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efc.h
1 //
2 // efc.h
3 //
4 // Copyright (C) 1996 Limit Point Systems, Inc.
5 //
6 // Author: Edward Seidl <seidl@janed.com>
7 // Maintainer: LPS
8 //
9 // This file is part of the SC Toolkit.
10 //
11 // The SC Toolkit is free software; you can redistribute it and/or modify
12 // it under the terms of the GNU Library General Public License as published by
13 // the Free Software Foundation; either version 2, or (at your option)
14 // any later version.
15 //
16 // The SC Toolkit is distributed in the hope that it will be useful,
17 // but WITHOUT ANY WARRANTY; without even the implied warranty of
18 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
19 // GNU Library General Public License for more details.
20 //
21 // You should have received a copy of the GNU Library General Public License
22 // along with the SC Toolkit; see the file COPYING.LIB. If not, write to
23 // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
24 //
25 // The U.S. Government is granted a limited license as per AL 91-7.
26 //
27
28 #ifndef _math_optimize_efc_h
29 #define _math_optimize_efc_h
30
31 #ifdef __GNUC__
32 #pragma interface
33 #endif
34
35 #include <util/state/state.h>
36 #include <util/class/class.h>
37 #include <math/scmat/matrix.h>
38 #include <math/optimize/function.h>
39 #include <math/optimize/opt.h>
40 #include <math/optimize/update.h>
41
42 namespace sc {
43
49 class EFCOpt: public Optimize {
50 protected:
51 int tstate;
52 int modef;
53
54 double maxabs_gradient;
55 double convergence_;
56 double accuracy_;
57
58 RefSymmSCMatrix hessian_;
59 Ref<HessianUpdate> update_;
60 RefSCVector last_mode_;
61
62 public:
91 EFCOpt(const Ref<KeyVal>&);
92 EFCOpt(StateIn&);
93 ~EFCOpt();
94 void save_data_state(StateOut&);
95
96 void apply_transform(const Ref<NonlinearTransform>&);
97
98 void init();
99 int update();
100 };
101
102 }
103
104 #endif
105
106 // Local Variables:
107 // mode: c++
108 // c-file-style: "ETS"
109 // End: