LevenbergMarquardtMinimizer.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/GSLFunctions.h"
#include <gsl/gsl_multifit_nlin.h>
 
namespace Mantid {
namespace CurveFitting {
namespace FuncMinimisers {
class MANTID_CURVEFITTING_DLL LevenbergMarquardtMinimizer : public API::IFuncMinimizer {
public:
  ~LevenbergMarquardtMinimizer() override;
  LevenbergMarquardtMinimizer();
 
  std::string name() const override { return "Levenberg-Marquardt"; }
 
  void initialize(API::ICostFunction_sptr costFunction, size_t maxIterations = 0) override;
  bool iterate(size_t) override;
  double costFunctionVal() override;
 
private:
  void calCovarianceMatrix(double epsrel, gsl_matrix *covar);
  int hasConverged();
 
  std::unique_ptr<GSL_FitData> m_data;
 
  gsl_multifit_function_fdf gslContainer;
 
  gsl_multifit_fdfsolver *m_gslSolver;
 
  API::IFunction_sptr m_function;
 
  double m_absError;
 
  double m_relError;
};
 
} // namespace FuncMinimisers
} // namespace CurveFitting
} // namespace Mantid