CostFuncLeastSquares.h

#ifndef MANTID_CURVEFITTING_COSTFUNCLEASTSQUARES_H_
#define MANTID_CURVEFITTING_COSTFUNCLEASTSQUARES_H_

//----------------------------------------------------------------------
// Includes
//----------------------------------------------------------------------
#include "MantidCurveFitting/CostFunctions/CostFuncFitting.h"
#include "MantidCurveFitting/GSLMatrix.h"
#include "MantidCurveFitting/GSLVector.h"

namespace Mantid {
namespace CurveFitting {
class SeqDomain;
class ParDomain;

namespace CostFunctions {
/** Cost function for least squares

    @author Anders Markvardsen, ISIS, RAL
    @date 11/05/2010

    Copyright © 2010 ISIS Rutherford Appleton Laboratory, NScD Oak Ridge
   National Laboratory & European Spallation Source

    This file is part of Mantid.

    Mantid is free software; you can redistribute it and/or modify
    it under the terms of the GNU General Public License as published by
    the Free Software Foundation; either version 3 of the License, or
    (at your option) any later version.

    Mantid 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 General Public License for more details.

    You should have received a copy of the GNU General Public License
    along with this program.  If not, see <http://www.gnu.org/licenses/>.

    File change history is stored at: <https://github.com/mantidproject/mantid>.
    Code Documentation is available at: <http://doxygen.mantidproject.org>
*/
class DLLExport CostFuncLeastSquares : public CostFuncFitting {
public:
  /// Constructor
  CostFuncLeastSquares();
  /// Virtual destructor
  virtual ~CostFuncLeastSquares() {}

  /// Get name of minimizer
  virtual std::string name() const { return "Least squares"; }

  /// Get short name of minimizer - useful for say labels in guis
  virtual std::string shortName() const { return "Chi-sq"; };

  /// Calculate value of cost function
  virtual double val() const;

  /// Calculate the derivatives of the cost function
  /// @param der :: Container to output the derivatives
  virtual void deriv(std::vector<double> &der) const;

  /// Calculate the value and the derivatives of the cost function
  /// @param der :: Container to output the derivatives
  /// @return :: The value of the function
  virtual double valAndDeriv(std::vector<double> &der) const;

  virtual double valDerivHessian(bool evalDeriv = true,
                                 bool evalHessian = true) const;
  const GSLVector &getDeriv() const;
  const GSLMatrix &getHessian() const;
  void push();
  void pop();
  void drop();

  void setParameters(const GSLVector &params);
  void getParameters(GSLVector &params) const;

protected:
  virtual void calActiveCovarianceMatrix(GSLMatrix &covar,
                                         double epsrel = 1e-8);

  void addVal(API::FunctionDomain_sptr domain,
              API::FunctionValues_sptr values) const;
  void addValDerivHessian(API::IFunction_sptr function,
                          API::FunctionDomain_sptr domain,
                          API::FunctionValues_sptr values,
                          bool evalDeriv = true, bool evalHessian = true) const;

  /// Get mapped weights from FunctionValues
  virtual std::vector<double>
  getFitWeights(API::FunctionValues_sptr values) const;

  /// Flag to include constraint in cost function value
  bool m_includePenalty;

  mutable double m_value;
  mutable GSLVector m_der;
  mutable GSLMatrix m_hessian;

  mutable bool m_pushed;
  mutable double m_pushedValue;
  mutable GSLVector m_pushedParams;

  friend class CurveFitting::SeqDomain;
  friend class CurveFitting::ParDomain;

  double m_factor;
};

} // namespace CostFunctions
} // namespace CurveFitting
} // namespace Mantid

#endif /*MANTID_CURVEFITTING_COSTFUNCLEASTSQUARES_H_*/