connor_solver_map.h

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#ifndef CONNOR_SOLVER_MAP_H
#define CONNOR_SOLVER_MAP_H
#include <nlls_solver.h>
#include <nlls_max_a_posteriori.h>
#include <nlls_problem_scaled.h>
#include <max_a_posteriori.h>
#include <convergence_check.h>
#include <observer.h>
#include <blitz/array.h>
#include <boost/shared_ptr.hpp>

namespace FullPhysics {

/****************************************************************/
class ConnorSolverMAP : public NLLSSolver {
public:
  //-----------------------------------------------------------------------
  //-----------------------------------------------------------------------
  ConnorSolverMAP(const boost::shared_ptr<NLLSMaxAPosteriori>& NLLS_MAP,
                  const boost::shared_ptr<ConvergenceCheck>& Convergence_check,
                  int max_cost_function_calls,
                  bool vrbs = false,
                  double Gamma_initial = 0.0,
                  const std::string& Fname_test_data = "")
    : NLLSSolver(NLLS_MAP, max_cost_function_calls, vrbs),
      fname_test_data(Fname_test_data), convergence_check_(Convergence_check), gamma_initial(Gamma_initial),
      map(NLLS_MAP->max_a_posteriori())  // for convenience
  {}
  virtual ~ConnorSolverMAP() {}

  void solve();


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  double gamma_last_step() const
  {return gamma_last_step_;}

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  boost::shared_ptr<ConvergenceCheck> convergence_check() const 
  { return convergence_check_; }

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  int number_iteration() const 
  {return fit_statistic().number_iteration; }

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  int number_divergent() const 
  {return fit_statistic().number_divergent; }

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  int outcome_flag() const 
  { return (int) fit_statistic().outcome; }

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------


  blitz::Array<double, 1> x_update() const { return dx; }

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual FitStatistic fit_statistic() const {return fstat; }


  void print(std::ostream& Os) const { Os << "ConnorSolverMAP";}

  // These members are "protected" just so we get doxygen
  // documentation on them (private members don't appear in the
  // documentation in general).  
protected:
  void do_inversion();

  //-----------------------------------------------------------------------
  //-----------------------------------------------------------------------
  std::string fname_test_data;


  //-----------------------------------------------------------------------
  //-----------------------------------------------------------------------
  double gamma;

  //-----------------------------------------------------------------------
  //-----------------------------------------------------------------------

  double gamma_last_step_;

  //-----------------------------------------------------------------------
  //-----------------------------------------------------------------------

  FitStatistic fstat;


  //-----------------------------------------------------------------------
  // This gets updated each iteration in "do_inversion".
  //-----------------------------------------------------------------------

  blitz::Array<double, 1> dx;


  //-----------------------------------------------------------------------
  //-----------------------------------------------------------------------

  boost::shared_ptr<ConvergenceCheck> convergence_check_;

  //-----------------------------------------------------------------------
  //-----------------------------------------------------------------------
  double gamma_initial;

  static double rcond;


  const boost::shared_ptr<MaxAPosteriori> map;
  boost::shared_ptr<NLLSProblemScaled> scaled_p;

};


}
#endif