LeastSquares.h

//-*-C++-*-
/***************************************************************************
 *
 *   Copyright (C) 2008 by Willem van Straten
 *   Licensed under the Academic Free License version 2.1
 *
 ***************************************************************************/
 
// psrchive/More/MEAL/MEAL/LeastSquares.h
 
#ifndef __MEAL_LeastSquares_H
#define __MEAL_LeastSquares_H
 
#include "Reference.h"
 
namespace MEAL {

  class LeastSquares : public Reference::Able
  {
 
  public:
 
    typedef std::vector< std::vector<double> > matrix;

    virtual std::string get_name () const = 0;

    void set_maximum_iterations (unsigned maximum_iterations);

    unsigned get_maximum_iterations () const { return maximum_iterations; }

    void set_convergence_chisq (float chisq);

    void set_convergence_delta (float delta_parameters);

    void set_maximum_reduced_chisq (float maximum_reduced_chisq);

    void set_debug (bool flag = true) { debug = flag; }

    void set_solved (bool val) { solved = val; }

    bool get_solved () const { return solved; }

    void set_singular (bool val) { singular = val; }

    bool get_singular () const { return singular; }

    unsigned get_iterations () const { return iterations; }

    float get_chisq () const { return best_chisq; }

    unsigned get_nfree () const { return nfree; }

    unsigned get_nparam_infit () const { return nparam_infit; }

    unsigned get_ndat_constraint () const { return ndat_constraint; }

    double get_log_det_curvature () const { return log_det_Hessian; }

    double get_log_cond_curvature () const { return log_cond_Hessian; }

    void get_covariance (matrix& c) const { c = covariance; }
 
  protected:

    unsigned maximum_iterations = 50;

    float convergence_chisq = 0.0;

    float convergence_delta = 0.01;

    float maximum_reduced = 0.0;

    unsigned iterations = 0;

    double log_det_Hessian = 0.0;

    double log_cond_Hessian = 0.0;

    float best_chisq = 0.0;

    unsigned nfree = 0;

    unsigned nparam_infit = 0;

    unsigned ndat_constraint = 0;

    bool debug = false;

    bool solved = false;

    bool singular = false;

    matrix covariance;
  };
}
 
#endif