File: math_FRPR.hxx

package info (click to toggle)
oce 0.18.3-2
  • links: PTS, VCS
  • area: main
  • in suites: bookworm
  • size: 301,548 kB
  • sloc: cpp: 1,190,609; ansic: 67,225; sh: 11,630; tcl: 7,954; cs: 5,221; python: 2,867; java: 1,522; makefile: 342; xml: 292; perl: 37
file content (127 lines) | stat: -rw-r--r-- 3,848 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
// This file is generated by WOK (CPPExt).
// Please do not edit this file; modify original file instead.
// The copyright and license terms as defined for the original file apply to 
// this header file considered to be the "object code" form of the original source.

#ifndef _math_FRPR_HeaderFile
#define _math_FRPR_HeaderFile

#include <Standard.hxx>
#include <Standard_DefineAlloc.hxx>
#include <Standard_Macro.hxx>

#include <Standard_Boolean.hxx>
#include <math_Vector.hxx>
#include <Standard_Real.hxx>
#include <Standard_Integer.hxx>
#include <math_Status.hxx>
#include <Standard_OStream.hxx>
class Standard_DimensionError;
class StdFail_NotDone;
class math_MultipleVarFunctionWithGradient;



//! this class implements the Fletcher-Reeves-Polak_Ribiere minimization
//! algorithm of a function of multiple variables.
//! Knowledge of the function's gradient is required.
class math_FRPR 
{
public:

  DEFINE_STANDARD_ALLOC

  

  //! Initializes the computation of the minimum of F.
  //! Warning: constructor does not perform computations.
  Standard_EXPORT math_FRPR(const math_MultipleVarFunctionWithGradient& theFunction, const Standard_Real theTolerance, const Standard_Integer theNbIterations = 200, const Standard_Real theZEPS = 1.0e-12);
  
  //! Destructor alias.
  Standard_EXPORT   void Delete()  const;
  Standard_EXPORT virtual ~math_FRPR();
  

  //! The solution F = Fi is found when
  //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
  Standard_EXPORT   void Perform (math_MultipleVarFunctionWithGradient& theFunction, const math_Vector& theStartingPoint) ;
  

  //! The solution F = Fi is found when:
  //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS.
  //! The maximum number of iterations allowed is given by NbIterations.
    virtual   Standard_Boolean IsSolutionReached (math_MultipleVarFunctionWithGradient& theFunction) ;
  
  //! Returns true if the computations are successful, otherwise returns false.
      Standard_Boolean IsDone()  const;
  
  //! returns the location vector of the minimum.
  //! Exception NotDone is raised if the minimum was not found.
     const  math_Vector& Location()  const;
  
  //! outputs the location vector of the minimum in Loc.
  //! Exception NotDone is raised if the minimum was not found.
  //! Exception DimensionError is raised if the range of Loc is not
  //! equal to the range of the StartingPoint.
      void Location (math_Vector& Loc)  const;
  
  //! returns the value of the minimum.
  //! Exception NotDone is raised if the minimum was not found.
      Standard_Real Minimum()  const;
  
  //! returns the gradient vector at the minimum.
  //! Exception NotDone is raised if the minimum was not found.
     const  math_Vector& Gradient()  const;
  
  //! outputs the gradient vector at the minimum in Grad.
  //! Exception NotDone is raised if the minimum was not found.
  //! Exception DimensionError is raised if the range of Grad is not
  //! equal to the range of the StartingPoint.
      void Gradient (math_Vector& Grad)  const;
  
  //! returns the number of iterations really done during the
  //! computation of the minimum.
  //! Exception NotDone is raised if the minimum was not found.
      Standard_Integer NbIterations()  const;
  
  //! Prints on the stream o information on the current state
  //! of the object.
  //! Is used to redefine the operator <<.
  Standard_EXPORT   void Dump (Standard_OStream& o)  const;




protected:



  math_Vector TheLocation;
  math_Vector TheGradient;
  Standard_Real TheMinimum;
  Standard_Real PreviousMinimum;
  Standard_Real XTol;
  Standard_Real EPSZ;


private:



  Standard_Boolean Done;
  Standard_Integer Iter;
  Standard_Integer State;
  math_Status TheStatus;
  Standard_Integer Itermax;


};


#include <math_FRPR.lxx>





#endif // _math_FRPR_HeaderFile