File: math_FunctionSetRoot.hxx

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// File generated by CPPExt (Value)
//
//                     Copyright (C) 1991 - 2000 by  
//                      Matra Datavision SA.  All rights reserved.
//  
//                     Copyright (C) 2001 - 2004 by
//                     Open CASCADE SA.  All rights reserved.
// 
// This file is part of the Open CASCADE Technology software.
//
// This software may be distributed and/or modified under the terms and
// conditions of the Open CASCADE Public License as defined by Open CASCADE SA
// and appearing in the file LICENSE included in the packaging of this file.
//  
// This software is distributed on an "AS IS" basis, without warranty of any
// kind, and Open CASCADE SA hereby disclaims all such warranties,
// including without limitation, any warranties of merchantability, fitness
// for a particular purpose or non-infringement. Please see the License for
// the specific terms and conditions governing rights and limitations under the
// License.

#ifndef _math_FunctionSetRoot_HeaderFile
#define _math_FunctionSetRoot_HeaderFile

#ifndef _Standard_Boolean_HeaderFile
#include <Standard_Boolean.hxx>
#endif
#ifndef _math_Vector_HeaderFile
#include <math_Vector.hxx>
#endif
#ifndef _math_Matrix_HeaderFile
#include <math_Matrix.hxx>
#endif
#ifndef _Standard_Integer_HeaderFile
#include <Standard_Integer.hxx>
#endif
#ifndef _math_IntegerVector_HeaderFile
#include <math_IntegerVector.hxx>
#endif
#ifndef _Standard_OStream_HeaderFile
#include <Standard_OStream.hxx>
#endif
class StdFail_NotDone;
class Standard_DimensionError;
class math_FunctionSetWithDerivatives;
class math_Vector;
class math_Matrix;


#ifndef _Standard_HeaderFile
#include <Standard.hxx>
#endif
#ifndef _Standard_Macro_HeaderFile
#include <Standard_Macro.hxx>
#endif

//! The math_FunctionSetRoot class calculates the root <br>
//! of a set of N functions of M variables (N<M, N=M or N>M). Knowing <br>
//! an initial guess of the solution and using a minimization algorithm, a search <br>
//! is made in the Newton direction and then in the Gradient direction if there <br>
//! is no success in the Newton direction. This algorithm can also be <br>
//! used for functions minimization. Knowledge of all the partial <br>
//! derivatives (the Jacobian) is required. <br>
class math_FunctionSetRoot  {

public:

    void* operator new(size_t,void* anAddress) 
      {
        return anAddress;
      }
    void* operator new(size_t size) 
      { 
        return Standard::Allocate(size); 
      }
    void  operator delete(void *anAddress) 
      { 
        if (anAddress) Standard::Free((Standard_Address&)anAddress); 
      }
 // Methods PUBLIC
 // 

//! is used in a sub-class to initialize correctly all the fields <br>
//!          of this class. <br>
//!          The range (1, F.NbVariables()) must be especially <br>
//!          respected for all vectors and matrix declarations. <br>
Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F,const math_Vector& Tolerance,const Standard_Integer NbIterations = 100);

//! is used in a sub-class to initialize correctly all the fields <br>
//!          of this class. <br>
//!          The range (1, F.NbVariables()) must be especially <br>
//!          respected for all vectors and matrix declarations. <br>
//!          The method SetTolerance must be called after this <br>
//!          constructor. <br>
Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F,const Standard_Integer NbIterations = 100);

//! is used to improve the root of the function F <br>
//!          from the initial guess StartingPoint. <br>
//!          The maximum number of iterations allowed is given by <br>
//!          NbIterations. <br>
//!          In this case, the solution is found when: <br>
//!          abs(Xi - Xi-1)(j) <= Tolerance(j) for all unknowns. <br>
Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F,const math_Vector& StartingPoint,const math_Vector& Tolerance,const Standard_Integer NbIterations = 100);

//! is used to improve the root of the function F <br>
//!          from the initial guess StartingPoint. <br>
//!          The maximum number of iterations allowed is given <br>
//!          by NbIterations. <br>
//!          In this case, the solution is found when: <br>
//!          abs(Xi - Xi-1) <= Tolerance for all unknowns. <br>
Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F,const math_Vector& StartingPoint,const math_Vector& Tolerance,const math_Vector& infBound,const math_Vector& supBound,const Standard_Integer NbIterations = 100);


