MinimTransformFunction.h

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// @(#)root/mathmore:$Id$
// Author: L. Moneta June 2009
 
/**********************************************************************
 *                                                                    *
 * Copyright (c) 2006  LCG ROOT Math Team, CERN/PH-SFT                *
 *                                                                    *
 *                                                                    *
 **********************************************************************/
 
 
// Header file for class MinimTransformFunction
 
#ifndef ROOT_Math_MinimTransformFunction
#define ROOT_Math_MinimTransformFunction
 
 
#include "Math/IFunction.h"
 
#include "Math/MinimTransformVariable.h"
 
 
#include <vector>
#include <map>
#include <memory>
#include <iostream>
 
namespace ROOT {
 
   namespace Math {
 
 
 
/**
   MinimTransformFunction class to perform a transformations on the
   variables to deal with fixed or limited variables (support both double and single bounds)
   The class manages the passed function pointer
 
   @ingroup MultiMin
*/
class MinimTransformFunction : public IMultiGradFunction {
 
public:
 
   typedef  ROOT::Math::IMultiGradFunction BaseGradFunc;
   typedef  ROOT::Math::IMultiGradFunction::BaseFunc BaseFunc;
 
 
   /**
     Constructor from a IMultiGradFunction interface that is externally managed
     vector specifying the variable types (free, bounded or fixed, defined in enum EMinimVariableTypes )
     variable values (used for the fixed ones) and a map with the bounds (for the bounded variables)
 
   */
   MinimTransformFunction ( const IMultiGradFunction * f, const std::vector<ROOT::Math::EMinimVariableType> & types, const std::vector<double> & values,
                            const std::map<unsigned int, std::pair<double, double> > & bounds);
 
 
   /**
      Destructor (no operation)
   */
   ~MinimTransformFunction () override  { }
 
   // method inherited from IFunction interface
 
   unsigned int NDim() const override { return fIndex.size(); }
 
   unsigned int NTot() const { return fFunc->NDim(); }
 
   /// clone:  not supported (since unique_ptr used in the fVariables)
   IMultiGenFunction * Clone() const override {
      return nullptr;
   }
 
 
   /// transform from internal to external
   /// result is cached also inside the class
   const double * Transformation( const double * x) const {
      Transformation(x, &fX[0]);
      return &fX.front();
  }
 
 
   /// transform from internal to external
   void Transformation( const double * xint, double * xext) const;
 
   /// inverse transformation (external -> internal)
   void  InvTransformation(const double * xext,  double * xint) const;
 
   /// inverse transformation for steps (external -> internal) at external point x
   void  InvStepTransformation(const double * x, const double * sext,  double * sint) const;
 
   ///transform gradient vector (external -> internal) at internal point x
   void GradientTransformation(const double * x, const double *gExt, double * gInt) const;
 
   ///transform covariance matrix (internal -> external) at internal point x
   /// use row storages for matrices  m(i,j) = rep[ i * dim + j]
   void MatrixTransformation(const double * x, const double *covInt, double * covExt) const;
 
   // return original function
   const IMultiGradFunction *OriginalFunction() const { return fFunc; }
 
 
private:
 
   /// function evaluation
   double DoEval(const double * x) const override {
#ifndef DO_THREADSAFE
      return (*fFunc)(Transformation(x));
#else
      std::vector<double> xext(fVariables.size() );
      Transformation(x, &xext[0]);
      return (*fFunc)(&xext[0]);
#endif
   }
 
   /// calculate derivatives
   double DoDerivative (const double * x, unsigned int icoord  ) const override {
      const MinimTransformVariable & var = fVariables[ fIndex[icoord] ];
      double dExtdInt = (var.IsLimited() ) ? var.DerivativeIntToExt( x[icoord] ) : 1.0;
      double deriv =  fFunc->Derivative( Transformation(x) , fIndex[icoord] );
      //std::cout << "Derivative icoord (ext)" << fIndex[icoord] << "   dtrafo " << dExtdInt << "  " << deriv << std::endl;
      return deriv * dExtdInt;
   }
 
   // copy constructor for this class (disable by having it private)
   MinimTransformFunction( const MinimTransformFunction & ) :
      BaseFunc(), BaseGradFunc()
   {}
 
   // assignment operator for this class (disable by having it private)
   MinimTransformFunction & operator= ( const MinimTransformFunction & ) {
      return *this;
   }
 
 
 
private:
 
   mutable std::vector<double>  fX;                 ///< internal cached of external values
   std::vector<MinimTransformVariable> fVariables;  ///< vector of variable settings and transformation function
   std::vector<unsigned int>      fIndex;           ///< vector with external indices for internal variables
   const IMultiGradFunction * fFunc;                ///< user function
 
};
 
   } // end namespace Math
 
} // end namespace ROOT
 
 
#endif /* ROOT_Math_MinimTransformFunction */