source: src/lib/math/optimize/function.cc@ 97a6bc

//
// function.cc
//
// Copyright (C) 1996 Limit Point Systems, Inc.
//
// Author: Curtis Janssen <cljanss@limitpt.com>
// Maintainer: LPS
//
// This file is part of the SC Toolkit.
//
// The SC Toolkit is free software; you can redistribute it and/or modify
// it under the terms of the GNU Library General Public License as published by
// the Free Software Foundation; either version 2, or (at your option)
// any later version.
//
// The SC Toolkit is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Library General Public License for more details.
//
// You should have received a copy of the GNU Library General Public License
// along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
//
// The U.S. Government is granted a limited license as per AL 91-7.
//

#ifdef __GNUC__
#pragma implementation
#endif

#include <math.h>
#include <float.h>
#include <string.h>

#include <util/misc/formio.h>
#include <util/state/stateio.h>
#include <math/scmat/matrix.h>
#include <math/scmat/elemop.h>
#include <util/keyval/keyval.h>

#include <math/optimize/function.h>

using namespace std;
using namespace sc;

////////////////////////////////////////////////////////////////////////

static ClassDesc Function_cd(
  typeid(Function),"Function",1,"virtual public SavableState",
  0, 0, 0);

Function::Function():
  value_(this),
  gradient_(this),
  hessian_(this)
{
  matrixkit_ = SCMatrixKit::default_matrixkit();
  value_.set_desired_accuracy(DBL_EPSILON);
  gradient_.set_desired_accuracy(DBL_EPSILON);
  hessian_.set_desired_accuracy(DBL_EPSILON);
}

Function::Function(const Function& func):
  value_(func.value_,this),
  gradient_(func.gradient_,this),
  hessian_(func.hessian_,this)
{
  matrixkit_ = func.matrixkit_;
  dim_ = func.dim_;
  x_ = func.x_;
}

Function::Function(const Ref<KeyVal>&kv, double funcacc,
                   double gradacc, double hessacc):
  value_(this),
  gradient_(this),
  hessian_(this)
{
  matrixkit_ << kv->describedclassvalue("matrixkit");

  if (matrixkit_.null()) matrixkit_ = SCMatrixKit::default_matrixkit();

  KeyValValuedouble funcaccval(funcacc);
  value_.set_desired_accuracy(kv->doublevalue("value_accuracy",funcaccval));
  if (value_.desired_accuracy() < DBL_EPSILON)
    value_.set_desired_accuracy(DBL_EPSILON);

  KeyValValuedouble gradaccval(gradacc);
  gradient_.set_desired_accuracy(kv->doublevalue("gradient_accuracy",
                                                 gradaccval));
  if (gradient_.desired_accuracy() < DBL_EPSILON)
    gradient_.set_desired_accuracy(DBL_EPSILON);

  KeyValValuedouble hessaccval(hessacc);
  hessian_.set_desired_accuracy(kv->doublevalue("hessian_accuracy",
                                                hessaccval));
  if (hessian_.desired_accuracy() < DBL_EPSILON)
    hessian_.set_desired_accuracy(DBL_EPSILON);
}

Function::Function(StateIn&s):
  SavableState(s),
  value_(s,this),
  gradient_(this),
  hessian_(this)
{
  matrixkit_ = SCMatrixKit::default_matrixkit();
  dim_ << SavableState::restore_state(s);
  x_ = matrixkit_->vector(dim_);
  x_.restore(s);

  gradient_.result_noupdate() = matrixkit()->vector(dim_);
  gradient_.restore_state(s);
  gradient_.result_noupdate().restore(s);

  hessian_.result_noupdate() = matrixkit()->symmmatrix(dim_);
  hessian_.restore_state(s);
  hessian_.result_noupdate().restore(s);
}

Function::~Function()
{
}

Function &
Function::operator=(const Function& func)
{
  matrixkit_ = func.matrixkit_;
  dim_ = func.dim_;
  x_ = func.x_;
  value_ = func.value_;
  gradient_ = func.gradient_;
  hessian_ = func.hessian_;
  return *this;
}

void
Function::save_data_state(StateOut&s)
{
  value_.save_data_state(s);
  SavableState::save_state(dim_.pointer(),s);
  x_.save(s);
  gradient_.save_data_state(s);
  gradient_.result_noupdate().save(s);
  hessian_.save_data_state(s);
  hessian_.result_noupdate().save(s);
}

