// @(#)root/mathmore:$Id$ // Author: L. Moneta Wed Dec 20 14:36:31 2006 /********************************************************************** * * * Copyright (c) 2006 LCG ROOT Math Team, 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 MultiNumGradFunction #ifndef ROOT_Math_MultiNumGradFunction #define ROOT_Math_MultiNumGradFunction #include "Math/IFunction.h" #include "Math/WrappedFunction.h" namespace ROOT { namespace Math { /** MultiNumGradFunction class to wrap a normal function in a gradient function using numerical gradient calculation provided by the class Derivator (based on GSL numerical derivation) @ingroup MultiMin */ class MultiNumGradFunction : public IMultiGradFunction { public: /** Constructor from a IMultiGenFunction interface */ MultiNumGradFunction (const IMultiGenFunction & f) : fFunc(&f), fDim(f.NDim() ), fNCalls(0), fOwner(false) {} /** Constructor from a generic function (pointer or reference) and number of dimension implementing operator () (double * x) */ template MultiNumGradFunction (FuncType f, int n) : fDim( n ), fNCalls(0), fOwner(true) { // create a wrapped function fFunc = new ROOT::Math::WrappedMultiFunction (f, n); } /** Destructor (no operations) */ ~MultiNumGradFunction () override { if (fOwner) delete fFunc; } // method inheritaed from IFunction interface unsigned int NDim() const override { return fDim; } unsigned int NCalls() const { return fNCalls; } IMultiGenFunction * Clone() const override { if (!fOwner) return new MultiNumGradFunction(*fFunc); else { // we need to copy the pointer to the wrapped function MultiNumGradFunction * f = new MultiNumGradFunction(*(fFunc->Clone()) ); f->fOwner = true; return f; } } // set ownership void SetOwnership(bool on = true) { fOwner = on; } /// precision value used for calculating the derivative step-size /// h = eps * |x|. The default is 0.001, give a smaller in case function chanes rapidly static void SetDerivPrecision(double eps); /// get precision value used for calculating the derivative step-size static double GetDerivPrecision(); private: double DoEval(const double * x) const override { fNCalls++; return (*fFunc)(x); } // calculate derivative using mathcore derivator double DoDerivative (const double * x, unsigned int icoord ) const override; // adapat internal function type to IMultiGenFunction needed by derivative calculation const IMultiGenFunction * fFunc; unsigned int fDim; mutable unsigned int fNCalls; bool fOwner; static double fgEps; // epsilon used in derivative calculation h ~ eps |x| }; } // end namespace Math } // end namespace ROOT #endif /* ROOT_Math_NumGradFunction */