diff --git a/Code/Mantid/CurveFitting/CurveFitting.vcproj b/Code/Mantid/CurveFitting/CurveFitting.vcproj
index 7c01024270765e62ceb0529891ee8bec658743c2..00762c61dbedbaeb86f65e2f4df03afd11fda185 100644
--- a/Code/Mantid/CurveFitting/CurveFitting.vcproj
+++ b/Code/Mantid/CurveFitting/CurveFitting.vcproj
@@ -258,6 +258,10 @@
RelativePath=".\src\Quadratic.cpp"
>
</File>
+ <File
+ RelativePath=".\src\SimplexMinimizer.cpp"
+ >
+ </File>
<File
RelativePath=".\src\SpecialFunctionHelper.cpp"
>
@@ -400,6 +404,10 @@
RelativePath=".\test\QuadraticTest.h"
>
</File>
+ <File
+ RelativePath=".\inc\MantidCurveFitting\SimplexMinimizer.h"
+ >
+ </File>
<File
RelativePath=".\inc\MantidCurveFitting\SpecialFunctionSupport.h"
>
diff --git a/Code/Mantid/CurveFitting/inc/MantidCurveFitting/SimplexMinimizer.h b/Code/Mantid/CurveFitting/inc/MantidCurveFitting/SimplexMinimizer.h
new file mode 100644
index 0000000000000000000000000000000000000000..a29b39e1aa19a6dfc1c1ada9bc8c4031d55a1e5d
--- /dev/null
+++ b/Code/Mantid/CurveFitting/inc/MantidCurveFitting/SimplexMinimizer.h
@@ -0,0 +1,68 @@
+#ifndef MANTID_CURVEFITTING_SIMPLEXMINIMIZER_H_
+#define MANTID_CURVEFITTING_SIMPLEXMINIMIZER_H_
+
+//----------------------------------------------------------------------
+// Includes
+//----------------------------------------------------------------------
+#include "MantidCurveFitting/IFuncMinimizer.h"
+#include <gsl/gsl_multimin.h>
+
+namespace Mantid
+{
+namespace CurveFitting
+{
+/** Implementing Simplex by wrapping the IFuncMinimizer interface
+ around the GSL implementation of this algorithm.
+
+ @author Anders Markvardsen, ISIS, RAL
+ @date 8/1/2010
+
+ Copyright © 2009 STFC Rutherford Appleton Laboratory
+
+ 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://svn.mantidproject.org/mantid/trunk/Code/Mantid>.
+ Code Documentation is available at: <http://doxygen.mantidproject.org>
+*/
+class DLLExport SimplexMinimizer : public IFuncMinimizer
+{
+public:
+ /// constructor and destructor
+ ~SimplexMinimizer();
+ SimplexMinimizer(gsl_multimin_function& gslContainer, gsl_vector* startGuess, const double& size);
+
+ /// Overloading base class methods
+ std::string name()const;
+ int iterate();
+ int hasConverged();
+ double costFunctionVal();
+
+private:
+ /// name of this minimizer
+ const std::string m_name;
+
+ /// pointer to the GSL solver doing the work
+ gsl_multimin_fminimizer *m_gslSolver;
+
+ /// used by GSL
+ gsl_vector *m_simplexStepSize;
+};
+
+
+} // namespace CurveFitting
+} // namespace Mantid
+
+#endif /*MANTID_CURVEFITTING_SIMPLEXMINIMIZER_H_*/
diff --git a/Code/Mantid/CurveFitting/src/Fit.cpp b/Code/Mantid/CurveFitting/src/Fit.cpp
index 618e816817f212141fdb2e42fb873803fbc298c4..06cb394eb486b09026fc9ac89a1b96195c6a5932 100644
--- a/Code/Mantid/CurveFitting/src/Fit.cpp
+++ b/Code/Mantid/CurveFitting/src/Fit.cpp
@@ -13,6 +13,7 @@
#include "MantidKernel/UnitFactory.h"
#include "MantidCurveFitting/BoundaryConstraint.h"
#include "MantidCurveFitting/LevenbergMarquardtMinimizer.h"
+#include "MantidCurveFitting/SimplexMinimizer.h"
#include <gsl/gsl_statistics.h>
#include <gsl/gsl_multifit_nlin.h>
@@ -430,26 +431,18 @@ namespace CurveFitting
f.p = l_data.p;
f.params = &l_data;
- // set-up remaining GSL machinery for least squared
+ // set-up minimizer
- IFuncMinimizer* minimizer;
+ IFuncMinimizer* minimizer = NULL;
if (isDerivDefined)
{
minimizer = new LevenbergMarquardtMinimizer(f, initFuncArg);
}
-
- // set-up remaining GSL machinery to use simplex algorithm
- // always set this algorithm up since in case levenberg-marquardt fail
- // then simplex is used as fall-back algorithm
-
- const gsl_multimin_fminimizer_type *simplexType = gsl_multimin_fminimizer_nmsimplex;
- gsl_multimin_fminimizer *simplexMinimizer = NULL;
- gsl_vector *simplexStepSize = NULL;
- simplexMinimizer = gsl_multimin_fminimizer_alloc(simplexType, l_data.p);
- simplexStepSize = gsl_vector_alloc(l_data.p);
- gsl_vector_set_all (simplexStepSize, 1); // is this always a sensible starting step size?
