Trust Region minimizer class using the DTRS method of GALAHAD. More...

#include <TrustRegionMinimizer.h>

Inheritance diagram for Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer:

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.

std::string	name () const override
	Name of the minimizer.

	TrustRegionMinimizer ()
	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	calculateStep (const DoubleFortranMatrix &J, const DoubleFortranVector &f, const DoubleFortranMatrix &hf, double Delta, DoubleFortranVector &d, double &normd, const NLLS::nlls_options &options)
	Find a correction vector to the parameters.

void	evalF (const DoubleFortranVector &x, DoubleFortranVector &f) const
	Evaluate the fitting function and calculate the residuals.

void	evalHF (const DoubleFortranVector &x, const DoubleFortranVector &f, DoubleFortranMatrix &h) const
	Evaluate the Hessian.

void	evalJ (const DoubleFortranVector &x, DoubleFortranMatrix &J) const
	Evaluate the Jacobian.

Private Attributes
DoubleFortranMatrix	m_A

NLLS::all_eig_symm_work	m_all_eig_symm_ws

DoubleFortranVector	m_d_trans

DoubleFortranMatrix	m_ev

DoubleFortranVector	m_ew

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

NLLS::nlls_inform	m_inform
	Information about the fitting.

JacobianImpl1< DoubleFortranMatrix >	m_J
	The Jacobian.

std::shared_ptr< CostFunctions::CostFuncLeastSquares >	m_leastSquares
	Stored cost function.

NLLS::nlls_options	m_options
	Options.

DoubleFortranVector	m_scale

DoubleFortranVector	m_v

DoubleFortranVector	m_v_trans

DoubleFortranVector	m_weights
	Fitting data weights.

NLLS::NLLS_workspace	m_workspace
	Temporary and helper objects.

DoubleFortranVector	m_x
	Fitting 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

Trust Region minimizer class using the DTRS method of GALAHAD.

Definition at line 24 of file TrustRegionMinimizer.h.

Constructor & Destructor Documentation

◆ TrustRegionMinimizer()

Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::TrustRegionMinimizer ( )

constructor and destructor

Definition at line 31 of file TrustRegionMinimizer.cpp.

Member Function Documentation

◆ calculateStep()

void Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::calculateStep	(	const DoubleFortranMatrix &	J,
		const DoubleFortranVector &	f,
		const DoubleFortranMatrix &	hf,
		double	Delta,
		DoubleFortranVector &	d,
		double &	normd,
		const NLLS::nlls_options &	options
	)

private

Find a correction vector to the parameters.

Solve the trust-region subproblem using the DTRS method from Galahad.

This method needs H to be diagonal, so we need to pre-process

main output d, the soln to the TR subproblem

Parameters

J	:: The Jacobian.
f	:: The residuals.
hf	:: The Hessian (sort of).
Delta	:: The raduis of the trust region.
d	:: The output vector of corrections to the parameters giving the solution to the TR subproblem.
normd	:: The 2-norm of d.
options	:: The options.

Definition at line 1272 of file TrustRegionMinimizer.cpp.

Referenced by iterate().

◆ costFunctionVal()

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

overridevirtual

Return current value of the cost function.

Return the current value of the cost function.

Implements Mantid::API::IFuncMinimizer.

Definition at line 1354 of file TrustRegionMinimizer.cpp.

References m_leastSquares.

◆ evalF()

void Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::evalF	(	const DoubleFortranVector &	x,
		DoubleFortranVector &	f
	)		const

private

Evaluate the fitting function and calculate the residuals.

Parameters

x	:: The fitting parameters as a fortran 1d array.
f	:: The output fortran vector with the weighted residuals.

Definition at line 78 of file TrustRegionMinimizer.cpp.

References Mantid::CurveFitting::FortranVector< VectorClass >::allocate(), Mantid::CurveFitting::FortranVector< VectorClass >::len(), Mantid::Geometry::m, m_function, m_leastSquares, Mantid::CurveFitting::EigenVector::set(), and Mantid::Geometry::x.

Referenced by iterate().

◆ evalHF()

void Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::evalHF	(	const DoubleFortranVector &	x,
		const DoubleFortranVector &	f,
		DoubleFortranMatrix &	h
	)		const

private

Evaluate the Hessian.

Parameters

x	:: The fitting parameters as a fortran 1d array.
f	:: The fortran vector with the weighted residuals.
h	:: The fortran matrix with the Hessian.

Definition at line 122 of file TrustRegionMinimizer.cpp.

References Mantid::CurveFitting::FortranMatrix< MatrixClass >::allocate(), Mantid::CurveFitting::FortranMatrix< MatrixClass >::len1(), Mantid::CurveFitting::FortranMatrix< MatrixClass >::len2(), m_leastSquares, n, UNUSED_ARG, Mantid::Geometry::x, and Mantid::CurveFitting::EigenMatrix::zero().

Referenced by iterate().

◆ evalJ()

void Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::evalJ	(	const DoubleFortranVector &	x,
		DoubleFortranMatrix &	J
	)		const

private

Evaluate the Jacobian.

Parameters

x	:: The fitting parameters as a fortran 1d array.
J	:: The output fortran matrix with the weighted Jacobian.

Definition at line 96 of file TrustRegionMinimizer.cpp.

References Mantid::CurveFitting::FortranMatrix< MatrixClass >::allocate(), Mantid::CurveFitting::FortranMatrix< MatrixClass >::len1(), Mantid::CurveFitting::FortranMatrix< MatrixClass >::len2(), Mantid::Geometry::m, m_function, m_J, m_leastSquares, n, and Mantid::Geometry::x.

