A wrapper around the GSL functions implementing a minimizer using derivatives. More...

#include <DerivMinimizer.h>

Inheritance diagram for Mantid::CurveFitting::FuncMinimisers::DerivMinimizer:

Public Member Functions
void	calCovarianceMatrix (gsl_matrix *covar, double epsrel=0.0001)
	Calculate the covariance matrix.

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

	DerivMinimizer ()
	Constructor.

	DerivMinimizer (const double stepSize, const double tolerance)
	Constructor.

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

bool	iterate (size_t) override
	Do one iteration.

void	setStopGradient (const double value)
	Set maximum value of the gradient at which iterations can stop.

	~DerivMinimizer () override
	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.

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

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

Protected Member Functions
virtual const gsl_multimin_fdfminimizer_type *	getGSLMinimizerType ()=0
	Return a concrete type to initialize m_gslSolver with.

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

Static Protected Member Functions
static void	dfun (const gsl_vector x, void params, gsl_vector *g)
	Used by the GSL.

static double	fun (const gsl_vector x, void params)
	Used by the GSL.

static void	fundfun (const gsl_vector x, void params, double f, gsl_vector g)
	Used by the GSL.

Protected Attributes
API::ICostFunction_sptr	m_costFunction
	Function to minimize.

gsl_multimin_function_fdf	m_gslMultiminContainer
	GSL container.

gsl_multimin_fdfminimizer *	m_gslSolver
	pointer to the GSL solver doing the work

double	m_stepSize
	First trial step size.

double	m_stopGradient
	the norm of the gradient at which iterations stop

double	m_tolerance
	Tolerance.

gsl_vector *	m_x
	GSL vector with function parameters.

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

Private Member Functions
void	initGSLMMin ()
	simply init the values for the gsl minimizer

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"

Detailed Description

A wrapper around the GSL functions implementing a minimizer using derivatives.

Concrete classes must implement the getGSLMinimizerType() method.

Author: Roman Tolchenov, Tessella plc

Definition at line 27 of file DerivMinimizer.h.

Constructor & Destructor Documentation

◆ DerivMinimizer() [1/2]

Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::DerivMinimizer ( )

Constructor.

Definition at line 81 of file DerivMinimizer.cpp.

References initGSLMMin().

◆ DerivMinimizer() [2/2]

Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::DerivMinimizer	(	const double	stepSize,
		const double	tolerance
	)

Constructor.

Parameters

stepSize	:: Initial step size.
tolerance	:: Tolerance.

Definition at line 91 of file DerivMinimizer.cpp.

References initGSLMMin().

◆ ~DerivMinimizer()

Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::~DerivMinimizer ( )

override

Destructor.

Definition at line 107 of file DerivMinimizer.cpp.

References m_gslSolver, and m_x.

Member Function Documentation

◆ calCovarianceMatrix()

void Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::calCovarianceMatrix	(	gsl_matrix *	covar,
		double	epsrel = `0.0001`
	)

Calculate the covariance matrix.

◆ costFunctionVal()

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

overridevirtual

Return current value of the cost function.

Implements Mantid::API::IFuncMinimizer.

Definition at line 172 of file DerivMinimizer.cpp.

References m_gslSolver.

◆ dfun()

void Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::dfun	(	const gsl_vector *	x,
		void *	params,
		gsl_vector *	g
	)

staticprotected

Used by the GSL.

Used by the GSL to calculate the derivatives.

Parameters

x	:: Vector with parameters
params	:: Pointer to a DerivMinimizer
g	:: Buffer for the derivatives

Definition at line 38 of file DerivMinimizer.cpp.

References m_costFunction, n, and Mantid::Geometry::x.

Referenced by initialize().

◆ fun()

double Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::fun	(	const gsl_vector *	x,
		void *	params
	)

staticprotected

Used by the GSL.

Used by the GSL to calculate the cost function.

Parameters

x	:: Vector with parameters
params	:: Pointer to a DerivMinimizer

Definition at line 19 of file DerivMinimizer.cpp.

References m_costFunction, n, and Mantid::Geometry::x.

Referenced by initialize().

◆ fundfun()

void Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::fundfun	(	const gsl_vector *	x,
		void *	params,
		double *	f,
		gsl_vector *	g
	)

staticprotected

Used by the GSL.

Used by the GSL to calculate the cost function and the derivatives.

Parameters

x	:: Vector with parameters
params	:: Pointer to a DerivMinimizer
f	:: Buffer for the fanction value
g	:: Buffer for the derivatives

Definition at line 62 of file DerivMinimizer.cpp.

