/usr/include/mmdb/bfgs

//  $Id: bfgs_min.h,v 1.20 2012/01/26 17:52:19 ekr Exp $
//  =================================================================
//
//   CCP4 Coordinate Library: support of coordinate-related
//   functionality in protein crystallography applications.
//
//   Copyright (C) Eugene Krissinel 2000-2008.
//
//    This library is free software: you can redistribute it and/or
//    modify it under the terms of the GNU Lesser General Public
//    License version 3, modified in accordance with the provisions
//    of the license to address the requirements of UK law.
//
//    You should have received a copy of the modified GNU Lesser
//    General Public License along with this library. If not, copies
//    may be downloaded from http://www.ccp4.ac.uk/ccp4license.php
//
//    This program is distributed in the hope that it will be useful,
//    but WITHOUT ANY WARRANTY; without even the implied warranty of
//    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
//    GNU Lesser General Public License for more details.
//
//  =================================================================
//
//    27.06.01   <--  Date of Last Modification.
//                   ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//  -----------------------------------------------------------------
//
//  **** Module  :  bfgs_min  <interface>
//       ~~~~~~~~~
//  **** Classes :  CBFGSMin  ( minimization driver )
//       ~~~~~~~~~
//
//  (C) E. Krissinel 2000-2008
//
//  =================================================================
//

#ifndef  __BFGS_Min__
#define  __BFGS_Min__

#ifndef  __STDLIB_H
#include <stdlib.h>
#endif

#ifndef  __MatType__
#include "mattype_.h"
#endif

#ifndef  __LinAlg__
#include "linalg_.h"
#endif


//  ==============================================================

#define  BFGS_TooFewDigits       -2
#define  BFGS_WrongSpaceDim      -1
#define  BFGS_NoTermination       0
#define  BFGS_SmallGradient       1
#define  BFGS_SmallStep           2
#define  BFGS_LineSearchComplete  3
#define  BFGS_IterationLimit      4
#define  BFGS_LargeSteps          5
#define  BFGS_Stopped             6

typedef void BFGSMinFunc ( void * UserData, int N, rvector X,
                           realtype & F );
typedef BFGSMinFunc * PBFGSMinFunc;

typedef void BFGSPrintFunc ( void * UserData, int N, int Itn,
                             rvector X, rvector G, realtype F );
typedef BFGSPrintFunc * PBFGSPrintFunc;

DefineClass(CBFGSMin);

class CBFGSMin  {

  public :

    CBFGSMin ();
    virtual ~CBFGSMin();

    virtual void  MinFunc  ( rvector X, realtype & F );
    virtual void  Print    ( int Itn, rvector X, rvector G,
                             realtype F );

    void  SetMinFunction   ( void * UserData, PBFGSMinFunc   Fnc );
    void  SetPrintFunction ( void * UserData, PBFGSPrintFunc Fnc );


    // ======================================================
    //
    //    .--------------------------------------------.
    //    |                                            |
    //    |     UNCONSTRAINED MINIMIZATION DRIVER      |
    //    |                                            |
    //    `--------------------------------------------'
    //
    //    Finds a minimum of function F(X), X is vector [1..N], defined
    //  by virtual MinFunc. Virtual Print provides information on every
    //  iteration step.
    //
    //
    //               Input  parameters  :
    //             -----------------------
    //
    //    N        is the dimension the minimization space
    //
    //    x0       [1..N] is the initial point for minimization
    //
    //    TypX     [1..N] is the array of the typical ranges of
    //          X - components,  which are used for the scaling.
    //          If  TypX<=0.0  then  1.0  will be substituted
    //
    //    Digits   is the number of valid decimal digits in
    //          the calculated value of minimizing function ( F ).
    //          If  Digits<=0  then the Driver will consider
    //          that the  F  is computed with usual machine's
    //          noise
    //
    //    ItnLmt   is the maximum available number of iterations.
    //          If  ItnLmt=0  then  100  will be substituted
    //
    //    TypF     is the expected absolute value of  F  in the
    //          minimum,  which is used in the stop criterion.
    //          If  TypF<=0.0  then  1.0  will be substituted
    //
    //    GrdTol   is the desired absolute value of the gradient
    //          vector in the minimum of  F .  If  GrdTol<=0.0
    //          then the some value correlated with machine's
    //          noise will be substituted
    //
    //    StpTol   is the minimum available step for the minimi-
    //          zation.  The execution stops if the distance
    //          between two consequential approximation will be
    //          less then  StpTol .  If  StpTol<=0.0  then the
    //          some value correlated with machine's  noise
    //          will be substituted
    //
    //    MaxStp   is the maximum available step for then minimi-
    //          zation.  This parameter only prevents the appea-
    //          rance of the too large steps,  but the execution
    //          stops if more than  5  steps with length of MaxStep
    //          will consequently appear.
    //
    //
    //
    //               Outpute  parameters  :
    //             --------------------------
    //
    //    x0        will be the point at which the minimisation
    //          had stopped
    //
    //    Func      will be the function's value at  x0
    //
    //    TermCode  will be the reason of stopping :
    //
    //         1 <=>  the norm of gradient vector at  x0  is
    //               less than  GrdTol ;  the  x0  is probable
    //               point of the minimum
    //         2 <=>  the distance between two last approxima-
    //               tions was less than  StpTol ;  the  x0
    //               may be the point of minimum
    //         3 <=>  the gradient length is greater than
    //               GrdTol ,  but future minimization fails ;
    //               it may be the consequence of the errors
    //               at the computing of gradient, but also
    //               x0 could be the point of minimum
    //         4 <=>  the iteration limit had been exchausted
    //         5 <=>  more than  5  steps with length of
    //               MaxStp  had been made
    //         6 <=>  the termination key ( Esc or End )
    //               had been pressed.
    //
    //
    // ========================================================

