a_fn.h

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/*
Copyright 2010-2011 Pierre SMARS (smars@yuntech.edu.tw)
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, see <http://www.gnu.org/licenses/>.
*/
#ifndef _VE_FN_H_
#define _VE_FN_H_
 
// .NAME a_fn - a function unit
// .PORTABILITY : ansi C++
// .SECTION Author
//  Pierre Smars
 
#include "a_mat_c.h"
 
#include <valarray>
#include <iostream>
 
class a_fn
{
public:
        a_fn(int nv = 1, double dmin = 1.e-5, double gmin = 1e-6);
        virtual ~a_fn();
 
        void dmin(double dmin) {dmin_ = dmin;}
        double dmin() {return dmin_;}
        void gmin(double gmin) {gmin_ = gmin;}
        double gmin() {return gmin_;}
        int nv() {return nv_;}
        a_mat_c * getX() {return x_;}
        double getX(int ai) {return (*x_)(ai);}
        void showX(std::ostream& o);
        void setX(const a_mat_c&);
        void setX(int ai, double val) {(*x_)(ai)=val;}
        virtual double getF() = 0;
        double getdF(int ai);
        void getGrad(a_mat_c&);
        void dx(int ai);
        void newton(int ai);
        void incr(double alpha,const a_mat_c& dir);
        void minGold0(const a_mat_c& dir, double A1, double B1);
    void minGold(const a_mat_c& dir);
    void mingrad();  //steepest descent method
    void minsyst();  //univariate method
    bool minver(); //test de convergence sur le gradiant
    void minDFP(); //Davidon-Fletcher-Powell Method
        
protected:
        int                                     nv_;
        a_mat_c *                       x_;
        a_mat_c *                       x0_;
        double                          dmin_;//increment ~infinitesimal
        double                          gmin_;//la norme du gradiant qui stoppe les iter
 
        void setx0() {*x0_ = *x_;}
 
private:
        void go(double alpha, const a_mat_c& dir);
        double gF(double alpha,  const a_mat_c& dir);
};
 
 
#endif