BFGSFitter.h

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/* -*- mode: c++ -*- */

#include <map>

#ifndef _BFGSFitter_H_
#define _BFGSFitter_H_

#include "Fitter.h"

namespace hippodraw {

class MDL_HIPPOPLOT_API BFGSFitter: public Fitter
{
private:

  /* Using compiler generated copy constructor. 
     BFGSFitter ( const BFGSFitter & )
  */

  std::vector< std::vector< double > > m_M;
  
  std::vector< double > m_xinit;
  
  double m_grad_cutoff;
  
  double m_step_cutoff;
  
  double m_proj_cutoff;
  
  double m_c1, m_c2;
  
  double m_alpha_max; 
  
  double m_alpha1;

  std::map< std::string, double * >  m_iter_params;
    
 public:
  BFGSFitter ( const char * name );
  
  Fitter * clone () const;
  
  virtual int calcCovariance ( std::vector< std::vector < double > >& cov );
  
  double wolfeStep( const std::vector< double > & x0,
                    const std::vector< double > & p ) const;

  double zoom( const std::vector< double >& x0,
               const std::vector< double >& p,
               double phi0, double dphi0,
               double Alphalo, double Alphahi ) const;

  double interpolate( const std::vector< double >& x0,
                      const std::vector< double >& p,
                      double Alphaim, double Alphai ) const;
  
  double function( const std::vector< double > & x ) const;

  std::vector< double > gradient( const std::vector< double > & x ) const;

  double gradp( const std::vector< double > & u,
                const std::vector< double > & p ) const;
  
  const std::vector< double > & initIter() const;
  
  int setInitIter( const std::vector< double > & xinit );

  double iterParam( std::string name );

  int setIterParam( std::string name, double value );  
  
  virtual bool calcBestFit(); 

};

} // namespace hippodraw

#endif // _BFGSFitter_H_