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. More...

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

	DerivMinimizer ()
	Constructor. More...

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

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

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

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

	~DerivMinimizer () override
	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

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

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

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

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

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

Protected Attributes
API::ICostFunction_sptr	m_costFunction
	Function to minimize. More...

gsl_multimin_function_fdf	m_gslMultiminContainer
	GSL container. More...

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

double	m_stepSize
	First trial step size. More...

double	m_stopGradient
	the norm of the gradient at which iterations stop More...

double	m_tolerance
	Tolerance. More...

gsl_vector *	m_x
	GSL vector with function parameters. More...

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

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

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().

◆ 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