ) ).swap( *this );
      return *this;
    }
#endif
      // Refines equality comparable
      // == operator
      bool operator==( fminimizer const& v ) const { return ccgsl_pointer == v.ccgsl_pointer; }
      // != operator
      bool operator!=( fminimizer const& v ) const { return not operator==( v ); }
      // Refines forward container
      // Refines less than comparable
      // operator<
      bool operator<( fminimizer const& v ) const { return ccgsl_pointer < v.ccgsl_pointer; }
      // operator>
      bool operator>( fminimizer const& v ) const { return ccgsl_pointer > v.ccgsl_pointer; }
      // operator<=
      bool operator<=( fminimizer const& v ) const { return ccgsl_pointer <= v.ccgsl_pointer; }
      // operator>=
      bool operator>=( fminimizer 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( fminimizer& v ){
    std::swap( ccgsl_pointer, v.ccgsl_pointer );
    std::swap( count, v.count );
      }
    private:
      gsl_multimin_fminimizer* ccgsl_pointer;
      size_t* count;
    public:
      // shared reference functions
      gsl_multimin_fminimizer* 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; }
 
      inline static int set( fminimizer& s, multimin::function& f,
              vector const& x, vector const& step_size ){
    return gsl_multimin_fminimizer_set( s.get(), &f, x.get(), step_size.get() ); }
      inline static int set( fminimizer& s, gsl_multimin_function* f,
              vector const& x, vector const& step_size ){
    return gsl_multimin_fminimizer_set( s.get(), f, x.get(), step_size.get() ); }
      
      inline static char const* name( fminimizer const& s ){
    return gsl_multimin_fminimizer_name( s.get() ); } 
      
      inline static int iterate( fminimizer& s ){
    return gsl_multimin_fminimizer_iterate( s.get() ); }
 
      inline static vector x( fminimizer const& s ){
    vector v;
    v.wrap_gsl_vector_without_ownership( gsl_multimin_fminimizer_x( s.get() ) );
    return v;
      }
      inline static double minimum( fminimizer const& s ){
    return gsl_multimin_fminimizer_minimum( s.get() );
      }
      
      inline static double size( fminimizer const& s ){
    return gsl_multimin_fminimizer_size( s.get() ); }
      int set( multimin::function& f, vector const& x, vector const& step_size  ){
    return gsl_multimin_fminimizer_set( get(), &f, x.get(), step_size.get() ); }
      int set( gsl_multimin_function* f, vector const& x, vector const& step_size  ){
    return gsl_multimin_fminimizer_set( get(), f, x.get(), step_size.get() ); }
      char const* name(){ return gsl_multimin_fminimizer_name( get() ); } 
      int iterate(){
    return gsl_multimin_fminimizer_iterate( get() ); }
      vector x(){
    vector v;
    v.wrap_gsl_vector_without_ownership( gsl_multimin_fminimizer_x( get() ) );
    return v;
      }
      double minimum(){
    return gsl_multimin_fminimizer_minimum( get() );
      }
      double size(){
    return gsl_multimin_fminimizer_size( get() ); }
 
      // Fminimizer types
      inline static type const* nmsimplex(){ return gsl_multimin_fminimizer_nmsimplex; }
      inline static type const* nmsimplex2(){ return gsl_multimin_fminimizer_nmsimplex2; }
      inline static type const* nmsimplex2rand(){ return gsl_multimin_fminimizer_nmsimplex2rand; }
    };
    
    namespace test {
      inline int gradient( vector const& g, double epsabs ){
    return gsl_multimin_test_gradient( g.get(), epsabs ); }
      
      inline int size( double const size, double epsabs ){
    return gsl_multimin_test_size( size, epsabs ); }
    }
 
