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LeastSquaresADMinimizer.h

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// LeastSquaresADMinimizer.h: interface for the LeastSquaresADMinimizer class.
//

#if !defined(AFX_LEASTSQUARESADMINIMIZER_H__B872BB8D_BEEB_412D_BDC2_43D6F067FD89__INCLUDED_)
#define AFX_LEASTSQUARESADMINIMIZER_H__B872BB8D_BEEB_412D_BDC2_43D6F067FD89__INCLUDED_

#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000

#ifdef _WIN32
#include <mkl.h>
#else
#include "lapack.h"
#endif

#include <iostream>
#include <fstream>
#include <cmath>
#include <cfloat>
#include <assert.h>
#include "Minimizer.h"
#include "NLLSMinimizable.h"
#include "ParameterFilter.h"
#include "adouble.h"
#include "adutils.h"

using namespace std;

class CLeastSquaresADMinimizer : public Minimizer  
{
public:
        CLeastSquaresADMinimizer();
        virtual ~CLeastSquaresADMinimizer();
        // Compute the Hessian and the Gradient via automatic differentiation
        void ComputeDerivativeInformation(double *parameters, NLLSMinimizable *nlls);
        // Store the diagonal elements of the Hessian
        void SaveDiagonal();
        // returns the force matrix
        const double **GetForceMatrix() const {return (const double **)m_pdForceMatrix;}
    int GetNParameters() {return nParameters;}
        int GetNResiduals() {return m_iNResiduals;}
//private:
        double m_dFuncAccuracy;                 // Accuracy of objective function evaluations
        double** m_pdAlpha;                             // Approximate Hessian matrix
        double* m_pdGrad;                               // Gradient (-JT.f)
        double* m_pdDiagonal;                   // Used to preserve diagonal H elements before scaling
        CParameterFilter *m_pFilter;    // Filter for parameter rescaling
        double** m_pdForceMatrix;               // Components of gradient (-JT.f)
        int m_iNResiduals;                              // number of residuals in NLLSMinimizable
};

#endif // !defined(AFX_LEASTSQUARESADMINIMIZER_H__B872BB8D_BEEB_412D_BDC2_43D6F067FD89__INCLUDED_)

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