TrustRegionMinimizer.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 "MantidAPI/IFunction.h"
#include "MantidCurveFitting/CostFunctions/CostFuncLeastSquares.h"
#include "MantidCurveFitting/EigenFortranDefs.h"
#include "MantidCurveFitting/EigenJacobian.h"
#include "MantidCurveFitting/RalNlls/Workspaces.h"
 
namespace Mantid {
namespace CurveFitting {
namespace FuncMinimisers {
class MANTID_CURVEFITTING_DLL TrustRegionMinimizer : public API::IFuncMinimizer {
public:
  TrustRegionMinimizer();
  void initialize(API::ICostFunction_sptr costFunction, size_t maxIterations = 0) override;
  bool iterate(size_t) override;
  double costFunctionVal() override;
  std::string name() const override;
 
private:
  void evalF(const DoubleFortranVector &x, DoubleFortranVector &f) const;
  void evalJ(const DoubleFortranVector &x, DoubleFortranMatrix &J) const;
  void evalHF(const DoubleFortranVector &x, const DoubleFortranVector &f, DoubleFortranMatrix &h) const;
  void calculateStep(const DoubleFortranMatrix &J, const DoubleFortranVector &f, const DoubleFortranMatrix &hf,
                     double Delta, DoubleFortranVector &d, double &normd, const NLLS::nlls_options &options);
 
  std::shared_ptr<CostFunctions::CostFuncLeastSquares> m_leastSquares;
  API::IFunction_sptr m_function;
  DoubleFortranVector m_weights;
  DoubleFortranVector m_x;
  mutable JacobianImpl1<DoubleFortranMatrix> m_J;
  NLLS::nlls_options m_options;
  NLLS::nlls_inform m_inform;
  NLLS::NLLS_workspace m_workspace;
 
  // Used for calculating step in DTRS method
  DoubleFortranMatrix m_A, m_ev;
  DoubleFortranVector m_ew, m_v, m_v_trans, m_d_trans;
  NLLS::all_eig_symm_work m_all_eig_symm_ws;
  DoubleFortranVector m_scale;
};
 
} // namespace FuncMinimisers
} // namespace CurveFitting
} // namespace Mantid