| [0b990d] | 1 | //
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| 2 | // transform.h
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| 3 | //
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| 4 | // Copyright (C) 1996 Limit Point Systems, Inc.
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| 5 | //
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| 6 | // Author: Curtis Janssen <cljanss@limitpt.com>
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| 7 | // Maintainer: LPS
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| 8 | //
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| 9 | // This file is part of the SC Toolkit.
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| 10 | //
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| 11 | // The SC Toolkit is free software; you can redistribute it and/or modify
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| 12 | // it under the terms of the GNU Library General Public License as published by
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| 13 | // the Free Software Foundation; either version 2, or (at your option)
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| 14 | // any later version.
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| 15 | //
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| 16 | // The SC Toolkit is distributed in the hope that it will be useful,
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| 17 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 18 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 19 | // GNU Library General Public License for more details.
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| 20 | //
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| 21 | // You should have received a copy of the GNU Library General Public License
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| 22 | // along with the SC Toolkit; see the file COPYING.LIB. If not, write to
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| 23 | // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
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| 24 | //
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| 25 | // The U.S. Government is granted a limited license as per AL 91-7.
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| 26 | //
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| 27 |
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| 28 | #ifndef _math_optimize_transform_h
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| 29 | #define _math_optimize_transform_h
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| 30 |
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| 31 | #ifdef __GNUC__
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| 32 | #pragma interface
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| 33 | #endif
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| 34 |
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| 35 | #include <math/scmat/matrix.h>
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| 36 |
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| 37 | namespace sc {
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| 38 |
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| 39 | /** The NonlinearTransform class transforms between
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| 40 | two nonlinear coordinate systems. It is needed when a change
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| 41 | of coordinates occurs in the middle of an optimization. */
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| 42 | class NonlinearTransform: public RefCount {
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| 43 | protected:
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| 44 | // The linear part of the nonlinear transform. This must
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| 45 | // be initialized by derived classes in their
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| 46 | // transform_coordinates routine (or the transform
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| 47 | // members must be overridden so it is ignored).
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| 48 | RefSCMatrix linear_transform_;
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| 49 | public:
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| 50 | ~NonlinearTransform();
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| 51 |
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| 52 | /// Transform the coordinates.
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| 53 | virtual void transform_coordinates(const RefSCVector& x) = 0;
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| 54 | /** Transform the gradient at a point in the new
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| 55 | coordinate system. transform_coordinates must be
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| 56 | called first to give the point. */
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| 57 | virtual void transform_gradient(const RefSCVector& g);
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| 58 | /** Transform the hessian to the new coordinate system.
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| 59 | transform_gradient must be called first to
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| 60 | initialize this routine. */
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| 61 | virtual void transform_hessian(const RefSymmSCMatrix& h);
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| 62 | /** Transform the inverse of the hessian.
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| 63 | transform_gradient must be called first to
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| 64 | initialize this routine. */
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| 65 | virtual void transform_ihessian(const RefSymmSCMatrix &ih);
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| 66 | };
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| 67 |
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| 68 |
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| 69 |
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| 70 | /** The IdentityTransform is a special case of
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| 71 | NonlinearTransform were no transformation takes place.
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| 72 | */
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| 73 | class IdentityTransform: public NonlinearTransform {
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| 74 | public:
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| 75 | ~IdentityTransform();
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| 76 |
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| 77 | /** These override the tranformation members of
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| 78 | NonlinearTransform and do nothing. */
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| 79 | void transform_coordinates(const RefSCVector& x);
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| 80 | void transform_gradient(const RefSCVector& g);
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| 81 | void transform_hessian(const RefSymmSCMatrix& h);
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| 82 | void transform_ihessian(const RefSymmSCMatrix &ih);
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| 83 | };
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| 84 |
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| 85 | }
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| 86 |
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| 87 | #endif
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| 88 |
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| 89 | // Local Variables:
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| 90 | // mode: c++
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| 91 | // c-file-style: "CLJ"
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| 92 | // End:
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