| [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:
 | 
|---|