update.h Source File

00001 //
00002 // update.h
00003 //
00004 // Copyright (C) 1996 Limit Point Systems, Inc.
00005 //
00006 // Author: Curtis Janssen <cljanss@limitpt.com>
00007 // Maintainer: LPS
00008 //
00009 // This file is part of the SC Toolkit.
00010 //
00011 // The SC Toolkit is free software; you can redistribute it and/or modify
00012 // it under the terms of the GNU Library General Public License as published by
00013 // the Free Software Foundation; either version 2, or (at your option)
00014 // any later version.
00015 //
00016 // The SC Toolkit is distributed in the hope that it will be useful,
00017 // but WITHOUT ANY WARRANTY; without even the implied warranty of
00018 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00019 // GNU Library General Public License for more details.
00020 //
00021 // You should have received a copy of the GNU Library General Public License
00022 // along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
00023 // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
00024 //
00025 // The U.S. Government is granted a limited license as per AL 91-7.
00026 //
00027 
00028 #ifndef _math_optimize_update_h
00029 #define _math_optimize_update_h
00030 
00031 #ifdef __GNUC__
00032 #pragma interface
00033 #endif
00034 
00035 #include <util/state/state.h>
00036 #include <util/class/class.h>
00037 #include <math/scmat/matrix.h>
00038 #include <math/optimize/function.h>
00039 #include <math/optimize/transform.h>
00040 
00041 namespace sc {
00042 
00043 // //////////////////////////////////////////////////////////////////////
00044 //  hessian update classes.  based on the value of inverse_hessian_
00045 //  x and g may be reversed (see Schlegel, ab initio Methods in Quantum
00046 //  Chemistry I, 1987, p 10
00047 
00048 
00054 class HessianUpdate: virtual public SavableState {
00055   protected:
00056     int inverse_hessian_;
00057   public:
00058     HessianUpdate();
00059     HessianUpdate(StateIn&);
00060     HessianUpdate(const Ref<KeyVal>&);
00061     void save_data_state(StateOut&);
00062     virtual ~HessianUpdate();
00063     virtual void update(const RefSymmSCMatrix&hessian,const Ref<Function>&,
00064                         const RefSCVector&xnew,const RefSCVector&gnew) = 0;
00065     virtual void set_inverse();
00066     virtual void apply_transform(const Ref<NonlinearTransform>&);
00067 };
00068 
00069 
00072 class DFPUpdate: public HessianUpdate {
00073   protected:
00074     RefSCVector xprev;
00075     RefSCVector gprev;
00076   public:
00077     DFPUpdate();
00078     DFPUpdate(StateIn&);
00092     DFPUpdate(const Ref<KeyVal>&);
00093     void save_data_state(StateOut&);
00094     ~DFPUpdate();
00095     void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
00096                 const RefSCVector&xnew,const RefSCVector&gnew);
00097     void apply_transform(const Ref<NonlinearTransform>&);
00098     void set_inverse();
00099 };
00100 
00104 class BFGSUpdate: public DFPUpdate {
00105   public:
00106     BFGSUpdate();
00107     BFGSUpdate(StateIn&);
00108     BFGSUpdate(const Ref<KeyVal>&);
00109     void save_data_state(StateOut&);
00110     ~BFGSUpdate();
00111     void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
00112                 const RefSCVector&xnew,const RefSCVector&gnew);
00113 };
00114 
00119 class PowellUpdate: public HessianUpdate {
00120   protected:
00121     RefSCVector xprev;
00122     RefSCVector gprev;
00123   public:
00124     PowellUpdate();
00125     PowellUpdate(StateIn&);
00126     PowellUpdate(const Ref<KeyVal>&);
00127     void save_data_state(StateOut&);
00128     ~PowellUpdate();
00129     void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&func,
00130                 const RefSCVector&xnew,const RefSCVector&gnew);
00131     void apply_transform(const Ref<NonlinearTransform>&);
00132 };
00133 
00134 }
00135 
00136 #endif
00137 
00138 // Local Variables:
00139 // mode: c++
00140 // c-file-style: "CLJ"
00141 // End: