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vnl_amoeba.h

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00001 #ifndef vnl_amoeba_h_
00002 #define vnl_amoeba_h_
00003 //:
00004 //  \file
00005 //  \brief Nelder-Meade downhill simplex.
00006 //  \author Andrew W. Fitzgibbon, Oxford RRG, 23 Oct 97
00007 //  
00008 //  \verbatim
00009 //  Modifications
00010 //  971023 AWF Initial version
00011 //  dac (Manchester) 26/03/2001: tidied up documentation
00012 //  \endverbatim
00013 
00014 //-----------------------------------------------------------------------------
00015 
00016 #include <vnl/vnl_matops.h>
00017 
00018 class vnl_cost_function;
00019 class vnl_least_squares_function;
00020 
00021 //: Nelder-Meade downhill simplex.
00022 //  vnl_amoeba is an implementation of the Nelder-Meade downhill simplex
00023 //  algorithm.  For most problems, it's a few times slower than
00024 //  vnl_levenberg_marquardt, but it can perform much better on noisy error
00025 //  functions.
00026 
00027 
00028 class vnl_amoeba {
00029 public:
00030   int verbose;
00031   int maxiter;
00032   double X_tolerance;
00033   double F_tolerance;
00034   double relative_diameter;
00035 
00036   vnl_amoeba(vnl_cost_function& f);
00037 
00038   void set_delta(vnl_vector<double> const& delta_x);
00039   void minimize(vnl_vector<double>& x);
00040   int get_num_evaluations() const { return num_evaluations_; }
00041   
00042 public:
00043   static void minimize(vnl_cost_function& f, vnl_vector<double>& x);
00044   static void minimize(vnl_cost_function& f, vnl_vector<double>& x,
00045         double delta);
00046   static void minimize(vnl_least_squares_function& f, vnl_vector<double>& x);
00047 
00048   static bool default_verbose;
00049   
00050 protected:
00051   vnl_cost_function* fptr;
00052   int num_evaluations_;
00053 };
00054 
00055 //: Private class needs to be declared here 
00056 //  in order to instantiate STL container of it.
00057 struct vnl_amoeba_SimplexCorner {
00058   vnl_vector<double> v;
00059   double fv;
00060   
00061   vnl_amoeba_SimplexCorner(int = 0);
00062   vnl_amoeba_SimplexCorner& operator= (const vnl_amoeba_SimplexCorner& that);
00063   static int compare(const vnl_amoeba_SimplexCorner & s1, 
00064           const vnl_amoeba_SimplexCorner &s2);
00065 };
00066 
00067 #endif // vnl_amoeba_h_

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