| 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: | 
|---|