Referenced by iterate().

◆ initialize()

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

overridevirtual

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

Initialise the minimizer.

Parameters

costFunction	:: The cost function to minimize. Must be the least squares.
maxIterations	:: Maximum number of iterations that the minimiser will do.

Implements Mantid::API::IFuncMinimizer.

Definition at line 45 of file TrustRegionMinimizer.cpp.

References Mantid::CurveFitting::FortranVector< VectorClass >::allocate(), Mantid::Kernel::PropertyManager::getProperty(), Mantid::CurveFitting::NLLS::nlls_options::initial_radius, Mantid::CurveFitting::NLLS::NLLS_workspace::initialize(), Mantid::Geometry::m, m_function, m_J, m_leastSquares, m_options, m_workspace, m_x, Mantid::CurveFitting::NLLS::nlls_options::maxit, and n.

◆ iterate()

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

overridevirtual

Do one iteration.

Perform a single iteration.

Implements Mantid::API::IFuncMinimizer.

Definition at line 137 of file TrustRegionMinimizer.cpp.

References calculateStep(), evalF(), evalHF(), evalJ(), Mantid::CurveFitting::NLLS::getSvdJ(), Mantid::CurveFitting::FortranVector< VectorClass >::len(), Mantid::Geometry::m, Mantid::API::IFuncMinimizer::m_errorString, m_inform, m_leastSquares, m_options, m_workspace, m_x, Mantid::CurveFitting::NLLS::multJt(), n, Mantid::CurveFitting::NLLS::norm2(), rho, and Mantid::Geometry::X.

◆ name()

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

overridevirtual

Name of the minimizer.

Implements Mantid::API::IFuncMinimizer.

Definition at line 37 of file TrustRegionMinimizer.cpp.

Member Data Documentation

◆ m_A

DoubleFortranMatrix Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_A

private

Definition at line 66 of file TrustRegionMinimizer.h.

Referenced by calculateStep().

◆ m_all_eig_symm_ws

NLLS::all_eig_symm_work Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_all_eig_symm_ws

private

Definition at line 68 of file TrustRegionMinimizer.h.

◆ m_d_trans

DoubleFortranVector Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_d_trans

private

Definition at line 67 of file TrustRegionMinimizer.h.

Referenced by calculateStep().

◆ m_ev

DoubleFortranMatrix Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_ev

private

Definition at line 66 of file TrustRegionMinimizer.h.

Referenced by calculateStep().

◆ m_ew

DoubleFortranVector Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_ew

private

Definition at line 67 of file TrustRegionMinimizer.h.

Referenced by calculateStep().

◆ m_function

API::IFunction_sptr Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_function

private

Stored to access IFunction interface in iterate()

Definition at line 51 of file TrustRegionMinimizer.h.

Referenced by evalF(), evalJ(), and initialize().

◆ m_inform

NLLS::nlls_inform Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_inform

private

Information about the fitting.

Definition at line 61 of file TrustRegionMinimizer.h.

Referenced by iterate().

◆ m_J

JacobianImpl1<DoubleFortranMatrix> Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_J

mutableprivate

The Jacobian.

Definition at line 57 of file TrustRegionMinimizer.h.

Referenced by evalJ(), and initialize().

◆ m_leastSquares

std::shared_ptr<CostFunctions::CostFuncLeastSquares> Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_leastSquares

private

Stored cost function.

Definition at line 49 of file TrustRegionMinimizer.h.

Referenced by costFunctionVal(), evalF(), evalHF(), evalJ(), initialize(), and iterate().

◆ m_options

NLLS::nlls_options Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_options

private

Options.

Definition at line 59 of file TrustRegionMinimizer.h.

Referenced by initialize(), and iterate().

◆ m_scale

DoubleFortranVector Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_scale

private

Definition at line 69 of file TrustRegionMinimizer.h.

Referenced by calculateStep().

◆ m_v

DoubleFortranVector Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_v

private

Definition at line 67 of file TrustRegionMinimizer.h.

Referenced by calculateStep().

◆ m_v_trans

DoubleFortranVector Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_v_trans

private

Definition at line 67 of file TrustRegionMinimizer.h.

Referenced by calculateStep().

◆ m_weights

DoubleFortranVector Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_weights

private

Fitting data weights.

Definition at line 53 of file TrustRegionMinimizer.h.

◆ m_workspace

NLLS::NLLS_workspace Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_workspace

private

Temporary and helper objects.

Definition at line 63 of file TrustRegionMinimizer.h.

Referenced by initialize(), and iterate().

◆ m_x

DoubleFortranVector Mantid::CurveFitting::FuncMinimisers::TrustRegionMinimizer::m_x

private

Fitting parameters.

Definition at line 55 of file TrustRegionMinimizer.h.

Referenced by initialize(), and iterate().

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

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

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ TrustRegionMinimizer()

Member Function Documentation

◆ calculateStep()

◆ costFunctionVal()

◆ evalF()

◆ evalHF()

◆ evalJ()

◆ initialize()

◆ iterate()

◆ name()

Member Data Documentation

◆ m_A

◆ m_all_eig_symm_ws

◆ m_d_trans

◆ m_ev

◆ m_ew

◆ m_function

◆ m_inform

◆ m_J

◆ m_leastSquares

◆ m_options

◆ m_scale

◆ m_v

◆ m_v_trans

◆ m_weights

◆ m_workspace

◆ m_x