DerivMinimizer.h

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// Mantid Repository : https://github.com/mantidproject/mantid
//
// Copyright © 2009 ISIS Rutherford Appleton Laboratory UKRI,
//   NScD Oak Ridge National Laboratory, European Spallation Source,
//   Institut Laue - Langevin & CSNS, Institute of High Energy Physics, CAS
// SPDX - License - Identifier: GPL - 3.0 +
#pragma once
 
//----------------------------------------------------------------------
// Includes
//----------------------------------------------------------------------
#include "MantidAPI/IFuncMinimizer.h"
#include "MantidCurveFitting/DllConfig.h"
 
#include <gsl/gsl_multifit_nlin.h>
#include <gsl/gsl_multimin.h>
 
namespace Mantid {
namespace CurveFitting {
namespace FuncMinimisers {
class MANTID_CURVEFITTING_DLL DerivMinimizer : public API::IFuncMinimizer {
public:
  DerivMinimizer();
  DerivMinimizer(const double stepSize, const double tolerance);
  ~DerivMinimizer() override;
 
  bool iterate(size_t) override;
  double costFunctionVal() override;
  void calCovarianceMatrix(gsl_matrix *covar, double epsrel = 0.0001);
  void initialize(API::ICostFunction_sptr function, size_t maxIterations = 0) override;
  void setStopGradient(const double value);
 
protected:
  virtual const gsl_multimin_fdfminimizer_type *getGSLMinimizerType() = 0;
 
  API::ICostFunction_sptr m_costFunction;
 
  gsl_multimin_fdfminimizer *m_gslSolver;
 
  gsl_multimin_function_fdf m_gslMultiminContainer;
 
  gsl_vector *m_x;
 
  double m_stopGradient;
  double m_stepSize;
  double m_tolerance;
  static double fun(const gsl_vector *x, void *params);
  static void dfun(const gsl_vector *x, void *params, gsl_vector *g);
  static void fundfun(const gsl_vector *x, void *params, double *f, gsl_vector *g);
 
private:
  void initGSLMMin();
};
 
} // namespace FuncMinimisers
} // namespace CurveFitting
} // namespace Mantid