References m_costFunction, n, and Mantid::Geometry::x.

Referenced by initialize().

◆ getGSLMinimizerType()

virtual const gsl_multimin_fdfminimizer_type * Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::getGSLMinimizerType ( )

protectedpure virtual

Return a concrete type to initialize m_gslSolver with.

Implemented in Mantid::CurveFitting::FuncMinimisers::BFGS_Minimizer, Mantid::CurveFitting::FuncMinimisers::FRConjugateGradientMinimizer, Mantid::CurveFitting::FuncMinimisers::PRConjugateGradientMinimizer, and Mantid::CurveFitting::FuncMinimisers::SteepestDescentMinimizer.

Referenced by initialize().

◆ initGSLMMin()

void Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::initGSLMMin ( )

private

simply init the values for the gsl minimizer

Definition at line 96 of file DerivMinimizer.cpp.

References m_gslMultiminContainer.

Referenced by DerivMinimizer(), and DerivMinimizer().

◆ initialize()

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

overridevirtual

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

Initialize the minimizer.

Parameters

function	:: A cost function to minimize.
maxIterations	:: Maximum number of iterations.

Implements Mantid::API::IFuncMinimizer.

Definition at line 119 of file DerivMinimizer.cpp.

References dfun(), fun(), fundfun(), getGSLMinimizerType(), m_costFunction, m_gslMultiminContainer, m_gslSolver, m_stepSize, m_tolerance, m_x, and UNUSED_ARG.

◆ iterate()

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

overridevirtual

Do one iteration.

Perform one iteration.

Returns: :: true to continue, false to stop.

Implements Mantid::API::IFuncMinimizer.

Definition at line 144 of file DerivMinimizer.cpp.

References Mantid::API::IFuncMinimizer::m_errorString, m_gslSolver, m_stopGradient, and Mantid::API::IFuncMinimizer::name().

◆ setStopGradient()

void Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::setStopGradient ( const double value )

Set maximum value of the gradient at which iterations can stop.

Parameters

value :: New value for the gradient, must be positive.

Definition at line 165 of file DerivMinimizer.cpp.

References m_stopGradient, and value.

Member Data Documentation

◆ m_costFunction

API::ICostFunction_sptr Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::m_costFunction

protected

Function to minimize.

Definition at line 51 of file DerivMinimizer.h.

Referenced by dfun(), fun(), fundfun(), and initialize().

◆ m_gslMultiminContainer

gsl_multimin_function_fdf Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::m_gslMultiminContainer

protected

GSL container.

Definition at line 57 of file DerivMinimizer.h.

Referenced by initGSLMMin(), and initialize().

◆ m_gslSolver

gsl_multimin_fdfminimizer* Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::m_gslSolver

protected

pointer to the GSL solver doing the work

Definition at line 54 of file DerivMinimizer.h.

Referenced by costFunctionVal(), initialize(), iterate(), and ~DerivMinimizer().

◆ m_stepSize

double Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::m_stepSize

protected

First trial step size.

Definition at line 65 of file DerivMinimizer.h.

Referenced by initialize().

◆ m_stopGradient

double Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::m_stopGradient

protected

the norm of the gradient at which iterations stop

Definition at line 63 of file DerivMinimizer.h.

Referenced by iterate(), and setStopGradient().

◆ m_tolerance

double Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::m_tolerance

protected

Tolerance.

Definition at line 67 of file DerivMinimizer.h.

Referenced by initialize().

◆ m_x

gsl_vector* Mantid::CurveFitting::FuncMinimisers::DerivMinimizer::m_x

protected

GSL vector with function parameters.

Definition at line 60 of file DerivMinimizer.h.

Referenced by initialize(), and ~DerivMinimizer().

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

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

Public Member Functions

Protected Member Functions

Static Protected Member Functions

Protected Attributes

Private Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ DerivMinimizer() [1/2]

◆ DerivMinimizer() [2/2]

◆ ~DerivMinimizer()

Member Function Documentation

◆ calCovarianceMatrix()

◆ costFunctionVal()

◆ dfun()

◆ fun()

◆ fundfun()

◆ getGSLMinimizerType()

◆ initGSLMMin()

◆ initialize()

◆ iterate()

◆ setStopGradient()

Member Data Documentation

◆ m_costFunction

◆ m_gslMultiminContainer

◆ m_gslSolver

◆ m_stepSize

◆ m_stopGradient

◆ m_tolerance

◆ m_x