GslMultiminFunctionFdfAdapter.hpp

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#ifndef JULIAN_GSLMULTIMINFUNCTIONFDFADAPTER_HPP
#define JULIAN_GSLMULTIMINFUNCTIONFDFADAPTER_HPP

#include <gsl/gsl_multimin.h>
#include <vector>
#include <utility>

namespace julian {
    
  template< typename F, typename dF, typename FdF >
  class GslMultiminFunctionFdfAdapter : public gsl_multimin_function_fdf {
  public:
  
    GslMultiminFunctionFdfAdapter(const F&   func1,
                  const dF&  func2,
                  const FdF& func3,
                  unsigned int n_) : func1_(func1), func2_(func2), func3_(func3) {
      f   = &GslMultiminFunctionFdfAdapter::call_f;
      df  = &GslMultiminFunctionFdfAdapter::call_df;
      fdf = &GslMultiminFunctionFdfAdapter::call_fdf;
      n   = n_;
      params = this;

    }
  private:
    const F&   func1_; 
    const dF&  func2_; 
    const FdF& func3_; 
    static double call_f(const gsl_vector* x, void *params) {
      std::vector<double> x_std;

      for(unsigned int i = 0; i < static_cast<GslMultiminFunctionFdfAdapter*>(params)->n; ++i) {
    x_std.push_back( gsl_vector_get(x,i));
      }
      return static_cast<GslMultiminFunctionFdfAdapter*>(params)->func1_(x_std);
    }

    static void call_df(const gsl_vector* x, void *params ,gsl_vector* grad) {
      std::vector<double> x_std;

      for(unsigned int i = 0; i < static_cast<GslMultiminFunctionFdfAdapter*>(params)->n; ++i) {
    x_std.push_back( gsl_vector_get(x,i));
      }

      auto grad_  = static_cast<GslMultiminFunctionFdfAdapter*>(params)->func2_(x_std);

      for (unsigned int i = 0 ; i < static_cast<GslMultiminFunctionFdfAdapter*>(params)->n; ++i) {
    gsl_vector_set(grad, i, grad_.at(i));
      }
    }

    static void call_fdf(const gsl_vector* x, void *params, double *f, gsl_vector *grad) {
      std::vector<double> x_std;

      for(unsigned int i = 0; i < static_cast<GslMultiminFunctionFdfAdapter*>(params)->n; ++i) {
    x_std.push_back( gsl_vector_get(x,i));
      }
      std::pair<double, std::vector<double> > res = static_cast<GslMultiminFunctionFdfAdapter*>(params)->func3_(x_std);
      *f = res.first;
    
      for (unsigned int i = 0 ; i < static_cast<GslMultiminFunctionFdfAdapter*>(params)->n; ++i) {
    gsl_vector_set(grad, i, res.second.at(i));
      }
    }
  };

}  // namespace julian

#endif