Standard_EXPORT virtual  void Delete() ;
Standard_EXPORT virtual ~math_FunctionSetRoot(){Delete();}

//! Initializes the tolerance values. <br>
Standard_EXPORT   void SetTolerance(const math_Vector& Tolerance) ;

//! Improves the root of function F from the initial guess <br>
//! StartingPoint. infBound and supBound may be given to constrain the solution. <br>
//! Warning <br>
//! This method is called when computation of the solution is <br>
//! not performed by the constructors. <br>
Standard_EXPORT   void Perform(math_FunctionSetWithDerivatives& F,const math_Vector& StartingPoint,const math_Vector& infBound,const math_Vector& supBound) ;

//! This routine is called at the end of each iteration <br>
//!          to check if the solution was found. It can be redefined <br>
//!          in a sub-class to implement a specific test to stop the <br>
//!          iterations. <br>
//!          In this case, the solution is found when: <br>
//!          abs(Xi - Xi-1) <= Tolerance for all unknowns. <br>
Standard_EXPORT virtual  Standard_Boolean IsSolutionReached(math_FunctionSetWithDerivatives& F) ;

//! Returns true if the computations are successful, otherwise returns false. <br>
  Standard_Boolean IsDone() const;
//! Returns the number of iterations really done <br>
//!          during the computation of the root. <br>
//!          Exception NotDone is raised if the root was not found. <br>
  Standard_Integer NbIterations() const;
//! returns the stateNumber (as returned by <br>
//!          F.GetStateNumber()) associated to the root found. <br>
  Standard_Integer StateNumber() const;
//! Returns the value of the root of function F. <br>
//!          Exception NotDone is raised if the root was not found. <br>
 const math_Vector& Root() const;

//! Outputs the root vector in Root. <br>
//!          Exception NotDone is raised if the root was not found. <br>
//!          Exception DimensionError is raised if the range of Root <br>
//!          is not equal to the range of the StartingPoint. <br>
Standard_EXPORT   void Root(math_Vector& Root) const;
//! Returns the matrix value of the derivative at the root. <br>
//!          Exception NotDone is raised if the root was not found. <br>
 const math_Matrix& Derivative() const;
//! outputs the matrix value of the derivative <br>
//!          at the root in Der. <br>
//!          Exception NotDone is raised if the root was not found. <br>
//!          Exception DimensionError is raised if the column range <br>
//!          of <Der> is not equal to the range of the startingPoint. <br>
  void Derivative(math_Matrix& Der) const;
//! returns the vector value of the error done <br>
//!          on the functions at the root. <br>
//!          Exception NotDone is raised if the root was not found. <br>
 const math_Vector& FunctionSetErrors() const;

//! outputs the vector value of the error done <br>
//!          on the functions at the root in Err. <br>
//!          Exception NotDone is raised if the root was not found. <br>
//!          Exception DimensionError is raised if the range of Err <br>
//!          is not equal to the range of the StartingPoint. <br>
Standard_EXPORT   void FunctionSetErrors(math_Vector& Err) const;

//! Prints on the stream o information on the current state <br>
//!          of the object. <br>
//!          Is used to redefine the operator <<. <br>
Standard_EXPORT   void Dump(Standard_OStream& o) const;





protected:

 // Methods PROTECTED
 // 


 // Fields PROTECTED
 //
math_Vector Delta;
math_Vector Sol;
math_Matrix DF;
math_Vector Tol;


private: 

 // Methods PRIVATE
 // 


 // Fields PRIVATE
 //
Standard_Boolean Done;
Standard_Integer Kount;
Standard_Integer State;
Standard_Integer Itermax;
math_Vector InfBound;
math_Vector SupBound;
math_Vector SolSave;
math_Vector GH;
math_Vector DH;
math_Vector DHSave;
math_Vector FF;
math_Vector PreviousSolution;
math_Vector Save;
math_IntegerVector Constraints;
math_Vector Temp1;
math_Vector Temp2;
math_Vector Temp3;
math_Vector Temp4;


};


#include <math_FunctionSetRoot.lxx>



// other Inline functions and methods (like "C++: function call" methods)
//


#endif