itkPreconditionedGradientDescentOptimizer.h

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 *  you may not use this file except in compliance with the License.
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#ifndef itkPreconditionedGradientDescentOptimizer_h
#define itkPreconditionedGradientDescentOptimizer_h
 
#include "itkScaledSingleValuedNonLinearOptimizer.h"
#include "itkArray2D.h"
#include <vnl/vnl_sparse_matrix.h>
#include "cholmod.h"
 
namespace itk
{
class PreconditionedGradientDescentOptimizer : public ScaledSingleValuedNonLinearOptimizer
{
public:
  ITK_DISALLOW_COPY_AND_MOVE(PreconditionedGradientDescentOptimizer);
 
  using Self = PreconditionedGradientDescentOptimizer;
  using Superclass = ScaledSingleValuedNonLinearOptimizer;
  using Pointer = SmartPointer<Self>;
  using ConstPointer = SmartPointer<const Self>;
 
  itkNewMacro(Self);
 
  itkTypeMacro(PreconditionedGradientDescentOptimizer, ScaledSingleValuedNonLinearOptimizer);
 
  using Superclass::MeasureType;
  using Superclass::ParametersType;
  using Superclass::DerivativeType;
  using Superclass::CostFunctionType;
  using Superclass::ScalesType;
  using Superclass::ScaledCostFunctionType;
  using Superclass::ScaledCostFunctionPointer;
 
  using PreconditionValueType = DerivativeType::ValueType;
  // typedef Array2D<PreconditionValueType>                  PreconditionType;
  // typedef vnl_symmetric_eigensystem<
  //  PreconditionValueType >                               EigenSystemType;
  using PreconditionType = vnl_sparse_matrix<PreconditionValueType>;
 
  enum StopConditionType
  {
    MaximumNumberOfIterations,
    MetricError,
    MinimumStepSize
  };
 
  virtual void
  AdvanceOneStep();
 
  virtual void
  StartOptimization();
 
  virtual void
  ResumeOptimization();
 
  virtual void
  MetricErrorResponse(ExceptionObject & err);
 
  virtual void
  StopOptimization();
 
  itkSetMacro(LearningRate, double);
 
  itkGetConstReferenceMacro(LearningRate, double);
 
  itkSetMacro(NumberOfIterations, unsigned long);
 
  itkGetConstReferenceMacro(NumberOfIterations, unsigned long);
 
  itkGetConstMacro(CurrentIteration, unsigned int);
 
  itkGetConstReferenceMacro(Value, double);
 
  itkGetConstReferenceMacro(StopCondition, StopConditionType);
 
  itkGetConstReferenceMacro(Gradient, DerivativeType);
 
  itkGetConstReferenceMacro(SearchDirection, DerivativeType);
 
  virtual void
  SetPreconditionMatrix(PreconditionType & precondition);
 
  const cholmod_common *
  GetCholmodCommon() const
  {
    return this->m_CholmodCommon;
  }
 
 
  const cholmod_factor *
  GetCholmodFactor() const
  {
    return this->m_CholmodFactor;
  }
 
  itkSetMacro(DiagonalWeight, double);
  itkGetConstMacro(DiagonalWeight, double);
 
  itkSetMacro(MinimumGradientElementMagnitude, double);
  itkGetConstMacro(MinimumGradientElementMagnitude, double);
 
  itkGetConstMacro(ConditionNumber, double);
 
  itkGetConstMacro(LargestEigenValue, double);
 
  itkGetConstMacro(Sparsity, double);
 
protected:
  PreconditionedGradientDescentOptimizer();
  virtual ~PreconditionedGradientDescentOptimizer();
 
  void
  PrintSelf(std::ostream & os, Indent indent) const;
 
  using cholmod_l = int CInt; // change to UF_long if using;
 
  // made protected so subclass can access
  DerivativeType    m_Gradient;
  double            m_LearningRate{ 1.0 };
  StopConditionType m_StopCondition{ MaximumNumberOfIterations };
  DerivativeType    m_SearchDirection;
  double            m_LargestEigenValue{ 1.0 };
  double            m_ConditionNumber{ 1.0 };
  double            m_Sparsity{ 1.0 };
 
  cholmod_common * m_CholmodCommon;
  cholmod_factor * m_CholmodFactor{ nullptr };
  cholmod_sparse * m_CholmodGradient{ nullptr };
 
  virtual void
  CholmodSolve(const DerivativeType & gradient, DerivativeType & searchDirection, int solveType = CHOLMOD_A);
 
private:
  bool   m_Stop{ false };
  double m_Value{ 0.0 };
 
  unsigned long m_NumberOfIterations{ 100 };
  unsigned long m_CurrentIteration{ 0 };
 
  double m_DiagonalWeight{ 1e-6 };
  double m_MinimumGradientElementMagnitude{ 1e-10 };
};
 
} // end namespace itk
 
 
#endif