GSLMultiFitFunctionAdapter.h

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// @(#)root/mathmore:$Id: GSLMultiFitFunctionAdapter.h 33180 2010-04-25 10:14:07Z moneta $
// Authors: L. Moneta, Dec 2006

 /**********************************************************************
  *                                                                    *
  * Copyright (c) 2004 ROOT Foundation,  CERN/PH-SFT                   *
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  * This library is free software; you can redistribute it and/or      *
  * modify it under the terms of the GNU General Public License        *
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// Header file for class GSLMultiMinFunctionAdapter
//
// Generic adapter for gsl_multimin_function signature 
// usable for any c++ class which defines operator( ) 
// 
// Created by: Lorenzo Moneta  at Fri Nov 12 16:58:51 2004
// 
// Last update: Fri Nov 12 16:58:51 2004
// 
#ifndef ROOT_Math_GSLMultiFitFunctionAdapter
#define ROOT_Math_GSLMultiFitFunctionAdapter

#include "gsl/gsl_vector.h"
#include "gsl/gsl_matrix.h"

#include <cassert>

#include <iostream>

namespace ROOT {
namespace Math {



  /**
     Class for adapting a C++ functor class to C function pointers used by GSL MultiFit 
     Algorithm
     The templated C++ function class must implement: 

    <em> double operator( const double *  x)</em>
    and if the derivatives are required: 
    <em> void Gradient( const double *   x, double * g)</em>
    and 
    <em> void FdF( const double *   x, double &f, double * g)</em>
    
    This class defines static methods with will be used to fill the 
    \a gsl_multimin_function and 
    \a gsl_multimin_function_fdf structs used by GSL. 
    See for examples the 
    <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Providing-a-function-to-minimize.html#Providing-a-function-to-minimize">GSL online manual</A>

   @ingroup MultiMin
  */ 
     

template<class FuncVector> 
class GSLMultiFitFunctionAdapter {

public: 
    
   static int F( const gsl_vector * x, void * p, gsl_vector * f ) { 
      // p is a pointer to an iterator of functions
      unsigned int n = f->size;
      // need to copy iterator otherwise next time the function is called it wont work 
      FuncVector  & funcVec = *( reinterpret_cast< FuncVector *> (p) );
      if (n == 0) return -1; 
      for (unsigned int i = 0; i < n ; ++i) { 
         gsl_vector_set(f, i, (funcVec[i])(x->data) );
      }
      return 0; 
   }

    
   static int Df(  const gsl_vector * x, void * p, gsl_matrix * h) { 
      
      // p is a pointer to an iterator of functions
      unsigned int n = h->size1;
      unsigned int npar = h->size2;
      if (n == 0) return -1; 
      if (npar == 0) return -2; 
      FuncVector  & funcVec = *( reinterpret_cast< FuncVector *> (p) );
      for (unsigned int i = 0; i < n ; ++i) { 
         double * g = (h->data)+i*npar;   //pointer to start  of i-th row
         assert ( npar == (funcVec[i]).NDim() );
         (funcVec[i]).Gradient(x->data, g); 
      }
      return 0; 
   }

   /// evaluate derivative and function at the same time 
   static int FDf(  const gsl_vector * x, void * p,  gsl_vector * f, gsl_matrix * h) { 
      // should be implemented in the function
      // p is a pointer to an iterator of functions
      unsigned int n = h->size1;
      unsigned int npar = h->size2;
      if (n == 0) return -1; 
      if (npar == 0) return -2; 
      FuncVector  & funcVec = *( reinterpret_cast< FuncVector *> (p) );
      assert ( f->size == n); 
      for (unsigned int i = 0; i < n ; ++i) { 
         assert ( npar == (funcVec[i]).NDim() );
         double fval = 0; 
         double * g = (h->data)+i*npar;   //pointer to start  of i-th row
         (funcVec[i]).FdF(x->data, fval, g); 
         gsl_vector_set(f, i, fval  );
      }
      return 0; 
   }

};


} // namespace Math
} // namespace ROOT


#endif /* ROOT_Math_GSLMultiMinFunctionAdapter */

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