Implementing Levenberg-Marquardt by wrapping the IFuncMinimizer interface around the GSL implementation of this algorithm. More...

#include <LevenbergMarquardtMinimizer.h>

Inheritance diagram for Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer:

Public Member Functions
double	costFunctionVal () override
	Return current value of the cost function.

void	initialize (API::ICostFunction_sptr costFunction, size_t maxIterations=0) override
	Initialize minimizer, i.e. pass a function to minimize.

bool	iterate (size_t) override
	Do one iteration.

	LevenbergMarquardtMinimizer ()

std::string	name () const override
	Overloading base class methods Name of the minimizer.

	~LevenbergMarquardtMinimizer () override
	constructor and destructor

Public Member Functions inherited from Mantid::API::IFuncMinimizer
virtual void	finalize ()
	Finalize minimization, eg store additional outputs.

virtual std::string	getError () const
	Get the error string.

virtual bool	minimize (size_t maxIterations=1000)
	Perform iteration with minimizer and return true if successful.

Public Member Functions inherited from Mantid::Kernel::PropertyManager
::Json::Value	asJson (bool withDefaultValues=false) const override
	Return the property manager serialized as a json object.

std::string	asString (bool withDefaultValues=false) const override
	Return the property manager serialized as a string.

void	clear () override final
	Clears the whole property map.

PropertyManager *	cloneInTimeROI (const Kernel::TimeROI &timeROI)
	Create a partial copy of this object such that every time series property is cloned according to the input TimeROI.

void	declareOrReplaceProperty (std::unique_ptr< Property > p, const std::string &doc="") override
	Add or replace a property in the list of managed properties.

void	declareProperty (const std::string &name, const char *value, const std::string &doc, IValidator_sptr validator=std::make_shared< NullValidator >(), const unsigned int direction=Direction::Input)
	Specialised version of declareProperty template method to prevent the creation of a PropertyWithValue of type const char* if an argument in quotes is passed (it will be converted to a string).

void	declareProperty (const std::string &name, const char *value, const unsigned int direction)
	Add a property of string type to the list of managed properties.

void	declareProperty (const std::string &name, const char *value, IValidator_sptr validator=std::make_shared< NullValidator >(), const std::string &doc=std::string(), const unsigned int direction=Direction::Input)
	Specialised version of declareProperty template method to prevent the creation of a PropertyWithValue of type const char* if an argument in quotes is passed (it will be converted to a string).

template<typename T >
void	declareProperty (const std::string &name, T value, const std::string &doc, const unsigned int direction=Direction::Input)
	Add a property to the list of managed properties with no validator.

template<typename T >
void	declareProperty (const std::string &name, T value, const unsigned int direction)
	Add a property of the template type to the list of managed properties.

template<typename T >
void	declareProperty (const std::string &name, T value, IValidator_sptr validator=std::make_shared< NullValidator >(), const std::string &doc="", const unsigned int direction=Direction::Input)
	Add a property of the template type to the list of managed properties.

void	declareProperty (std::unique_ptr< Property > p, const std::string &doc="") override
	Add a property to the list of managed properties.

virtual void	declareProperty (std::unique_ptr< Property > p, const std::string &doc="")=0
	Function to declare properties (i.e. store them)

bool	existsProperty (const std::string &name) const override
	Checks whether the named property is already in the list of managed property.

void	filterByProperty (Mantid::Kernel::LogFilter *logFilter, const std::vector< std::string > &excludedFromFiltering=std::vector< std::string >()) override
	Filter the managed properties by the given boolean property mask.

std::vector< std::string >	getDeclaredPropertyNames () const noexcept override
	Return the list of declared property names.

Property *	getPointerToProperty (const std::string &name) const override
	Get a property by name.

const std::vector< Property * > &	getProperties () const override
	Get the list of managed properties.

