226 lines
6.6 KiB
C++
226 lines
6.6 KiB
C++
#ifndef LM_DIFF
|
|
#define LM_DIFF
|
|
|
|
/****************************************************************************
|
|
* VCGLib o o *
|
|
* Visual and Computer Graphics Library o o *
|
|
* _ O _ *
|
|
* Copyright(C) 2004 \/)\/ *
|
|
* Visual Computing Lab /\/| *
|
|
* ISTI - Italian National Research Council | *
|
|
* \ *
|
|
* All rights reserved. *
|
|
* *
|
|
* This program is free software; you can redistribute it and/or modify *
|
|
* it under the terms of the GNU General Public License as published by *
|
|
* the Free Software Foundation; either version 2 of the License, or *
|
|
* (at your option) any later version. *
|
|
* *
|
|
* This program 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 General Public License (http://www.gnu.org/licenses/gpl.txt) *
|
|
* for more details. *
|
|
* *
|
|
****************************************************************************/
|
|
|
|
#include <cminpack.h>
|
|
#include <stdlib.h>
|
|
/*
|
|
LMDiff is a class that performs non linear minimization:
|
|
|
|
min Sum_{i=0}^{M} ( F(x0,..,xN)_i ) ^2 )
|
|
Where:
|
|
F: R^N->R^M is a user defined function
|
|
|
|
****** basic example use ****
|
|
|
|
void evaluate (void *data, int n_par, int m_dat, double* par, double* fvec, int iflag )
|
|
{
|
|
for(int i = 0 ; i < m_dat;++i)
|
|
fvec[i] = i * (par)[0] * (par)[0] + (i/2) * (par)[1] * (par)[1];
|
|
}
|
|
|
|
|
|
int main(){
|
|
LMDiff nlm;
|
|
double par[2]={4.0,-4.0};
|
|
nlm.InitControl();
|
|
nlm.Run(3,2,par,evaluate,0);
|
|
}
|
|
|
|
*/
|
|
/** Class LMDiff.
|
|
This is a class for wrapping the lmdif part of cminpack (see http://devernay.free.fr/hacks/cminpack.html).
|
|
*/
|
|
class LMDiff{
|
|
public:
|
|
|
|
|
|
// parameters for calling the high-level interface Run
|
|
// ( Run.c provides lm_control_default which sets default values ):
|
|
typedef struct {
|
|
double ftol; // relative error desired in the sum of squares.
|
|
double xtol; // relative error between last two approximations.
|
|
double gtol; // orthogonality desired between fvec and its derivs.
|
|
double epsilon; // step used to calculate the jacobian.
|
|
double stepbound; // initial bound to steps in the outer loop.
|
|
double fnorm; // norm of the residue vector fvec.
|
|
int maxcall; // maximum number of iterations.
|
|
int nfev; // actual number of iterations.
|
|
int nprint; // desired frequency of print outs.
|
|
int info; // status of minimization.
|
|
} lm_control_type;
|
|
|
|
|
|
// through the following parameters, lm_lmdif communicates with evaluate:
|
|
typedef struct {
|
|
int nfev; // actual number of iterations.
|
|
int nprint; // desired frequency of print outs.
|
|
int stop; // if set to a nonzero value, minimization will stop.
|
|
} lm_status_type;
|
|
|
|
|
|
// ***** the following messages are referenced by the variable info.
|
|
static char * Message(const int & i){
|
|
static char *lm_infmsg[] = {
|
|
"improper input parameters",
|
|
"the relative error in the sum of squares is at most tol",
|
|
"the relative error between x and the solution is at most tol",
|
|
"both errors are at most tol",
|
|
"fvec is orthogonal to the columns of the jacobian to machine precision",
|
|
"number of calls to fcn has reached or exceeded 200*(n+1)",
|
|
"tol is too small. no further reduction in the sum of squares is possible",
|
|
"tol too small. no further improvement in approximate solution x possible",
|
|
"not enough memory"
|
|
};
|
|
return lm_infmsg[i];
|
|
}
|
|
lm_control_type control; // control of this object
|
|
|
|
/// Initialize the control: termination condition, steps size..
