Workspaces.h

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// Mantid Repository : https://github.com/mantidproject/mantid
//
// Copyright © 2018 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
 
#include "MantidCurveFitting/DllConfig.h"
#include "MantidCurveFitting/EigenFortranDefs.h"
 
#include <limits>
 
namespace Mantid {
namespace CurveFitting {
namespace NLLS {
 
namespace {
 
const double TEN_M3 = 1.0e-3;
const double TEN_M5 = 1.0e-5;
const double TEN_M8 = 1.0e-8;
const double HUNDRED = 100.0;
const double TEN = 10.0;
const double POINT9 = 0.9;
const double ZERO = 0.0;
const double ONE = 1.0;
const double TWO = 2.0;
const double HALF = 0.5;
const double SIXTEENTH = 0.0625;
} // namespace
 
struct nlls_options {
 
  // M A I N   R O U T I N E   C O N T R O L S !!!
 
  int maxit = 100;
 
  int model = 3;
 
  int nlls_method = 4;
 
  int lls_solver = 1;
 
  double stop_g_absolute = TEN_M5;
  double stop_g_relative = TEN_M8;
 
  int relative_tr_radius = 0;
 
  double initial_radius_scale = 1.0;
 
  double initial_radius = HUNDRED;
 
  double maximum_radius = 1.0e8; // ten ** 8
 
  double eta_successful = 1.0e-8;         // ten ** ( - 8 )
  double eta_success_but_reduce = 1.0e-8; // ten ** ( - 8 )
  double eta_very_successful = POINT9;
  double eta_too_successful = TWO;
 
  double radius_increase = TWO;
  double radius_reduce = HALF;
  double radius_reduce_max = SIXTEENTH;
 
  int tr_update_strategy = 1;
 
  double hybrid_switch = 0.1;
 
  bool exact_second_derivatives = false;
 
  bool subproblem_eig_fact = false;
 
  int scale = 1;
  double scale_max = 1e11;
  double scale_min = 1e-11;
  bool scale_trim_min = true;
  bool scale_trim_max = true;
  bool scale_require_increase = false;
  bool calculate_svd_J = false;
 
  int more_sorensen_maxits = 500;
  double more_sorensen_shift = 1e-13;
  double more_sorensen_tiny = 10.0 * std::numeric_limits<double>::epsilon();
  double more_sorensen_tol = 1e-3;
 
  // H Y B R I D   C O N T R O L S
 
  double hybrid_tol = 2.0;
 
  int hybrid_switch_its = 1;
 
  // O U T P U T   C O N T R O L S !!!
 
  bool output_progress_vectors = false;
 
}; // struct nlls_options
 
struct nlls_inform {
 
  int iter;
 
  int f_eval = 0;
 
  int g_eval = 0;
 
  int h_eval = 0;
 
  int convergence_normf = 0;
 
  int convergence_normg = 0;
 
  DoubleFortranVector resvec;
 
  DoubleFortranVector gradvec;
 
  DoubleFortranVector smallest_sv;
 
  DoubleFortranVector largest_sv;
 
  double obj = std::numeric_limits<float>::max();
 
  double norm_g = std::numeric_limits<float>::max();
 
  double scaled_g = std::numeric_limits<float>::max();
 
}; //  END TYPE nlls_inform
 
// define types for workspace arrays.
 
struct max_eig_work {
  DoubleFortranVector alphaR, alphaI, beta;
  DoubleFortranMatrix vr;
  DoubleFortranVector work, ew_array;
  IntFortranVector nullindex;
  IntFortranVector vecisreal;
  int nullevs_cols;
  DoubleFortranMatrix nullevs;
};
 
struct solve_general_work {
  DoubleFortranMatrix A;
  IntFortranVector ipiv;
};
 
struct evaluate_model_work {
  DoubleFortranVector Jd, Hd;
  double md_gn = 0.0;
};
 
struct solve_LLS_work {
  DoubleFortranVector temp, work;
  DoubleFortranMatrix Jlls;
};
 
struct min_eig_symm_work {
  DoubleFortranMatrix A;
  DoubleFortranVector work, ew;
  IntFortranVector iwork, ifail;
};
 
struct all_eig_symm_work {
  DoubleFortranVector work;
};
 
struct get_svd_J_work {
  DoubleFortranVector Jcopy, S, work;
};
 
struct NLLS_workspace {
  int first_call = 1;
  int iter = 0;
  double normF0, normJF0, normF, normJF;
  double normJFold, normJF_Newton;
  double Delta;
  double normd;
  bool use_second_derivatives = false;
  int hybrid_count = 0;
  double hybrid_tol = 1.0;
  double tr_nu = 2.0;
  int tr_p = 3;
  DoubleFortranMatrix fNewton, JNewton, XNewton;
  DoubleFortranMatrix J;
  DoubleFortranVector f, fnew;
  DoubleFortranMatrix hf, hf_temp;
  DoubleFortranVector d, g, Xnew;
  DoubleFortranVector y, y_sharp, g_old, g_mixed;
  DoubleFortranVector ysharpSks, Sks;
  DoubleFortranVector resvec, gradvec;
  DoubleFortranVector largest_sv, smallest_sv;
  get_svd_J_work get_svd_J_ws;
  evaluate_model_work evaluate_model_ws;
  NLLS_workspace();
  void initialize(int n, int m, const nlls_options &options);
};
 
} // namespace NLLS
} // namespace CurveFitting
} // namespace Mantid