update.h

//
// update.h
//
// Copyright (C) 1996 Limit Point Systems, Inc.
//
// Author: Curtis Janssen <cljanss@limitpt.com>
// Maintainer: LPS
//
// This file is part of the SC Toolkit.
//
// The SC Toolkit is free software; you can redistribute it and/or modify
// it under the terms of the GNU Library General Public License as published by
// the Free Software Foundation; either version 2, or (at your option)
// any later version.
//
// The SC Toolkit is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Library General Public License for more details.
//
// You should have received a copy of the GNU Library General Public License
// along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
//
// The U.S. Government is granted a limited license as per AL 91-7.
//
 
#ifndef _math_optimize_update_h
#define _math_optimize_update_h
 
#include <util/state/state.h>
#include <util/class/class.h>
#include <math/scmat/matrix.h>
#include <math/optimize/function.h>
#include <math/optimize/transform.h>
 
namespace sc {
 
// //////////////////////////////////////////////////////////////////////
//  hessian update classes.  based on the value of inverse_hessian_
//  x and g may be reversed (see Schlegel, ab initio Methods in Quantum
//  Chemistry I, 1987, p 10
 
 
class HessianUpdate: virtual public SavableState {
  protected:
    int inverse_hessian_;
  public:
    HessianUpdate();
    HessianUpdate(StateIn&);
    HessianUpdate(const Ref<KeyVal>&);
    void save_data_state(StateOut&);
    virtual ~HessianUpdate();
    virtual void update(const RefSymmSCMatrix&hessian,const Ref<Function>&,
                        const RefSCVector&xnew,const RefSCVector&gnew) = 0;
    virtual void set_inverse();
    virtual void apply_transform(const Ref<NonlinearTransform>&);
};
 
 
class DFPUpdate: public HessianUpdate {
  protected:
    RefSCVector xprev;
    RefSCVector gprev;
  public:
    DFPUpdate();
    DFPUpdate(StateIn&);
    DFPUpdate(const Ref<KeyVal>&);
    void save_data_state(StateOut&);
    ~DFPUpdate();
    void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
                const RefSCVector&xnew,const RefSCVector&gnew);
    void apply_transform(const Ref<NonlinearTransform>&);
    void set_inverse();
};
 
class BFGSUpdate: public DFPUpdate {
  public:
    BFGSUpdate();
    BFGSUpdate(StateIn&);
    BFGSUpdate(const Ref<KeyVal>&);
    void save_data_state(StateOut&);
    ~BFGSUpdate();
    void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
                const RefSCVector&xnew,const RefSCVector&gnew);
};
 
class PowellUpdate: public HessianUpdate {
  protected:
    RefSCVector xprev;
    RefSCVector gprev;
  public:
    PowellUpdate();
    PowellUpdate(StateIn&);
    PowellUpdate(const Ref<KeyVal>&);
    void save_data_state(StateOut&);
    ~PowellUpdate();
    void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&func,
                const RefSCVector&xnew,const RefSCVector&gnew);
    void apply_transform(const Ref<NonlinearTransform>&);
};
 
}
 
#endif
 
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// mode: c++
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