forked from kscience/kmath
61 lines
2.2 KiB
Kotlin
61 lines
2.2 KiB
Kotlin
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/*
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* Copyright 2015 Alexander Nozik.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package ru.inr.mass.minuit
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import ru.inr.mass.maths.MultiFunction
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/**
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*
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* @version $Id$
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*/
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internal class AnalyticalGradientCalculator(fcn: MultiFunction?, state: MnUserTransformation, checkGradient: Boolean) :
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GradientCalculator {
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private val function: MultiFunction?
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private val theCheckGradient: Boolean
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private val theTransformation: MnUserTransformation
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fun checkGradient(): Boolean {
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return theCheckGradient
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}
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/** {@inheritDoc} */
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fun gradient(par: MinimumParameters): FunctionGradient {
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// double[] grad = theGradCalc.gradientValue(theTransformation.andThen(par.vec()).data());
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val point: DoubleArray = theTransformation.transform(par.vec()).toArray()
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require(!(function.getDimension() !== theTransformation.parameters().size())) { "Invalid parameter size" }
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val v: RealVector = ArrayRealVector(par.vec().getDimension())
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for (i in 0 until par.vec().getDimension()) {
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val ext: Int = theTransformation.extOfInt(i)
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if (theTransformation.parameter(ext).hasLimits()) {
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val dd: Double = theTransformation.dInt2Ext(i, par.vec().getEntry(i))
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v.setEntry(i, dd * function.derivValue(ext, point))
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} else {
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v.setEntry(i, function.derivValue(ext, point))
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}
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}
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return FunctionGradient(v)
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}
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/** {@inheritDoc} */
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fun gradient(par: MinimumParameters, grad: FunctionGradient?): FunctionGradient {
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return gradient(par)
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}
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init {
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function = fcn
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theTransformation = state
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theCheckGradient = checkGradient
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}
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}
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