private int DeleteAndFreeBuffers()
{
int res = NonLinLeastSqProbWoConstraintsNative.dtrnlsp_delete(ref solverHandle);
NonLinLeastSqProbWoConstraintsNative.mkl_free_buffers();
return(res);
}
public IEnumerable <double> SolveOptimizationProblem(double precision = 1.0e-8d)
{
if (mSpaceVector == null)
{
throw new NotSetRequiredParametersException("x space values vector is null");
return(null);
}
if (mFittingValuesVector == null)
{
throw new NotSetRequiredParametersException("fitting values vector is null");
return(null);
}
if (nXspacePoint == null)
{
throw new NotSetRequiredParametersException("initial guess X vector is null");
return(null);
}
if (fittingFunction == null)
{
throw new NotSetRequiredParametersException("fitting function has not been set");
return(null);
}
int m = mFittingValuesVector.Count();
int n = nXspacePoint.Count();
double[] eps = new double[6] {
precision, precision, precision, precision, precision, precision
};
int iter1 = 100000;
int iter2 = 10000;
int RCI_Request = 0;
double rs = 0.0d;
bool successful = false;
double r1 = 0.0d;
double r2 = 0.0d;
int[] check_info = new int[6] {
0, 0, 0, 0, 0, 0
};
double[] x = nXspacePoint.ToArray();
double[] fVec = ObjectiveFunctional(x).ToArray();
double[,] fJacobi = new double[m, n];
for (int i = 0; i < m; i++)
{
for (int j = 0; j < n; j++)
{
fJacobi[i, j] = 0.0d;
}
}
unsafe
{
fixed(double *xPtr = &x[0], fVecPtr = &fVec[0], fJacPtr = &fJacobi[0, 0])
{
int init_res = NonLinLeastSqProbWoConstraintsNative.dtrnlsp_init(ref solverHandle, ref n, ref m,
(IntPtr)xPtr, eps, ref iter1, ref iter2, ref rs);
if (init_res != MKLwrapper.DEFINE.TR_SUCCESS)
{
DeleteAndFreeBuffers();
return(x);
}
int check_res = NonLinLeastSqProbWoConstraintsNative.dtrnlsp_check(ref solverHandle, ref n, ref m,
(IntPtr)fJacPtr, (IntPtr)fVecPtr, eps, check_info);
if (check_res != MKLwrapper.DEFINE.TR_SUCCESS)
{
DeleteAndFreeBuffers();
return(x);
}
else
{
if (check_info.Sum() > 0)
{
resultStatus = "input parameters aren`t valid.";
DeleteAndFreeBuffers();
return(nXspacePoint);
}
}
while (!successful)
{
int solve_res = NonLinLeastSqProbWoConstraintsNative.dtrnlsp_solve(ref solverHandle,
(IntPtr)fVecPtr, (IntPtr)fJacPtr, ref RCI_Request);
if (solve_res != MKLwrapper.DEFINE.TR_SUCCESS)
{
resultStatus = "error in dtrnlsp_solve";
DeleteAndFreeBuffers();
return(nXspacePoint);
}
if (RCI_Request == -1 || RCI_Request == -2 || RCI_Request == -3 || RCI_Request == -4 || RCI_Request == -5 || RCI_Request == -6)
{
successful = true;
}
if (RCI_Request == 1)
{
double[] newFVecValues = ObjectiveFunctional(x).ToArray();
for (int i = 0; i < m; i++)
{
fVec[i] = newFVecValues[i];
}
resultStatus = "";
}
if (RCI_Request == 2)
{
JacobianMatrixCalc jCalculator = new JacobianMatrixCalc();
//jCalculator.mSpaceVector = (new List<double>(mSpaceVector)).ToArray();
//jCalculator.mFittingValuesVector = (new List<double>(mFittingValuesVector)).ToArray();
jCalculator.mEventsPointsSetLength = mFittingValuesVector.Count();
jCalculator.nParametersSpacePoint = (new List <double>(x)).ToArray();
jCalculator.objectiveFunction = xPoint => ObjectiveFunctional(xPoint).ToArray();
double[,] tmpNewJacobi = jCalculator.SolveJacobianMatrix(precision);
for (int i = 0; i < m; i++)
{
for (int j = 0; j < n; j++)
{
fJacobi[i, j] = tmpNewJacobi[i, j];
}
}
resultStatus = "";
}
}
}
}
int iterationsMade = 0;
int stopCriterion = 0;
if (NonLinLeastSqProbWoConstraintsNative.dtrnlsp_get(ref solverHandle, ref iterationsMade, ref stopCriterion, ref r1, ref r2) != MKLwrapper.DEFINE.TR_SUCCESS)
{
resultStatus = "error in dtrnlsp_get";
DeleteAndFreeBuffers();
return(x);
}
if (NonLinLeastSqProbWoConstraintsNative.dtrnlsp_delete(ref solverHandle) != MKLwrapper.DEFINE.TR_SUCCESS)
{
resultStatus = "error in dtrnlsp_delete";
return(x);
}
if (r2 < precision)
{
resultStatus = "optimization passed successfully";
return(x);
}
else
{
resultStatus = "optimization failed";
return(x);
}
}