- gsl_multimin_fminimizer_set(simplexMinimizer, &gslSimplexContainer, initFuncArg, simplexStepSize);
+ else
+ {
+ minimizer = new SimplexMinimizer(gslSimplexContainer, initFuncArg, 1.0);
+ }
// finally do the fitting
@@ -457,7 +450,6 @@ namespace CurveFitting
int iter = 0;
int status;
bool simplexFallBack = false; // set to true if levenberg-marquardt fails
- double size; // for simplex algorithm
double finalCostFuncVal;
double dof = l_data.n - l_data.p; // dof stands for degrees of freedom
@@ -481,6 +473,8 @@ namespace CurveFitting
if (iter < 3)
{
simplexFallBack = true;
+ delete minimizer;
+ minimizer = new SimplexMinimizer(gslSimplexContainer, initFuncArg, 1.0);
iter = 0;
g_log.warning() << "Fit algorithm using Levenberg-Marquardt failed "
<< "reporting the following: " << gsl_strerror(status) << "\n"
@@ -502,7 +496,7 @@ namespace CurveFitting
while (status == GSL_CONTINUE && iter < maxInterations)
{
iter++;
- status = gsl_multimin_fminimizer_iterate(simplexMinimizer);
+ status = minimizer->iterate();
if (status) // break if error
{
@@ -510,8 +504,8 @@ namespace CurveFitting
if (iter == 1)
{
g_log.information() << "Simplex step size reduced to 0.1\n";
- gsl_vector_set_all (simplexStepSize, 0.1);
- gsl_multimin_fminimizer_set(simplexMinimizer, &gslSimplexContainer, initFuncArg, simplexStepSize);
+ delete minimizer;
+ minimizer = new SimplexMinimizer(gslSimplexContainer, initFuncArg, 0.1);
//iter = 0;
status = GSL_CONTINUE;
continue;
@@ -519,12 +513,11 @@ namespace CurveFitting
break;
}
- size = gsl_multimin_fminimizer_size(simplexMinimizer);
- status = gsl_multimin_test_size(size, 1e-2);
+ status = minimizer->hasConverged();
prog.report();
}
- finalCostFuncVal = simplexMinimizer->fval / dof;
+ finalCostFuncVal = minimizer->costFunctionVal() / dof;
}
// Output summary to log file
@@ -547,12 +540,6 @@ namespace CurveFitting
setProperty("Output Status", reportOfFit);
setProperty("Output Chi^2/DoF", finalCostFuncVal);
-
-
- // cleanup memory allocated for solvers
-
- gsl_vector_free(simplexStepSize);
- gsl_multimin_fminimizer_free(simplexMinimizer);
// if Output property is specified output additional workspaces
@@ -623,6 +610,10 @@ namespace CurveFitting
}
+ // minimizer may have dynamically allocated memory hence make sure this memory is freed up
+
+ delete minimizer;
+
// clean up dynamically allocated gsl stuff
delete [] l_data.X;
diff --git a/Code/Mantid/CurveFitting/src/LevenbergMarquardtMinimizer.cpp b/Code/Mantid/CurveFitting/src/LevenbergMarquardtMinimizer.cpp
index 191a256ac3938534c59c2edccdab9b58239d6afc..d44585a238660877a0957c2dfca7e5929d71c75d 100644
--- a/Code/Mantid/CurveFitting/src/LevenbergMarquardtMinimizer.cpp
+++ b/Code/Mantid/CurveFitting/src/LevenbergMarquardtMinimizer.cpp
@@ -2,8 +2,6 @@
// Includes
//----------------------------------------------------------------------
#include "MantidCurveFitting/LevenbergMarquardtMinimizer.h"
-#include <gsl/gsl_errno.h>
-#include <gsl/gsl_fit.h>
#include <gsl/gsl_blas.h>
#include "MantidKernel/Exception.h"
diff --git a/Code/Mantid/CurveFitting/src/SimplexMinimizer.cpp b/Code/Mantid/CurveFitting/src/SimplexMinimizer.cpp
new file mode 100644
index 0000000000000000000000000000000000000000..533d10823ff221ef8f27590d3868bec211c6f3f1
--- /dev/null
+++ b/Code/Mantid/CurveFitting/src/SimplexMinimizer.cpp
@@ -0,0 +1,54 @@
+//----------------------------------------------------------------------
+// Includes
+//----------------------------------------------------------------------
+#include "MantidCurveFitting/SimplexMinimizer.h"
+#include "MantidKernel/Exception.h"
+
+namespace Mantid
+{
+namespace CurveFitting
+{
+
+SimplexMinimizer::SimplexMinimizer( gsl_multimin_function& gslContainer,
+ gsl_vector* startGuess, const double& size) : m_name("Simplex")
+{
+ const gsl_multimin_fminimizer_type *simplexType = gsl_multimin_fminimizer_nmsimplex;
+
+ // step size for simplex
+ m_simplexStepSize = gsl_vector_alloc(gslContainer.n);
+ gsl_vector_set_all (m_simplexStepSize, size); // is this always a sensible starting step size?
+
+ // setup minimizer
+ m_gslSolver = gsl_multimin_fminimizer_alloc(simplexType, gslContainer.n);
+ gsl_multimin_fminimizer_set(m_gslSolver, &gslContainer, startGuess, m_simplexStepSize);
+}
+
+SimplexMinimizer::~SimplexMinimizer()
+{
+ gsl_vector_free(m_simplexStepSize);
+ gsl_multimin_fminimizer_free(m_gslSolver);
+}
+
+std::string SimplexMinimizer::name()const
+{
+ return m_name;
+}
+
+int SimplexMinimizer::iterate()
+{
+ return gsl_multimin_fminimizer_iterate(m_gslSolver);
+}
+
+int SimplexMinimizer::hasConverged()
+{
+ double size = gsl_multimin_fminimizer_size(m_gslSolver);
+ return gsl_multimin_test_size(size, 1e-2);
+}
+
+double SimplexMinimizer::costFunctionVal()
+{
+ return m_gslSolver->fval;
+}
+
+} // namespace CurveFitting
+} // namespace Mantid