TypedValue	getProperty (const std::string &name) const override
	Get the value of a property.

std::string	getPropertyValue (const std::string &name) const override
	Get the value of a property as a string.

bool	operator!= (const PropertyManager &other) const

PropertyManager &	operator+= (const PropertyManager &rhs)
	Addition operator.

PropertyManager &	operator= (const PropertyManager &)
	Assignment operator - performs a deep copy.

bool	operator== (const PropertyManager &other) const

size_t	propertyCount () const override
	Count the number of properties under management.

	PropertyManager ()
	Default constructor.

	PropertyManager (const PropertyManager &)
	copy constructor

void	removeDataOutsideTimeROI (const Kernel::TimeROI &timeROI)
	For time series properties, remove time values outside of TimeROI regions, each defined as [roi_begin,roi_end].

void	removeProperty (const std::string &name, const bool delproperty=true) override
	removes the property from properties map

void	resetProperties () override
	Reset property values back to initial values (blank or default values)

void	setProperties (const ::Json::Value &jsonValue, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false) override
	Set the ordered list of properties by a json value collection.

void	setProperties (const ::Json::Value &jsonValue, IPropertyManager *targetPropertyManager, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false)
	Set the ordered list of properties by a json value collection.

void	setProperties (const std::string &propertiesJson, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false) override
	Set the ordered list of properties by one string of values, separated by semicolons.

void	setProperties (const std::string &propertiesJson, IPropertyManager *targetPropertyManager, const std::unordered_set< std::string > &ignoreProperties, bool createMissing=false)
	Set the ordered list of properties by one string of values, separated by semicolons.

void	setPropertiesWithString (const std::string &propertiesString, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >()) override
	Sets all the declared properties from a string.

void	setPropertyOrdinal (const int &index, const std::string &value) override
	Set the value of a property by an index N.B.

void	setPropertyValue (const std::string &name, const std::string &value) override
	Set the value of a property by string N.B.

void	setPropertyValueFromJson (const std::string &name, const Json::Value &value) override
	Set the value of a property by Json::Value.

std::unique_ptr< Property >	takeProperty (const size_t index) override
	removes the property from the properties map and returns a pointer to it

bool	validateProperties () const override
	Validates all the properties in the collection.

virtual	~PropertyManager () override
	Virtual destructor.

Public Member Functions inherited from Mantid::Kernel::IPropertyManager
void	declareProperty (const std::string &name, const char *value, const std::string &doc, IValidator_sptr validator=std::make_shared< NullValidator >(), const unsigned int direction=Direction::Input)
	Specialised version of declareProperty template method to prevent the creation of a PropertyWithValue of type const char* if an argument in quotes is passed (it will be converted to a string).

void	declareProperty (const std::string &name, const char *value, const unsigned int direction)
	Add a property of string type to the list of managed properties.

void	declareProperty (const std::string &name, const char *value, IValidator_sptr validator=std::make_shared< NullValidator >(), const std::string &doc=std::string(), const unsigned int direction=Direction::Input)
	Specialised version of declareProperty template method to prevent the creation of a PropertyWithValue of type const char* if an argument in quotes is passed (it will be converted to a string).

template<typename T >
void	declareProperty (const std::string &name, T value, const std::string &doc, const unsigned int direction=Direction::Input)
	Add a property to the list of managed properties with no validator.

template<typename T >
void	declareProperty (const std::string &name, T value, const unsigned int direction)
	Add a property of the template type to the list of managed properties.

template<typename T >
void	declareProperty (const std::string &name, T value, IValidator_sptr validator=std::make_shared< NullValidator >(), const std::string &doc="", const unsigned int direction=Direction::Input)
	Add a property of the template type to the list of managed properties.

std::vector< Property * >	getPropertiesInGroup (const std::string &group) const
	Get the list of managed properties in a given group.

IPropertyManager *	setProperty (const std::string &name, const char *value)
	Specialised version of setProperty template method to handle const char *.

