/// <summary>
/// Calls the managed lmmin API ported from the lmfit package
/// </summary>
/// <param name="f">The user supplied function to update the residue vector</param>
/// <param name="parameters">initial guess for the parameters</param>
/// <param name="mData">Number of data points == number of equations == length of the residue vector</param>
/// <returns>Optimization outcome and optimal paramters, if successful</returns>
private OptimizationResult CallManagedSolver(Action <double[], double[]> f, double[] parameters, int mData)
{
// build control structure understood by lmmin
LMControlStruct ctrl = new LMControlStruct {
ftol = this.Ftol,
gtol = this.Gtol,
xtol = this.Xtol,
patience = this.Patience,
epsilon = this.Epsilon,
msgfile = IntPtr.Zero,
m_maxpri = -1,
n_maxpri = -1,
scale_diag = this.ScaleDiagonal ? 1 : 0,
stepbound = this.InitialStepbound,
verbosity = this.VerboseOutput ? 3 : 0
};
LMStatusStruct stat = new LMStatusStruct();
// LMMin modifies optimizedPars => copy parameters
var optimizedPars = new double[parameters.Length];
parameters.CopyTo(optimizedPars, 0);
LMMinManaged.LMMin(parameters.Length, optimizedPars, mData, f, ref ctrl, ref stat);
// extract results from lmmin's result data struct
return(new OptimizationResult(
optimizedPars,
stat.fnorm,
stat.nfev,
(SolverStatus)stat.outcome,
LMSolver.outcomeMessages[stat.outcome],
stat.userbreak > 0 ? true : false
));
}
/// <summary>
/// Calls the native lmmin API from the lmfit package
/// </summary>
/// <param name="f">The user supplied function to update the residue vector</param>
/// <param name="parameters">initial guess for the parameters</param>
/// <param name="mData">Number of data points == number of equations == length of the residue vector</param>
/// <returns>Optimization outcome and optimal paramters, if successful</returns>
private OptimizationResult CallNativeSolver(
Action <double[], double[]> f, double[] parameters,
int mData)
{
// build control structure understood by lmmin
LMControlStruct ctrl = new LMControlStruct {
ftol = this.Ftol,
gtol = this.Gtol,
xtol = this.Xtol,
patience = this.Patience,
epsilon = this.Epsilon,
msgfile = IntPtr.Zero,
m_maxpri = -1,
n_maxpri = -1,
scale_diag = this.ScaleDiagonal ? 1 : 0,
stepbound = this.InitialStepbound,
verbosity = this.VerboseOutput ? 3 : 0
};
LMStatusStruct stat = new LMStatusStruct();
OptimizationResult result = null;
using (var pool = new PinnedArrayPool <double>()) {
// optimizedPars must be pinned, because
// the first callback-call (== call to f) passes a
// pointer to optimizedPars in "par" parameter ("working space")
var optimizedPars = pool.AllocatePinnedArray(parameters.Length);
parameters.CopyTo(optimizedPars, 0);
// call native lmmin from lmfit package (modifies optimizedPars)
LMFit.lmmin(
optimizedPars.Array.Length,
optimizedPars.Address,
mData,
IntPtr.Zero,
// translate Action<double[], double[]> to LMDelegate:
(par, m_dat, dataPtr, fvec, userbreak) => f(pool[par], pool[fvec]),
ref ctrl,
ref stat,
pool.Calloc,
pool.Free);
// extract results from lmmin's result data struct
result = new OptimizationResult(
optimizedPars,
stat.fnorm,
stat.nfev,
(SolverStatus)stat.outcome,
LMSolver.outcomeMessages[stat.outcome],
stat.userbreak > 0 ? true : false
);
// pinned managed arrays allocated by lmmin may be garbage collected
// starting from here (if unpinned and not referenced anymore)
pool.UnpinArray(optimizedPars);
GC.KeepAlive(pool); // really neccessary?
}
return(result);
}