// @(#)root/mathmore:$Id$
// Authors: L. Moneta, A. Zsenei 08/2005
/**********************************************************************
* *
* Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT *
* *
* This library is free software; you can redistribute it and/or *
* modify it under the terms of the GNU General Public License *
* as published by the Free Software Foundation; either version 2 *
* of the License, or (at your option) any later version. *
* *
* This library is distributed in the hope that it will be useful, *
* but WITHOUT ANY WARRANTY; without even the implied warranty of *
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
* General Public License for more details. *
* *
* You should have received a copy of the GNU General Public License *
* along with this library (see file COPYING); if not, write *
* to the Free Software Foundation, Inc., 59 Temple Place, Suite *
* 330, Boston, MA 02111-1307 USA, or contact the author. *
* *
**********************************************************************/
// Header file for class Derivator
//
// class for calculating Derivative of functions
//
// Created by: moneta at Sat Nov 13 14:46:00 2004
//
// Last update: Sat Nov 13 14:46:00 2004
//
#ifndef ROOT_Math_Derivator
#define ROOT_Math_Derivator
#include "Math/IFunctionfwd.h"
#include "Math/IParamFunctionfwd.h"
namespace ROOT {
namespace Math {
class GSLDerivator;
//_______________________________________________________________________
/**
Class for computing numerical derivative of a function.
Presently this class is implemented only using the numerical derivatives
algorithms provided by GSL
using the implementation class ROOT::Math::GSLDerivator
This class does not support copying
@ingroup Deriv
*/
class Derivator {
public:
/**
signature for function pointers used by GSL
*/
typedef double ( * GSLFuncPointer ) ( double, void * );
/**
Empty Construct for a Derivator class
Need to set the function afterwards with Derivator::SetFunction
*/
Derivator();
/**
Construct using a ROOT::Math::IGenFunction interface
*/
explicit Derivator(const IGenFunction &f);
/**
Construct using a GSL function pointer type
@param f : free function pointer of the GSL required type
@param p : pointer to the object carrying the function state
(for example the function object itself)
*/
explicit Derivator(const GSLFuncPointer &f, void * p = nullptr);
/// destructor
virtual ~Derivator();
// disable copying
private:
Derivator(const Derivator &);
Derivator & operator = (const Derivator &);
public:
#ifdef LATER
/**
Template methods for generic functions
Set the function f for evaluating the derivative.
The function type must implement the assignment operator,
double operator() ( double x )
*/
template
inline void SetFunction(const UserFunc &f) {
const void * p = &f;
SetFunction( &GSLFunctionAdapter::F, const_cast(p) );
}
#endif
/**
Set the function for calculating the derivatives.
The function must implement the ROOT::Math::IGenFunction signature
*/
void SetFunction(const IGenFunction &f);
/**
Set the function f for evaluating the derivative using a GSL function pointer type
@param f : free function pointer of the GSL required type
@param p : pointer to the object carrying the function state
(for example the function object itself)
*/
void SetFunction( const GSLFuncPointer &f, void * p = nullptr);
/**
Computes the numerical derivative of a function f at a point x.
It uses Derivator::EvalCentral to compute the derivative using an
adaptive central difference algorithm with a step size h
*/
double Eval(double x, double h = 1E-8) const;
/**
Computes the numerical derivative at a point x using an adaptive central
difference algorithm with a step size h.
*/
double EvalCentral( double x, double h = 1E-8) const;
/**
Computes the numerical derivative at a point x using an adaptive forward
difference algorithm with a step size h.
The function is evaluated only at points greater than x and at x itself.
*/
double EvalForward( double x, double h = 1E-8) const;
/**
Computes the numerical derivative at a point x using an adaptive backward
difference algorithm with a step size h.
The function is evaluated only at points less than x and at x itself.
*/
double EvalBackward( double x, double h = 1E-8) const;
/** @name --- Static methods ---
This methods don't require to use a Derivator object, and are designed to be used in
fast calculation. Error and status code cannot be retrieved in this case
*/
/**
Computes the numerical derivative of a function f at a point x.
It uses Derivator::EvalCentral to compute the derivative using an
adaptive central difference algorithm with a step size h
*/
static double Eval(const IGenFunction & f, double x, double h = 1E-8);
/**
Computes the numerical derivative of a function f at a point x using an adaptive central
difference algorithm with a step size h
*/
static double EvalCentral(const IGenFunction & f, double x, double h = 1E-8);
/**
Computes the numerical derivative of a function f at a point x using an adaptive forward
difference algorithm with a step size h.
The function is evaluated only at points greater than x and at x itself
*/
static double EvalForward(const IGenFunction & f, double x, double h = 1E-8);
/**
Computes the numerical derivative of a function f at a point x using an adaptive backward
difference algorithm with a step size h.
The function is evaluated only at points less than x and at x itself
*/
static double EvalBackward(const IGenFunction & f, double x, double h = 1E-8);
// Derivatives for multi-dimension functions
/**
Evaluate the partial derivative of a multi-dim function
with respect coordinate x_icoord at the point x[]
*/
static double Eval(const IMultiGenFunction & f, const double * x, unsigned int icoord = 0, double h = 1E-8);
/**
Evaluate the derivative with respect a parameter for one-dim parameteric function
at the point ( x,p[]) with respect the parameter p_ipar
*/
static double Eval(IParamFunction & f, double x, const double * p, unsigned int ipar = 0, double h = 1E-8);
/**
Evaluate the derivative with respect a parameter for a multi-dim parameteric function
at the point ( x[],p[]) with respect the parameter p_ipar
*/
static double Eval(IParamMultiFunction & f, const double * x, const double * p, unsigned int ipar = 0, double h = 1E-8);
/**
return the error status of the last derivative calculation
*/
int Status() const;
/**
return the result of the last derivative calculation
*/
double Result() const;
/**
return the estimate of the absolute error of the last derivative calculation
*/
double Error() const;
private:
mutable GSLDerivator * fDerivator;
};
} // namespace Math
} // namespace ROOT
#endif /* ROOT_Math_Derivator */