Neaten up code somewhat; add IMinimizer

Add IMinimizer interface so that same curve fitting approach can be used
for any function minimization algorithm.

src/Numerics/Numerics.csproj

@@ -88,6 +88,7 @@
   </ItemGroup>
   <ItemGroup>
     <Compile Include="Optimization\BrentMinimizer.cs" />
+    <Compile Include="Optimization\IMinimizer.cs" />
     <Compile Include="Optimization\NonLinearLeastSquaresMinimizer.cs" />
     <Compile Include="Optimization\PowellMinimizer.cs" />
     <Compile Include="Precision.Comparison.cs" />

src/Numerics/Optimization/BrentMinimizer.cs

@@ -1,10 +1,37 @@
-using System;
+// <copyright file="BrentMinimizer.cs" company="Math.NET">
-using System.Collections.Generic;
+// Math.NET Numerics, part of the Math.NET Project
-using System.Linq;
+// http://numerics.mathdotnet.com
-using System.Text;
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
 
 namespace MathNet.Numerics.Optimization
 {
+    using System;
+    
     /// <summary>
     /// Options for Brent Minimization.
     /// </summary>

src/Numerics/Optimization/IMinimizer.cs

@@ -0,0 +1,72 @@
+// <copyright file="IMinimizer.cs" company="Math.NET">
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
+
+namespace MathNet.Numerics.Optimization
+{
+    using System;
+    
+    /// <summary>
+    /// Interface implemented by a class that minimizes f(p) where p is a vector of model parameters.
+    /// A class implenting this interface can then be used to solve curve fitting problems. 
+    /// </summary>
+    public interface IMinimizer
+    {
+        double[] Minimize(Func<double[], double> function, double[] pInitialGuess);
+    }
+
+    public static class NonLinearCurveFitExtensions
+    {
+        /// <summary>
+        /// Non-Linear Least-Squares fitting the points (x,y) to a specified function of y : x -> f(x, p), p being a vector of parameters.
+        /// returning its best fitting parameters p.
+        /// </summary>
+        /// <param name="x"></param>
+        /// <param name="y"></param>
+        /// <param name="f"></param>
+        /// <param name="pStart">Initial guess of parameters, p.</param>
+        /// <returns></returns>
+        public static double[] CurveFit(this IMinimizer minimizer, double[] x, double[] y, Func<double, double[], double> f,
+            double[] pStart)
+        {
+            // Need to minimize sum of squares of residuals; create this function:
+            Func<double[], double> function = (p) =>
+            {
+                double sum = 0;
+                for (int i = 0; i < x.Length; ++i)
+                {
+                    double temp = y[i] - f(x[i], p);
+                    sum += temp * temp;
+                }
+                return sum;
+            };
+            return minimizer.Minimize(function, pStart);
+        }
+    }
+}

src/Numerics/Optimization/NonLinearLeastSquaresMinimizer.cs

@@ -1,12 +1,39 @@
-using System;
+// <copyright file="NonLinearLeastSquaresMinimizer.cs" company="Math.NET">
-using System.Collections.Generic;
+// Math.NET Numerics, part of the Math.NET Project
-using System.Linq;
+// http://numerics.mathdotnet.com
-using System.Text;
+// http://github.com/mathnet/mathnet-numerics
-using MathNet.Numerics.Providers.Optimization;
+// http://mathnetnumerics.codeplex.com
-using MathNet.Numerics.Providers.Optimization.Mkl;
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
 
 namespace MathNet.Numerics.Optimization
 {
+    using System;
+    using MathNet.Numerics.Providers.Optimization;
+    using MathNet.Numerics.Providers.Optimization.Mkl;
+    
     /// <summary>
     /// Options for Non-Linear Least Squares Minimization.
     /// </summary>
@@ -66,9 +93,9 @@ namespace MathNet.Numerics.Optimization
     
     /// <summary>
     /// This class is a special function minimizer that minimizes functions of the form
-    /// f(p) = |r(p)|^2 where r is a vector of residuals and p is a vector of model parameters.  
+    /// f(p) = |r(p)|^2 where r is a vector of residuals and p is a vector of model parameters. 
     /// </summary>
-    public class NonLinearLeastSquaresMinimizer
+    public class NonLinearLeastSquaresMinimizer // Note does not implement IMinimizer, since it curve fitting problems can be solved more efficiently.
     {
         public NonLinearLeastSquaresResult Result { get; private set; }
 

src/Numerics/Optimization/PowellMinimizer.cs

@@ -1,10 +1,38 @@
-using System;
+// <copyright file="PowellMinimizer.cs" company="Math.NET">
-using System.Collections.Generic;
+// Math.NET Numerics, part of the Math.NET Project
-using System.Linq;
+// http://numerics.mathdotnet.com
-using System.Text;
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2010 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+// </copyright>
 
 namespace MathNet.Numerics.Optimization
 {
+    using System;
+    using System.Linq;
+    
     /// <summary>
     /// Options for Powell Minimization.
     /// </summary>
@@ -33,38 +61,12 @@ namespace MathNet.Numerics.Optimization
     /// <summary>
     /// Minimizes f(p) where p is a vector of model parameters using the Powell method.
     /// </summary>
-    public class PowellMinimizer
+    public class PowellMinimizer : IMinimizer
     {
         public PowellResult Result { get; private set; }
 
         public readonly PowellOptions Options = new PowellOptions();
 
-        /// <summary>
-        /// Non-Linear Least-Squares fitting the points (x,y) to a specified function of y : x -> f(x, p), p being a vector of parameters.
-        /// returning its best fitting parameters p.
-        /// </summary>
-        /// <param name="x"></param>
-        /// <param name="y"></param>
-        /// <param name="f"></param>
-        /// <param name="pStart">Initial guess of parameters, p.</param>
-        /// <returns></returns>
-        public double[] CurveFit(double[] x, double[] y, Func<double, double[], double> f,
-            double[] pStart)
-        {
-            // Need to minimize sum of squares of residuals; create this function:
-            Func<double[], double> function = (p) =>
-            {
-                double sum = 0;
-                for (int i = 0; i < x.Length; ++i)
-                {
-                    double temp = y[i] - f(x[i], p);
-                    sum += temp * temp;
-                }
-                return sum;
-            };
-            return Minimize(function, pStart);
-        }
-
         /// <summary>
         /// Find the minimum of the supplied function using the Powell method.
         /// </summary>

src/UnitTests/OptimizationTests/FunctionMinimizationTests.cs

@@ -28,12 +28,12 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
-using System;
-using MathNet.Numerics.Optimization;
-using NUnit.Framework;
-
 namespace MathNet.Numerics.UnitTests.OptimizationTests
 {
+    using System;
+    using MathNet.Numerics.Optimization;
+    using NUnit.Framework;
+    
     [TestFixture]
     public class FunctionMinimizationTests
     {

src/UnitTests/OptimizationTests/NonLinearLeastSquaresTest.cs

@@ -28,12 +28,12 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
-using System;
-using MathNet.Numerics.Optimization;
-using NUnit.Framework;
-
 namespace MathNet.Numerics.UnitTests.OptimizationTests
 {
+    using System;
+    using MathNet.Numerics.Optimization;
+    using NUnit.Framework;
+    
     [TestFixture]
     public class NonLinearLeastSquaresTest
     {