IPropertyManager *	setProperty (const std::string &name, const std::string &value)
	Specialised version of setProperty template method to handle std::string.

template<typename T >
IPropertyManager *	setProperty (const std::string &name, const T &value)
	Templated method to set the value of a PropertyWithValue.

template<typename T >
IPropertyManager *	setProperty (const std::string &name, std::unique_ptr< T > value)
	Templated method to set the value of a PropertyWithValue from a std::unique_ptr.

void	setPropertyGroup (const std::string &name, const std::string &group)
	Set the group for a given property.

void	setPropertySettings (const std::string &name, std::unique_ptr< IPropertySettings > settings)

void	updatePropertyValues (const IPropertyManager &other)
	Update values of the existing properties.

virtual	~IPropertyManager ()=default

Private Member Functions
void	calCovarianceMatrix (double epsrel, gsl_matrix *covar)

int	hasConverged ()

Private Attributes
gsl_multifit_function_fdf	gslContainer
	GSL minimizer container.

double	m_absError
	Absolute error required for parameters.

std::unique_ptr< GSL_FitData >	m_data
	GSL data container.

API::IFunction_sptr	m_function
	Stored to access IFunction interface in iterate()

gsl_multifit_fdfsolver *	m_gslSolver
	pointer to the GSL solver doing the work

double	m_relError
	Relative error required for parameters.

Additional Inherited Members
Static Public Member Functions inherited from Mantid::Kernel::PropertyManager
static std::string	getInvalidValuesFilterLogName (const std::string &logName)
	Gets the correct log name for the matching invalid values log for a given log name.

static std::string	getLogNameFromInvalidValuesFilter (const std::string &logName)

static bool	isAnInvalidValuesFilterLog (const std::string &logName)
	Determine if the log's name has a substring indicating it should not be filtered.

Static Public Attributes inherited from Mantid::Kernel::PropertyManager
static const std::string	INVALID_VALUES_SUFFIX = "_invalid_values"

Protected Member Functions inherited from Mantid::Kernel::PropertyManager
Property *	getPointerToPropertyOrdinal (const int &index) const override
	Get a property by an index.

Property *	getPointerToPropertyOrNull (const std::string &name) const
	Get a property by name.

Protected Member Functions inherited from Mantid::Kernel::IPropertyManager
virtual void	afterPropertySet (const std::string &)
	Override this method to perform a custom action right after a property was set.

template<typename T >
T	getValue (const std::string &name) const
	Templated method to get the value of a property.

template<>
MANTID_KERNEL_DLL PropertyManager_sptr	getValue (const std::string &name) const

template<>
MANTID_KERNEL_DLL PropertyManager_const_sptr	getValue (const std::string &name) const

Protected Attributes inherited from Mantid::API::IFuncMinimizer
std::string	m_errorString
	Error string.

Detailed Description

Implementing Levenberg-Marquardt by wrapping the IFuncMinimizer interface around the GSL implementation of this algorithm.

Author: Anders Markvardsen, ISIS, RAL

Date: 11/12/2009

Definition at line 26 of file LevenbergMarquardtMinimizer.h.

Constructor & Destructor Documentation

◆ ~LevenbergMarquardtMinimizer()

Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::~LevenbergMarquardtMinimizer ( )

override

constructor and destructor

Definition at line 80 of file LevenbergMarquardtMinimizer.cpp.

References m_gslSolver.

◆ LevenbergMarquardtMinimizer()

Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::LevenbergMarquardtMinimizer ( )

Definition at line 35 of file LevenbergMarquardtMinimizer.cpp.

Member Function Documentation

◆ calCovarianceMatrix()

void Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::calCovarianceMatrix	(	double	epsrel,
		gsl_matrix *	covar
	)

private

Definition at line 141 of file LevenbergMarquardtMinimizer.cpp.

References gslContainer, and m_gslSolver.

