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