/usr/include/oce/math_FRPR.hxx is in liboce-foundation-dev 0.18.2-2build1.
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// Please do not edit this file; modify original file instead.
// The copyright and license terms as defined for the original file apply to
// this header file considered to be the "object code" form of the original source.
#ifndef _math_FRPR_HeaderFile
#define _math_FRPR_HeaderFile
#include <Standard.hxx>
#include <Standard_DefineAlloc.hxx>
#include <Standard_Macro.hxx>
#include <Standard_Boolean.hxx>
#include <math_Vector.hxx>
#include <Standard_Real.hxx>
#include <Standard_Integer.hxx>
#include <math_Status.hxx>
#include <Standard_OStream.hxx>
class Standard_DimensionError;
class StdFail_NotDone;
class math_MultipleVarFunctionWithGradient;
//! this class implements the Fletcher-Reeves-Polak_Ribiere minimization
//! algorithm of a function of multiple variables.
//! Knowledge of the function's gradient is required.
class math_FRPR
{
public:
DEFINE_STANDARD_ALLOC
//! Initializes the computation of the minimum of F.
//! Warning: constructor does not perform computations.
Standard_EXPORT math_FRPR(const math_MultipleVarFunctionWithGradient& theFunction, const Standard_Real theTolerance, const Standard_Integer theNbIterations = 200, const Standard_Real theZEPS = 1.0e-12);
//! Destructor alias.
Standard_EXPORT void Delete() const;
Standard_EXPORT virtual ~math_FRPR();
//! The solution F = Fi is found when
//! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
Standard_EXPORT void Perform (math_MultipleVarFunctionWithGradient& theFunction, const math_Vector& theStartingPoint) ;
//! The solution F = Fi is found when:
//! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS.
//! The maximum number of iterations allowed is given by NbIterations.
virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunctionWithGradient& theFunction) ;
//! Returns true if the computations are successful, otherwise returns false.
Standard_Boolean IsDone() const;
//! returns the location vector of the minimum.
//! Exception NotDone is raised if the minimum was not found.
const math_Vector& Location() const;
//! outputs the location vector of the minimum in Loc.
//! Exception NotDone is raised if the minimum was not found.
//! Exception DimensionError is raised if the range of Loc is not
//! equal to the range of the StartingPoint.
void Location (math_Vector& Loc) const;
//! returns the value of the minimum.
//! Exception NotDone is raised if the minimum was not found.
Standard_Real Minimum() const;
//! returns the gradient vector at the minimum.
//! Exception NotDone is raised if the minimum was not found.
const math_Vector& Gradient() const;
//! outputs the gradient vector at the minimum in Grad.
//! Exception NotDone is raised if the minimum was not found.
//! Exception DimensionError is raised if the range of Grad is not
//! equal to the range of the StartingPoint.
void Gradient (math_Vector& Grad) const;
//! returns the number of iterations really done during the
//! computation of the minimum.
//! Exception NotDone is raised if the minimum was not found.
Standard_Integer NbIterations() const;
//! Prints on the stream o information on the current state
//! of the object.
//! Is used to redefine the operator <<.
Standard_EXPORT void Dump (Standard_OStream& o) const;
protected:
math_Vector TheLocation;
math_Vector TheGradient;
Standard_Real TheMinimum;
Standard_Real PreviousMinimum;
Standard_Real XTol;
Standard_Real EPSZ;
private:
Standard_Boolean Done;
Standard_Integer Iter;
Standard_Integer State;
math_Status TheStatus;
Standard_Integer Itermax;
};
#include <math_FRPR.lxx>
#endif // _math_FRPR_HeaderFile
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