liboce-foundation-dev 0.17.1-1 / usr / include / oce / math_FunctionSetRoot.hxx

// This file is generated by WOK (CPPExt).
// Please do not edit this file; modify original file instead.
// The copyright and license terms as defined for the original file apply to 
// this header file considered to be the "object code" form of the original source.

#ifndef _math_FunctionSetRoot_HeaderFile
#define _math_FunctionSetRoot_HeaderFile

#include <Standard.hxx>
#include <Standard_DefineAlloc.hxx>
#include <Standard_Macro.hxx>

#include <Standard_Boolean.hxx>
#include <math_Vector.hxx>
#include <math_Matrix.hxx>
#include <Standard_Integer.hxx>
#include <math_IntegerVector.hxx>
#include <Standard_OStream.hxx>
class StdFail_NotDone;
class Standard_DimensionError;
class math_FunctionSetWithDerivatives;
class math_Matrix;


//! The math_FunctionSetRoot class calculates the root
//! of a set of N functions of M variables (N<M, N=M or N>M). Knowing
//! an initial guess of the solution and using a minimization algorithm, a search
//! is made in the Newton direction and then in the Gradient direction if there
//! is no success in the Newton direction. This algorithm can also be
//! used for functions minimization. Knowledge of all the partial
//! derivatives (the Jacobian) is required.
class math_FunctionSetRoot 
{
public:

  DEFINE_STANDARD_ALLOC

  
  //! is used in a sub-class to initialize correctly all the fields
  //! of this class.
  //! The range (1, F.NbVariables()) must be especially
  //! respected for all vectors and matrix declarations.
  Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, const math_Vector& Tolerance, const Standard_Integer NbIterations = 100);
  
  //! is used in a sub-class to initialize correctly all the fields
  //! of this class.
  //! The range (1, F.NbVariables()) must be especially
  //! respected for all vectors and matrix declarations.
  //! The method SetTolerance must be called after this
  //! constructor.
  Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, const Standard_Integer NbIterations = 100);
  
  //! is used to improve the root of the function F
  //! from the initial guess StartingPoint.
  //! The maximum number of iterations allowed is given by
  //! NbIterations.
  //! In this case, the solution is found when:
  //! abs(Xi - Xi-1)(j) <= Tolerance(j) for all unknowns.
  Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, const math_Vector& StartingPoint, const math_Vector& Tolerance, const Standard_Integer NbIterations = 100);
  
  //! is used to improve the root of the function F
  //! from the initial guess StartingPoint.
  //! The maximum number of iterations allowed is given
  //! by NbIterations.
  //! In this case, the solution is found when:
  //! abs(Xi - Xi-1) <= Tolerance for all unknowns.
  Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, const math_Vector& StartingPoint, const math_Vector& Tolerance, const math_Vector& infBound, const math_Vector& supBound, const Standard_Integer NbIterations = 100, const Standard_Boolean theStopOnDivergent = Standard_False);
  
  Standard_EXPORT virtual   void Delete() ;
Standard_EXPORT virtual ~math_FunctionSetRoot(){Delete();}
  
  //! Initializes the tolerance values.
  Standard_EXPORT   void SetTolerance (const math_Vector& Tolerance) ;
  
  //! Improves the root of function F from the initial guess
  //! StartingPoint. infBound and supBound may be given to constrain the solution.
  //! Warning
  //! This method is called when computation of the solution is
  //! not performed by the constructors.
  Standard_EXPORT   void Perform (math_FunctionSetWithDerivatives& F, const math_Vector& StartingPoint, const math_Vector& infBound, const math_Vector& supBound, const Standard_Boolean theStopOnDivergent = Standard_False) ;
  
  //! This routine is called at the end of each iteration
  //! to check if the solution was found. It can be redefined
  //! in a sub-class to implement a specific test to stop the
  //! iterations.
  //! In this case, the solution is found when:
  //! abs(Xi - Xi-1) <= Tolerance for all unknowns.
  Standard_EXPORT virtual   Standard_Boolean IsSolutionReached (math_FunctionSetWithDerivatives& F) ;
  

  //! Returns true if the computations are successful, otherwise returns false.
      Standard_Boolean IsDone()  const;
  
  //! Returns the number of iterations really done
  //! during the computation of the root.
  //! Exception NotDone is raised if the root was not found.
      Standard_Integer NbIterations()  const;
  
  //! returns the stateNumber (as returned by
  //! F.GetStateNumber()) associated to the root found.
      Standard_Integer StateNumber()  const;
  
  //! Returns the value of the root of function F.
  //! Exception NotDone is raised if the root was not found.
     const  math_Vector& Root()  const;
  
  //! Outputs the root vector in Root.
  //! Exception NotDone is raised if the root was not found.
  //! Exception DimensionError is raised if the range of Root
  //! is not equal to the range of the StartingPoint.
  Standard_EXPORT   void Root (math_Vector& Root)  const;
  
  //! Returns the matrix value of the derivative at the root.
  //! Exception NotDone is raised if the root was not found.
     const  math_Matrix& Derivative()  const;
  
  //! outputs the matrix value of the derivative
  //! at the root in Der.
  //! Exception NotDone is raised if the root was not found.
  //! Exception DimensionError is raised if the column range
  //! of <Der> is not equal to the range of the startingPoint.
      void Derivative (math_Matrix& Der)  const;
  
  //! returns the vector value of the error done
  //! on the functions at the root.
  //! Exception NotDone is raised if the root was not found.
     const  math_Vector& FunctionSetErrors()  const;
  
  //! outputs the vector value of the error done
  //! on the functions at the root in Err.
  //! Exception NotDone is raised if the root was not found.
  //! Exception DimensionError is raised if the range of Err
  //! is not equal to the range of the StartingPoint.
  Standard_EXPORT   void FunctionSetErrors (math_Vector& Err)  const;
  
  //! Prints on the stream o information on the current state
  //! of the object.
  //! Is used to redefine the operator <<.
  Standard_EXPORT   void Dump (Standard_OStream& o)  const;
  
  Standard_EXPORT   Standard_Boolean IsDivergent()  const;




protected:



  math_Vector Delta;
  math_Vector Sol;
  math_Matrix DF;
  math_Vector Tol;


private:



  Standard_Boolean Done;
  Standard_Integer Kount;
  Standard_Integer State;
  Standard_Integer Itermax;
  math_Vector InfBound;
  math_Vector SupBound;
  math_Vector SolSave;
  math_Vector GH;
  math_Vector DH;
  math_Vector DHSave;
  math_Vector FF;
  math_Vector PreviousSolution;
  math_Vector Save;
  math_IntegerVector Constraints;
  math_Vector Temp1;
  math_Vector Temp2;
  math_Vector Temp3;
  math_Vector Temp4;
  Standard_Boolean myIsDivergent;


};


#include <math_FunctionSetRoot.lxx>





#endif // _math_FunctionSetRoot_HeaderFile