|
|
void InitControl(){lm_initialize_control();}
|
|
|
|
/// the subroutine that calculates fvec:
|
|
typedef int (lm_evaluate_type) (
|
|
void *user_data, // user data (the same passed to Run
|
|
int m, // the dimension of the co-domain of your F
|
|
int n,
|
|
const double* n_var, // the n parameters to compute your F
|
|
double* fvec, // the values computed by F
|
|
int iflag // status
|
|
);
|
|
|
|
void Run (
|
|
int m, // size of the codomain of F
|
|
int n , // size of the domain of F
|
|
double* par, // starting values of the parameters
|
|
lm_evaluate_type *evaluate, // yuor function F
|
|
void *data, // user data (will be passed to F as they are
|
|
lm_control_type *control // control
|
|
);
|
|
|
|
|
|
// compact high-level interface:
|
|
|
|
void Run( int m_dat,int n_par, double* par, lm_evaluate_type *evaluate,
|
|
void *data );
|
|
|
|
private:
|
|
void lm_initialize_control( );
|
|
};
|
|
|
|
|
|
|
|
/* *********************** high-level interface **************************** */
|
|
|
|
|
|
void LMDiff::lm_initialize_control( )
|
|
{
|
|
control.maxcall = 10000;
|
|
control.epsilon = 1.e-14;
|
|
control.stepbound = 100.;
|
|
control.ftol = 1.e-14;
|
|
control.xtol = 1.e-14;
|
|
control.gtol = 1.e-14;
|
|
control.nprint = 0;
|
|
}
|
|
|
|
void LMDiff::Run( int m_dat,int n_par, double* par, lm_evaluate_type *evaluate,
|
|
void *data ){Run( m_dat, n_par, par, evaluate, data, &control);}
|
|
|
|
|
|
void LMDiff::Run( int m_dat,int n_par, double* par, lm_evaluate_type *evaluate,
|
|
void *data, lm_control_type *control )
|
|
{
|
|
|
|
// *** allocate work space.
|
|
|
|
double *fvec, *diag, *fjac, *qtf, *wa1, *wa2, *wa3, *wa4;
|
|
int *ipvt;
|
|
|
|
int n = n_par;
|
|
int m = m_dat;
|
|
|
|
if (!(fvec = (double*) malloc( m*sizeof(double))) ||
|
|
!(diag = (double*) malloc(n* sizeof(double))) ||
|
|
!(qtf = (double*) malloc(n* sizeof(double))) ||
|
|
!(fjac = (double*) malloc(n*m*sizeof(double))) ||
|
|
!(wa1 = (double*) malloc(n* sizeof(double))) ||
|
|
!(wa2 = (double*) malloc(n* sizeof(double))) ||
|
|
!(wa3 = (double*) malloc(n* sizeof(double))) ||
|
|
!(wa4 = (double*) malloc( m*sizeof(double))) ||
|
|
!(ipvt = (int*) malloc(n* sizeof(int)))) {
|
|
control->info = 9;
|
|
return;
|
|
}
|
|
|
|
// *** perform fit.
|
|
|
|
control->info = 0;
|
|
control->nfev = 0;
|
|
// this goes through the modified legacy interface:
|
|
control->info =
|
|
lmdif(
|
|
evaluate,
|
|
data,
|
|
m,
|
|
n,
|
|
par,
|
|
fvec,
|
|
control->ftol,
|
|
control->xtol,
|
|
control->gtol,
|
|
control->maxcall*(n+1),
|
|
control->epsilon,
|
|
diag,
|
|
1,
|
|
control->stepbound,
|
|
control->nprint,
|
|
&(control->nfev),
|
|
fjac,
|
|
m,
|
|
ipvt,
|
|
qtf,
|
|
wa1,
|
|
wa2,
|
|
wa3,
|
|
wa4
|
|
);
|
|
|
|
if (control->info >= 8) control->info = 4;
|
|
|
|
// *** clean up.
|
|
|
|
free(fvec);
|
|
free(diag);
|
|
free(qtf);
|
|
free(fjac);
|
|
free(wa1);
|
|
free(wa2);
|
|
free(wa3 );
|
|
free(wa4);
|
|
free(ipvt);
|
|
}
|
|
|
|
#endif |