MMSD_StiefelFunction.h

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#ifndef MMSD_StiefelFunction_H
#define MMSD_StiefelFunction_H


#include "MATH_StiefelFunction.h"
#include "MMSD_ConstDoubleVector.h"
#include "MMSD_DoubleVector.h"
#include "MMSD_DoubleFullMatrix.h"
#include "MMSD_DoubleVector.h"

#include "LAP_DoubleFullSymmetricMatrix.h"

DEFINE_SPTR(MMSD_StiefelFunction);
DEFINE_SVPTR(MMSD_StiefelFunction);
class MMSD_StiefelFunction: public virtual MATH_StiefelFunction {
    SP_OBJECT(MMSD_StiefelFunction);
    // ATTRIBUTES

private:

    // the matrix A in the definition of the function
    // F(x) = -0.5*Tr(X'*A*X);

    // parameters
    const MMSD_DoubleVector  *mDiag;
    const MMSD_DoubleVector  *mMean;
    const MMSD_DoubleVector  *mProbs;
    MMSD_DoubleFullMatrix *mYP;
    const MMSD_DoubleFullMatrix *mW;
    const MMSD_DoubleFullMatrix *mY;
    
    // columns of matrices
    LAP_ConstDoubleVector  mWc;
    LAP_ConstDoubleVector  mYPc;
    LAP_ConstDoubleVector  mYc;
    LAP_ConstDoubleVector  mPc;
    
  
protected: 
    // METHODS
  
    // CONSTRUCTORS 
  
    MMSD_StiefelFunction(void);
  
  
  
    // DESTRUCTORS 
  
  
    virtual ~MMSD_StiefelFunction(void);   
  

public:
   

    // NEW Method

    inline static SP::MMSD_StiefelFunction New() {
        SP::MMSD_StiefelFunction p(new MMSD_StiefelFunction(),MMSD_StiefelFunction::Delete());
        p->setThis(p);
        return p;
    }
 
 
    // SET methods 

  
public:
  
    inline void setParameters( const MMSD_DoubleVector  &Diag,
                               const MMSD_DoubleVector  &Mean,
                               const MMSD_DoubleVector  &Probs,
                               MMSD_DoubleFullMatrix &YP,
                               const MMSD_DoubleFullMatrix &W,
                               const MMSD_DoubleFullMatrix &Y) {
        mDiag=&Diag;
        mMean=&Mean;
        mProbs=&Probs;
        mYP=&YP;
        mW=&W;
        mY=&Y;
        
    }
     
    virtual tReal computeFunction(const LAP_DoubleFullGeneralMatrix& P,
                                  LAP_DoubleFullGeneralMatrix& G);
  
 
    virtual tString toString() const;

};


#endif