    class fdfminimizer {
      typedef gsl_multimin_fdfminimizer_type type;
    public:
      fdfminimizer(){
    ccgsl_pointer = 0;
    count = 0; // initially nullptr will do
      }
      // Refines random access container
      // Refines assignable
      explicit fdfminimizer( type const* T, size_t const n ){
    ccgsl_pointer = gsl_multimin_fdfminimizer_alloc( T, n );
    // just plausibly we could allocate fdfminimizer but not count
    try { count = new size_t; } catch( std::bad_alloc& e ){
      // try to tidy up before rethrowing
      gsl_multimin_fdfminimizer_free( ccgsl_pointer );
      throw e;
    }
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }
      explicit fdfminimizer( gsl_multimin_fdfminimizer* 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
      fdfminimizer( fdfminimizer const& v ){ ccgsl_pointer = v.ccgsl_pointer;
    count = v.count; if( count != 0 ) ++*count; }
      // assignment operator
      fdfminimizer& operator=( fdfminimizer const& v ){
    // first, possibly delete anything pointed to by this
    if( count == 0 or --*count == 0 ){
      if( ccgsl_pointer != 0 ) gsl_multimin_fdfminimizer_free( ccgsl_pointer );
      delete count;
    } // Then copy
    ccgsl_pointer = v.ccgsl_pointer; count = v.count; if( count != 0 ) ++*count; return *this;
      }
      // destructor
      ~fdfminimizer(){
    if( count == 0 or --*count == 0 ){
      // could have allocated null pointer
      if( ccgsl_pointer != 0 ) gsl_multimin_fdfminimizer_free( ccgsl_pointer );
      delete count;
    }
      }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
    fdfminimizer( fdfminimizer&& v ) : ccgsl_pointer( v.ccgsl_pointer ), count( nullptr ){
      std::swap( count, v.count );
      v.ccgsl_pointer = nullptr;
    }
    fdfminimizer& operator=( fdfminimizer&& v ){
      fdfminimizer( std::move( v ) ).swap( *this );
      return *this;
    }
#endif
      // Refines equality comparable
      // == operator
      bool operator==( fdfminimizer const& v ) const { return ccgsl_pointer == v.ccgsl_pointer; }
      // != operator
      bool operator!=( fdfminimizer const& v ) const { return not operator==( v ); }
      // Refines forward container
      // Refines less than comparable
      // operator<
      bool operator<( fdfminimizer const& v ) const { return ccgsl_pointer < v.ccgsl_pointer; }
      // operator>
      bool operator>( fdfminimizer const& v ) const { return ccgsl_pointer > v.ccgsl_pointer; }
      // operator<=
      bool operator<=( fdfminimizer const& v ) const { return ccgsl_pointer <= v.ccgsl_pointer; }
      // operator>=
      bool operator>=( fdfminimizer 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( fdfminimizer& v ){
    std::swap( ccgsl_pointer, v.ccgsl_pointer );
    std::swap( count, v.count );
      }
    private:
      gsl_multimin_fdfminimizer* ccgsl_pointer;
      size_t* count;
    public:
      // shared reference functions
      gsl_multimin_fdfminimizer* 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; }
 
      inline static int set( fdfminimizer& s, function_fdf* fdf, vector const& x,
              double step_size, double tol ){
    return gsl_multimin_fdfminimizer_set( s.get(), fdf, x.get(), step_size, tol ); }
      inline static int set( fdfminimizer& s, function_fdf& fdf, vector const& x,
              double step_size, double tol ){
    return gsl_multimin_fdfminimizer_set( s.get(), &fdf, x.get(), step_size, tol ); }
 
      inline static char const* name( fdfminimizer const& s ){
    return gsl_multimin_fdfminimizer_name( s.get() ); }
 
      inline static int iterate( fdfminimizer& s ){
    return gsl_multimin_fdfminimizer_iterate( s.get() ); }
 
      inline static int restart( fdfminimizer& s ){
    return gsl_multimin_fdfminimizer_restart( s.get() ); }
 
      inline static vector x( fdfminimizer const& s ){
    vector v;
    v.wrap_gsl_vector_without_ownership( gsl_multimin_fdfminimizer_x( s.get() ) );
    return v;
      }
 
      inline static vector dx( fdfminimizer const& s ){
    vector v;
    v.wrap_gsl_vector_without_ownership( gsl_multimin_fdfminimizer_dx( s.get() ) );
    return v;
      }
 
      inline static vector gradient( fdfminimizer const& s ){
    vector v;
    v.wrap_gsl_vector_without_ownership( gsl_multimin_fdfminimizer_gradient( s.get() ) );
    return v;
      }
 
      inline static double minimum( fdfminimizer const& s ){
    return gsl_multimin_fdfminimizer_minimum( s.get() ); }
 
      inline int set( function_fdf* fdf, vector const& x,
              double step_size, double tol ){
    return gsl_multimin_fdfminimizer_set( get(), fdf, x.get(), step_size, tol ); }
      inline int set( function_fdf& fdf, vector const& x,
              double step_size, double tol ){
    return gsl_multimin_fdfminimizer_set( get(), &fdf, x.get(), step_size, tol ); }
 
      inline char const* name(){ return gsl_multimin_fdfminimizer_name( get() ); }
 
      inline int iterate(){
    return gsl_multimin_fdfminimizer_iterate( get() ); }
 
      inline int restart(){
    return gsl_multimin_fdfminimizer_restart( get() ); }
 
      inline vector x(){
    vector v;
    v.wrap_gsl_vector_without_ownership( gsl_multimin_fdfminimizer_x( get() ) );
    return v;
      }
 
      inline vector dx(){
    vector v;
    v.wrap_gsl_vector_without_ownership( gsl_multimin_fdfminimizer_dx( get() ) );
    return v;
      }
 
      inline vector gradient(){
    vector v;
    v.wrap_gsl_vector_without_ownership( gsl_multimin_fdfminimizer_gradient( get() ) );
    return v;
      }
 
      inline double minimum(){
    return gsl_multimin_fdfminimizer_minimum( get() ); }
 
      inline static type const* steepest_descent(){ return gsl_multimin_fdfminimizer_steepest_descent; }
      inline static type const* conjugate_pr(){ return gsl_multimin_fdfminimizer_conjugate_pr; }
      inline static type const* conjugate_fr(){ return gsl_multimin_fdfminimizer_conjugate_fr; }
      inline static type const* vector_bfgs(){ return gsl_multimin_fdfminimizer_vector_bfgs; }
      inline static type const* vector_bfgs2(){ return gsl_multimin_fdfminimizer_vector_bfgs2; }
    };
 
 
  }
}
#endif