GSLMultiRootFunctionAdapter.h

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// @(#)root/mathmore:$Id$
// Authors: L. Moneta, Mar 2011

 /**********************************************************************
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  * Copyright (c) 2004 ROOT Foundation,  CERN/PH-SFT                   *
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// Header file for class GSLMultiMinFunctionAdapter
//
// Generic adapter for gsl_multiroot_function signature type
// usable for any array of function pointers
// implementing operator()(const double *x) and (if needed)
// Gradient(const double *x, double * g)
//
// The class is very similar to GSLMultiFitFunctionAdapter,
// but in that case the array is for function references (or value)
//
#ifndef ROOT_Math_GSLMultiRootFunctionAdapter
#define ROOT_Math_GSLMultiRootFunctionAdapter

#include "gsl/gsl_vector.h"
#include "gsl/gsl_matrix.h"

#include <cassert>

namespace ROOT {
namespace Math {



  /**
     Class for adapting a C++ functor class to C function pointers used by GSL MultiRoot
     Algorithm
     The templated C++ function class must implement:

    <em> double operator( const double *  x)</em>
    and if the derivatives are required:
    <em> void Gradient( const double *   x, double * g)</em>
    and
    <em> void FdF( const double *   x, double &f, double * g)</em>


   @ingroup MultiRoot
  */


   // FuncVector must contain a vector of pointers to functions
   // this same as MultiFit but here need to use pointers where there we used class elements

template<class FuncVector>
class GSLMultiRootFunctionAdapter {



public:

   static int F( const gsl_vector * x, void * p, gsl_vector * f ) {
      // p is a pointer to an iterator of functions
      unsigned int n = f->size;
      // need to copy iterator otherwise next time the function is called it wont work
      FuncVector  & funcVec = *( reinterpret_cast< FuncVector *> (p) );
      if (n == 0) return -1;
      for (unsigned int i = 0; i < n ; ++i) {
         gsl_vector_set(f, i, (*funcVec[i])(x->data) );
      }
      return 0;
   }


   static int Df(  const gsl_vector * x, void * p, gsl_matrix * h) {

      // p is a pointer to an iterator of functions
      unsigned int n = h->size1;
      unsigned int npar = h->size2;
      if (n == 0) return -1;
      if (npar == 0) return -2;
      FuncVector  & funcVec = *( reinterpret_cast< FuncVector *> (p) );
      for (unsigned int i = 0; i < n ; ++i) {
         double * g = (h->data)+i*npar;   //pointer to start  of i-th row
         assert ( npar == (funcVec[i])->NDim() );
         (funcVec[i])->Gradient(x->data, g);
      }
      return 0;
   }

   /// evaluate derivative and function at the same time
   static int FDf(  const gsl_vector * x, void * p,  gsl_vector * f, gsl_matrix * h) {
      // should be implemented in the function
      // p is a pointer to an iterator of functions
      unsigned int n = h->size1;
      unsigned int npar = h->size2;
      if (n == 0) return -1;
      if (npar == 0) return -2;
      FuncVector  & funcVec = *( reinterpret_cast< FuncVector *> (p) );
      assert ( f->size == n);
      for (unsigned int i = 0; i < n ; ++i) {
         assert ( npar == (funcVec[i])->NDim() );
         double fval = 0;
         double * g = (h->data)+i*npar;   //pointer to start  of i-th row
         (funcVec[i])->FdF(x->data, fval, g);
         gsl_vector_set(f, i, fval  );
      }
      return 0;
   }

};


} // namespace Math
} // namespace ROOT


#endif /* ROOT_Math_GSLMultiRootFunctionAdapter */