Ref<SCMatrixKit>
Function::matrixkit() const
{
  return matrixkit_;
}

RefSCDimension
Function::dimension() const
{
  return dim_;
}

void
Function::set_x(const RefSCVector&v)
{
  x_.assign(v);
  obsolete();
}

double
Function::value()
{
  return value_;
}

int
Function::value_needed() const
{
  return value_.needed();
}

int
Function::do_value(int f)
{
  return value_.compute(f);
}

void
Function::set_value(double e)
{
  value_.result_noupdate() = e;
  value_.computed() = 1;
}

void
Function::set_desired_value_accuracy(double a)
{
  value_.set_desired_accuracy(a);
}

void
Function::set_actual_value_accuracy(double a)
{
  value_.set_actual_accuracy(a);
}

double
Function::desired_value_accuracy() const
{
  return value_.desired_accuracy();
}

double
Function::actual_value_accuracy() const
{
  return value_.actual_accuracy();
}

RefSCVector
Function::gradient()
{
  RefSCVector ret = gradient_.result();
  return ret;
}

int
Function::gradient_needed() const
{
  return gradient_.needed();
}

int
Function::do_gradient(int f)
{
  return gradient_.compute(f);
}

void
Function::set_gradient(RefSCVector&g)
{
  gradient_.result_noupdate() = g;
  gradient_.computed() = 1;
}

void
Function::set_desired_gradient_accuracy(double a)
{
  gradient_.set_desired_accuracy(a);
}

void
Function::set_actual_gradient_accuracy(double a)
{
  gradient_.set_actual_accuracy(a);
}

double
Function::actual_gradient_accuracy() const
{
  return gradient_.actual_accuracy();
}

double
Function::desired_gradient_accuracy() const
{
  return gradient_.desired_accuracy();
}

RefSymmSCMatrix
Function::hessian()
{
  return hessian_.result();
}

int
Function::hessian_needed() const
{
  return hessian_.needed();
}

int
Function::do_hessian(int f)
{
  return hessian_.compute(f);
}

void
Function::set_hessian(RefSymmSCMatrix&h)
{
  hessian_.result_noupdate() = h;
  hessian_.computed() = 1;
}

// the default guess hessian is the unit diagonal
void
Function::guess_hessian(RefSymmSCMatrix&hessian)
{
  Ref<SCElementOp> op(new SCElementShiftDiagonal(1.0));
  hessian.assign(0.0);
  hessian.element_op(op);
}

RefSymmSCMatrix
Function::inverse_hessian(RefSymmSCMatrix&hessian)
{
  return hessian.gi();
}

void
Function::set_desired_hessian_accuracy(double a)
{
  hessian_.set_desired_accuracy(a);
}

void
Function::set_actual_hessian_accuracy(double a)
{
  hessian_.set_actual_accuracy(a);
}

double
Function::desired_hessian_accuracy() const
{
  return hessian_.desired_accuracy();
}

double
Function::actual_hessian_accuracy() const
{
  return hessian_.actual_accuracy();
}

void
Function::print(ostream&o) const
{
  const char *computed = " (computed)";
  const char *notcomputed = "";
  o << indent << "Function Parameters:\n" << incindent
    << indent << scprintf("value_accuracy    = %e (%e)%s\n",
                          actual_value_accuracy(), desired_value_accuracy(),
                          (value_.computed()?computed:notcomputed))
    << indent << scprintf("gradient_accuracy = %e (%e)%s\n",
                          actual_gradient_accuracy(),
                          desired_gradient_accuracy(),
                          (gradient_.computed()?computed:notcomputed))
    << indent << scprintf("hessian_accuracy  = %e (%e)%s\n",
                          actual_hessian_accuracy(),
                          desired_hessian_accuracy(),
                          (hessian_.computed()?computed:notcomputed))
    << decindent << endl;
}

void
Function::set_matrixkit(const Ref<SCMatrixKit>& kit)
{
  matrixkit_ = kit;
}

void
Function::set_dimension(const RefSCDimension& dim)
{
  dim_ = dim;
  x_ = matrixkit_->vector(dim);
  x_.assign(0.0);
  gradient_ = matrixkit()->vector(dim);
  gradient_.result_noupdate().assign(0.0);
  hessian_ = matrixkit()->symmmatrix(dim);
  hessian_.result_noupdate().assign(0.0);
}

int
Function::value_implemented() const
{
  return 0;
}

int
Function::gradient_implemented() const
{
  return 0;
}

int
Function::hessian_implemented() const
{
  return 0;
}

Ref<NonlinearTransform>
Function::change_coordinates()
{
  return 0;
}

void
Function::do_change_coordinates(const Ref<NonlinearTransform> &t)
{
  if (t.null())
      return;
  
  t->transform_coordinates(x_);
  obsolete();
}

/////////////////////////////////////////////////////////////////////////////

// Local Variables:
// mode: c++
// c-file-style: "CLJ"
// End: