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gsl_multimin.hh
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1/* -*- mia-c++ -*-
2 *
3 * This file is part of MIA - a toolbox for medical image analysis
4 * Copyright (c) Leipzig, Madrid 1999-2017 Gert Wollny
5 *
6 * MIA is free software; you can redistribute it and/or modify
7 * it under the terms of the GNU General Public License as published by
8 * the Free Software Foundation; either version 3 of the License, or
9 * (at your option) any later version.
10 *
11 * This program is distributed in the hope that it will be useful,
12 * but WITHOUT ANY WARRANTY; without even the implied warranty of
13 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
14 * GNU General Public License for more details.
15 *
16 * You should have received a copy of the GNU General Public License
17 * along with MIA; if not, see <http://www.gnu.org/licenses/>.
18 *
19 */
20
21#ifndef GSLPP_MULTIMIN_HH
22#define GSLPP_MULTIMIN_HH
23
24#include <memory>
26#include <gsl/gsl_multimin.h>
28
29namespace gsl
30{
31
36{
37public:
42 class Problem
43 {
44 public:
48 Problem(size_t n_params);
49
55 static double f(const gsl_vector *x, void *params);
56
62 static void df(const gsl_vector *x, void *params, gsl_vector *g);
63
69 static void fdf(const gsl_vector *x, void *params, double *f, gsl_vector *g);
70
71 operator gsl_multimin_function_fdf *();
72
73 size_t size() const;
74 private:
75 virtual double do_f(const Vector& x) = 0;
76 virtual void do_df(const Vector& x, Vector& g) = 0;
77 virtual double do_fdf(const Vector& x, Vector& g) = 0;
78 gsl_multimin_function_fdf m_func;
79 };
80 typedef std::shared_ptr<Problem> PProblem;
81
87 CFDFMinimizer(PProblem p, const gsl_multimin_fdfminimizer_type *ot);
88
89
91
95 void set_g_tol(double tol);
96
100 void set_stop_eps(double tol);
101
107 int run(Vector& x);
108
109private:
110 struct CFDFMinimizerImpl *impl;
111};
112
113
118{
119public:
126 {
127 public:
131 Problem(size_t n_params);
132
139 static double f(const gsl_vector *x, void *params);
140
141 operator gsl_multimin_function *();
142
143 size_t size() const;
144 private:
145 virtual double do_f(const Vector& x) = 0;
146 gsl_multimin_function m_func;
147 };
148 typedef std::shared_ptr<Problem> PProblem;
149
155 CFMinimizer(PProblem p, const gsl_multimin_fminimizer_type *ot);
156
158
164 int run(Vector& x);
165private:
166 struct CFMinimizerImpl *impl;
167};
168
169}
170
171#endif
Problem(size_t n_params)
static void df(const gsl_vector *x, void *params, gsl_vector *g)
static void fdf(const gsl_vector *x, void *params, double *f, gsl_vector *g)
static double f(const gsl_vector *x, void *params)
CFDFMinimizer(PProblem p, const gsl_multimin_fdfminimizer_type *ot)
void set_stop_eps(double tol)
int run(Vector &x)
std::shared_ptr< Problem > PProblem
Definition: gsl_multimin.hh:80
void set_g_tol(double tol)
Problem(size_t n_params)
static double f(const gsl_vector *x, void *params)
CFMinimizer(PProblem p, const gsl_multimin_fminimizer_type *ot)
int run(Vector &x)
std::shared_ptr< Problem > PProblem
#define EXPORT_GSL
Definition: gsl_defines.hh:38