◆ costFunctionVal()

double Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::costFunctionVal ( )

overridevirtual

Return current value of the cost function.

Implements Mantid::API::IFuncMinimizer.

Definition at line 131 of file LevenbergMarquardtMinimizer.cpp.

References m_gslSolver.

◆ hasConverged()

int Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::hasConverged ( )

private

Definition at line 127 of file LevenbergMarquardtMinimizer.cpp.

References m_absError, m_gslSolver, and m_relError.

Referenced by iterate().

◆ initialize()

void Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::initialize	(	API::ICostFunction_sptr	costFunction,
		size_t	maxIterations = `0`
	)

overridevirtual

Initialize minimizer, i.e. pass a function to minimize.

Implements Mantid::API::IFuncMinimizer.

Definition at line 47 of file LevenbergMarquardtMinimizer.cpp.

References Mantid::CurveFitting::gsl_df(), Mantid::CurveFitting::gsl_f(), Mantid::CurveFitting::gsl_fdf(), gslContainer, m_data, m_function, m_gslSolver, and std::to_string().

◆ iterate()

bool Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::iterate ( size_t )

overridevirtual

Do one iteration.

Implements Mantid::API::IFuncMinimizer.

Definition at line 86 of file LevenbergMarquardtMinimizer.cpp.

References Mantid::Kernel::PropertyManager::getProperty(), hasConverged(), m_absError, Mantid::API::IFuncMinimizer::m_errorString, m_function, m_gslSolver, and m_relError.

◆ name()

std::string Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::name ( ) const

inlineoverridevirtual

Overloading base class methods Name of the minimizer.

Implements Mantid::API::IFuncMinimizer.

Definition at line 34 of file LevenbergMarquardtMinimizer.h.

Member Data Documentation

◆ gslContainer

gsl_multifit_function_fdf Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::gslContainer

private

GSL minimizer container.

Definition at line 51 of file LevenbergMarquardtMinimizer.h.

Referenced by calCovarianceMatrix(), and initialize().

◆ m_absError

double Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::m_absError

private

Absolute error required for parameters.

Definition at line 60 of file LevenbergMarquardtMinimizer.h.

Referenced by hasConverged(), and iterate().

◆ m_data

std::unique_ptr<GSL_FitData> Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::m_data

private

GSL data container.

Definition at line 48 of file LevenbergMarquardtMinimizer.h.

Referenced by initialize().

◆ m_function

API::IFunction_sptr Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::m_function

private

Stored to access IFunction interface in iterate()

Definition at line 57 of file LevenbergMarquardtMinimizer.h.

Referenced by initialize(), and iterate().

◆ m_gslSolver

gsl_multifit_fdfsolver* Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::m_gslSolver

private

pointer to the GSL solver doing the work

Definition at line 54 of file LevenbergMarquardtMinimizer.h.

Referenced by calCovarianceMatrix(), costFunctionVal(), hasConverged(), initialize(), iterate(), and ~LevenbergMarquardtMinimizer().

◆ m_relError

double Mantid::CurveFitting::FuncMinimisers::LevenbergMarquardtMinimizer::m_relError

private

Relative error required for parameters.

Definition at line 63 of file LevenbergMarquardtMinimizer.h.

Referenced by hasConverged(), and iterate().

The documentation for this class was generated from the following files:

Framework/CurveFitting/inc/MantidCurveFitting/FuncMinimizers/LevenbergMarquardtMinimizer.h
Framework/CurveFitting/src/FuncMinimizers/LevenbergMarquardtMinimizer.cpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ~LevenbergMarquardtMinimizer()

◆ LevenbergMarquardtMinimizer()

Member Function Documentation

◆ calCovarianceMatrix()

◆ costFunctionVal()

◆ hasConverged()

◆ initialize()

◆ iterate()

◆ name()

Member Data Documentation

◆ gslContainer

◆ m_absError

◆ m_data

◆ m_function

◆ m_gslSolver

◆ m_relError