    void  BFGS_Driver      ( int        MinN,
                             rvector    x0,
                             rvector    TypX,
                             realtype & FuncValue,
                             int      & TerminationCode,
                             int        Digits   = 0,
                             int        ItnLmt   = 0,
                             realtype   TypF     = 0.0,
                             realtype   GrdTol   = 0.0,
                             realtype   StpTol   = 0.0,
                             realtype   MaxStp   = MaxReal,
                             Boolean    Hess     = False,
                             rvector    LowLimit = NULL,
                             rvector    TopLimit = NULL );

    void  Stop();  // generates stop signal to stop optimization


  protected :

    PBFGSMinFunc    MFunc;
    void *          MFuncData;
    PBFGSPrintFunc  PFunc;
    void *          PFuncData;

    int             N,NAlloc;
    rmatrix         Hsn;
    rvector         TL,LL,XOpt,XPlus,Sx,SN,HDiag,GradX,GPlus;
    rvector         StepSize,FNeighbor;
    rvector         us,uy,ut;
    bvector         Freese;
    realtype        Func,FPlus,FOpt;
    realtype        TakenLambda;
    Boolean         ForDiff;  // if True then forward differences are
                              // used for the 1st estimation of the
                              // Hessian (which is less expensive),
                              // otherwise central differences will
                              // be employed (which is more expensive).
    Boolean         CalcHess;

    realtype        Etha,SqrtEtha,CubertEtha,TpF,GrdEps,StpEps,MxStep;
    realtype        SqrtEps;
    int             CnsMax,MaxItn,TermCode;
    Boolean         ModF;

    void  MinFunc1      ( rvector X, realtype & F );
    void  UMInCk        ( rvector  x0,     rvector  TypX,
                          int      Digits, realtype TypF,
                          realtype GrdTol, realtype StpTol,
                          realtype MaxStp, int      ItnLmt );
    void  UMStop0       ( rvector x0, rvector Grad );
    void  UMStop        ( rvector x0, rvector Grad, int RetCode,
                          int ItnCnt, Boolean MaxTkn );

    virtual void Gradient ( rvector X, rvector G, realtype Fc );
    virtual void FDHessF  ( realtype Fc, rvector X );

    void  FDGrad        ( rvector X, rvector G, realtype Fc );
    void  CDGrad        ( rvector X, rvector G );
    void  MdHess        ( rmatrix H, rvector HDg );
    void  InitHessUnFac ( realtype F,  rmatrix H );
    void  BFGSUnFac     ( rvector  Xc,      rvector Xp,
                          rvector  Gc,      rvector Gp,
                          Boolean AnalGrad, rvector HDg,
                          rmatrix  H );
    void  Choose_Lambda ( rvector X, rvector S, realtype & Lambda0 );
    void  LineSearch    ( rvector    px0,       rvector   G,
                          rvector    P,         realtype pFunc,
                          int     & RetCode, Boolean & MaxTkn );
    void  GetMemory     ();
    void  FreeMemory    ();
    void  Relax         ();
    void  CopyPlus      ( rvector x0 );

};

#endif
libmmdb-dev 1.25.5-2 / usr / include / mmdb / bfgs_min.h
