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# update.h

    00001 //
    00002 // update.h
    00003 //
    00004 // Copyright (C) 1996 Limit Point Systems, Inc.
    00005 //
    00006 // Author: Curtis Janssen <cljanss@limitpt.com>
    00007 // Maintainer: LPS
    00008 //
    00009 // This file is part of the SC Toolkit.
    00010 //
    00011 // The SC Toolkit is free software; you can redistribute it and/or modify
    00012 // it under the terms of the GNU Library General Public License as published by
    00013 // the Free Software Foundation; either version 2, or (at your option)
    00014 // any later version.
    00015 //
    00016 // The SC Toolkit is distributed in the hope that it will be useful,
    00017 // but WITHOUT ANY WARRANTY; without even the implied warranty of
    00018 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    00019 // GNU Library General Public License for more details.
    00020 //
    00021 // You should have received a copy of the GNU Library General Public License
    00022 // along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
    00023 // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
    00024 //
    00025 // The U.S. Government is granted a limited license as per AL 91-7.
    00026 //
    00027
    00028 #ifndef _math_optimize_update_h
    00029 #define _math_optimize_update_h
    00030
    00031 #ifdef __GNUC__
    00032 #pragma interface
    00033 #endif
    00034
    00035 #include <util/state/state.h>
    00036 #include <util/class/class.h>
    00037 #include <math/scmat/matrix.h>
    00038 #include <math/optimize/function.h>
    00039 #include <math/optimize/transform.h>
    00040
    00041 namespace sc {
    00042
    00043 // //////////////////////////////////////////////////////////////////////
    00044 //  hessian update classes.  based on the value of inverse_hessian_
    00045 //  x and g may be reversed (see Schlegel, ab initio Methods in Quantum
    00046 //  Chemistry I, 1987, p 10
    00047
    00048
    00054 class HessianUpdate: virtual public SavableState {
    00055   protected:
    00056     int inverse_hessian_;
    00057   public:
    00058     HessianUpdate();
    00059     HessianUpdate(StateIn&);
    00060     HessianUpdate(const Ref<KeyVal>&);
    00061     void save_data_state(StateOut&);
    00062     virtual ~HessianUpdate();
    00063     virtual void update(const RefSymmSCMatrix&hessian,const Ref<Function>&,
    00064                         const RefSCVector&xnew,const RefSCVector&gnew) = 0;
    00065     virtual void set_inverse();
    00066     virtual void apply_transform(const Ref<NonlinearTransform>&);
    00067 };
    00068
    00069
    00072 class DFPUpdate: public HessianUpdate {
    00073   protected:
    00074     RefSCVector xprev;
    00075     RefSCVector gprev;
    00076   public:
    00077     DFPUpdate();
    00078     DFPUpdate(StateIn&);
    00092     DFPUpdate(const Ref<KeyVal>&);
    00093     void save_data_state(StateOut&);
    00094     ~DFPUpdate();
    00095     void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
    00096                 const RefSCVector&xnew,const RefSCVector&gnew);
    00097     void apply_transform(const Ref<NonlinearTransform>&);
    00098     void set_inverse();
    00099 };
    00100
    00104 class BFGSUpdate: public DFPUpdate {
    00105   public:
    00106     BFGSUpdate();
    00107     BFGSUpdate(StateIn&);
    00108     BFGSUpdate(const Ref<KeyVal>&);
    00109     void save_data_state(StateOut&);
    00110     ~BFGSUpdate();
    00111     void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
    00112                 const RefSCVector&xnew,const RefSCVector&gnew);
    00113 };
    00114
    00119 class PowellUpdate: public HessianUpdate {
    00120   protected:
    00121     RefSCVector xprev;
    00122     RefSCVector gprev;
    00123   public:
    00124     PowellUpdate();
    00125     PowellUpdate(StateIn&);
    00126     PowellUpdate(const Ref<KeyVal>&);
    00127     void save_data_state(StateOut&);
    00128     ~PowellUpdate();
    00129     void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&func,
    00130                 const RefSCVector&xnew,const RefSCVector&gnew);
    00131     void apply_transform(const Ref<NonlinearTransform>&);
    00132 };
    00133
    00134 }
    00135
    00136 #endif
    00137
    00138 // Local Variables:
    00139 // mode: c++
    00140 // c-file-style: "CLJ"
    00141 // End: