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. More...

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

bool	iterate (size_t) override
	Do one iteration. More...

	LevenbergMarquardtMinimizer ()

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

	~LevenbergMarquardtMinimizer () override
	constructor and destructor More...

Public Member Functions inherited from Mantid::API::IFuncMinimizer
virtual double	costFunctionVal ()=0
	Get value of cost function. More...

virtual void	finalize ()
	Finalize minimization, eg store additional outputs. More...

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

virtual void	initialize (API::ICostFunction_sptr function, size_t maxIterations=1000)=0
	Initialize minimizer. More...

virtual bool	iterate (size_t iteration)=0
	Do one iteration. More...

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

virtual std::string	name () const =0
	Get name of minimizer. More...

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. More...

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

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

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

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). More...

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. More...

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). More...

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. More...

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. More...

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. More...

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

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

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

void	filterByProperty (const TimeSeriesProperty< bool > &filter, const std::vector< std::string > &excludedFromFiltering=std::vector< std::string >()) override
	Filter the managed properties by the given boolean property mask. More...

void	filterByTime (const Types::Core::DateAndTime &start, const Types::Core::DateAndTime &stop) override
	Filter out a run by time. More...

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

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

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

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

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

bool	operator!= (const PropertyManager &other) const

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

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

bool	operator== (const PropertyManager &other) const

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

	PropertyManager ()
	Default constructor. More...

	PropertyManager (const PropertyManager &)
	copy constructor More...

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

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

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. More...

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. More...

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. More...

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. More...

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. More...

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

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

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

void	splitByTime (std::vector< SplittingInterval > &splitter, std::vector< PropertyManager * > outputs) const override
	Split a run by time (splits the TimeSeriesProperties contained). More...

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

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

virtual	~PropertyManager () override
	Virtual destructor. More...

Public Member Functions inherited from Mantid::Kernel::IPropertyManager
virtual ::Json::Value	asJson (bool withDefaultValues=false) const =0
	Return the property manager serialized as a json object. More...

virtual std::string	asString (bool withDefaultValues=false) const =0
	Return the property manager serialized as a string. More...

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

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). More...

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. More...

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). More...

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. More...

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. More...

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. More...

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

virtual bool	existsProperty (const std::string &name) const =0
	Checks whether the named property is already in the list of managed property. More...

virtual void	filterByProperty (const TimeSeriesProperty< bool > &, const std::vector< std::string > &)=0

virtual void	filterByTime (const Types::Core::DateAndTime &, const Types::Core::DateAndTime &)=0

virtual std::vector< std::string >	getDeclaredPropertyNames () const noexcept=0
	Get the list of managed property names. More...

virtual Property *	getPointerToProperty (const std::string &name) const =0
	Get a pointer to property by name. More...

virtual const std::vector< Property * > &	getProperties () const =0
	Get the list of managed properties. More...

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

virtual TypedValue	getProperty (const std::string &name) const =0
	Get the value of a property. More...

virtual std::string	getPropertyValue (const std::string &name) const =0
	Get the value of a property as a string. More...

virtual size_t	propertyCount () const =0
	Returns the number of properties under management. More...

virtual void	removeProperty (const std::string &name, const bool delproperty=true)=0
	Removes the property from management. More...

virtual void	resetProperties ()=0

virtual void	setProperties (const ::Json::Value &jsonValue, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false)=0
	Sets all the properties from a json object. More...

virtual void	setProperties (const std::string &propertiesJson, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >(), bool createMissing=false)=0
	Sets all properties from a string. More...

virtual void	setPropertiesWithString (const std::string &propertiesString, const std::unordered_set< std::string > &ignoreProperties=std::unordered_set< std::string >())=0
	Sets all the declared properties from a string. More...

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

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

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

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. More...

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

virtual void	setPropertyOrdinal (const int &index, const std::string &value)=0
	Set the value of a property by an index. More...

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

virtual void	setPropertyValue (const std::string &name, const std::string &value)=0
	Sets property value from a string. More...

virtual void	setPropertyValueFromJson (const std::string &name, const Json::Value &value)=0
	Sets property value from a Json::Value. More...

virtual void	splitByTime (std::vector< SplittingInterval > &, std::vector< PropertyManager * >) const =0

virtual std::unique_ptr< Property >	takeProperty (const size_t index)=0
	Removes the property from management and returns a pointer to it. More...

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

virtual bool	validateProperties () const =0
	Validates all the properties in the collection. More...

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. More...

double	m_absError
	Absolute error required for parameters. More...

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

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

gsl_multifit_fdfsolver *	m_gslSolver
	pointer to the GSL solver doing the work More...

double	m_relError
	Relative error required for parameters. More...

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. More...

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

static bool	isAnInvalidValuesFilterLog (const std::string &logName)

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. More...

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

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. More...

virtual void	clear ()=0
	Clears all properties under management. More...

virtual Property *	getPointerToPropertyOrdinal (const int &index) const =0
	Get a property by an index. More...

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

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. More...

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 81 of file LevenbergMarquardtMinimizer.cpp.

References m_gslSolver.

◆ LevenbergMarquardtMinimizer()

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

Definition at line 36 of file LevenbergMarquardtMinimizer.cpp.

Member Function Documentation

◆ calCovarianceMatrix()

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

private

Definition at line 142 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 132 of file LevenbergMarquardtMinimizer.cpp.

References m_gslSolver.

◆ hasConverged()

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

private

Definition at line 128 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 48 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 87 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