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<hr><h1>function.h</h1><div class="fragment"><pre>00001 <font class="comment">//</font>
00002 <font class="comment">// function.h</font>
00003 <font class="comment">//</font>
00004 <font class="comment">// Copyright (C) 1996 Limit Point Systems, Inc.</font>
00005 <font class="comment">//</font>
00006 <font class="comment">// Author: Curtis Janssen <cljanss@limitpt.com></font>
00007 <font class="comment">// Maintainer: LPS</font>
00008 <font class="comment">//</font>
00009 <font class="comment">// This file is part of the SC Toolkit.</font>
00010 <font class="comment">//</font>
00011 <font class="comment">// The SC Toolkit is free software; you can redistribute it and/or modify</font>
00012 <font class="comment">// it under the terms of the GNU Library General Public License as published by</font>
00013 <font class="comment">// the Free Software Foundation; either version 2, or (at your option)</font>
00014 <font class="comment">// any later version.</font>
00015 <font class="comment">//</font>
00016 <font class="comment">// The SC Toolkit is distributed in the hope that it will be useful,</font>
00017 <font class="comment">// but WITHOUT ANY WARRANTY; without even the implied warranty of</font>
00018 <font class="comment">// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the</font>
00019 <font class="comment">// GNU Library General Public License for more details.</font>
00020 <font class="comment">//</font>
00021 <font class="comment">// You should have received a copy of the GNU Library General Public License</font>
00022 <font class="comment">// along with the SC Toolkit; see the file COPYING.LIB. If not, write to</font>
00023 <font class="comment">// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.</font>
00024 <font class="comment">//</font>
00025 <font class="comment">// The U.S. Government is granted a limited license as per AL 91-7.</font>
00026 <font class="comment">//</font>
00027
00028 <font class="preprocessor">#ifdef __GNUC__</font>
00029 <font class="preprocessor"></font><font class="preprocessor">#pragma interface</font>
00030 <font class="preprocessor"></font><font class="preprocessor">#endif</font>
00031 <font class="preprocessor"></font>
00032 <font class="preprocessor">#ifndef _math_optimize_function_h</font>
00033 <font class="preprocessor"></font><font class="preprocessor">#define _math_optimize_function_h</font>
00034 <font class="preprocessor"></font>
00035 <font class="preprocessor">#include <math.h></font>
00036 <font class="preprocessor">#include <float.h></font>
00037
00038 <font class="preprocessor">#include <util/state/state.h></font>
00039 <font class="preprocessor">#include <math/optimize/transform.h></font>
00040 <font class="preprocessor">#include <math/scmat/matrix.h></font>
00041 <font class="preprocessor">#include <math/scmat/result.h></font>
00042
00043 <font class="keyword">namespace </font>sc {
00044
<a name="l00048"></a><a class="code" href="class_sc__Function.html">00048</a> <font class="keyword">class </font>Function: <font class="keyword">virtual</font> <font class="keyword">public</font> SavableState, <font class="keyword">public</font> Compute {
00049 <font class="keyword">protected</font>:
<a name="l00050"></a><a class="code" href="class_sc__Function.html#n0">00050</a> Ref<SCMatrixKit> matrixkit_;
00051
<a name="l00052"></a><a class="code" href="class_sc__Function.html#n1">00052</a> RefSCVector x_;
<a name="l00053"></a><a class="code" href="class_sc__Function.html#n2">00053</a> RefSCDimension dim_;
<a name="l00054"></a><a class="code" href="class_sc__Function.html#n3">00054</a> AccResultdouble value_;
<a name="l00055"></a><a class="code" href="class_sc__Function.html#n4">00055</a> AccResultRefSCVector gradient_;
<a name="l00056"></a><a class="code" href="class_sc__Function.html#n5">00056</a> AccResultRefSymmSCMatrix hessian_;
00057
00062 <font class="keyword">virtual</font> <font class="keywordtype">void</font> set_value(<font class="keywordtype">double</font>);
00063 <font class="keyword">virtual</font> <font class="keywordtype">void</font> set_gradient(RefSCVector&);
00064 <font class="keyword">virtual</font> <font class="keywordtype">void</font> set_hessian(RefSymmSCMatrix&);
00066
00069 <font class="keyword">virtual</font> <font class="keywordtype">void</font> <a class="code" href="class_sc__Function.html#b3">set_matrixkit</a>(<font class="keyword">const</font> Ref<SCMatrixKit>&);
00070 <font class="keyword">virtual</font> <font class="keywordtype">void</font> set_dimension(<font class="keyword">const</font> RefSCDimension&);
00071
00076 <font class="keyword">virtual</font> <font class="keywordtype">void</font> set_actual_value_accuracy(<font class="keywordtype">double</font>);
00077 <font class="keyword">virtual</font> <font class="keywordtype">void</font> set_actual_gradient_accuracy(<font class="keywordtype">double</font>);
00078 <font class="keyword">virtual</font> <font class="keywordtype">void</font> set_actual_hessian_accuracy(<font class="keywordtype">double</font>);
00080
<a name="l00082"></a><a class="code" href="class_sc__Function.html#b8">00082</a> RefSCVector& <a class="code" href="class_sc__Function.html#b8">get_x_reference</a>()<font class="keyword"> </font>{ <a class="code" href="class_sc__Compute.html#a2">obsolete</a>(); <font class="keywordflow">return</font> x_; }
00083
00086 <font class="keywordtype">void</font> <a class="code" href="class_sc__Function.html#b9">do_change_coordinates</a>(<font class="keyword">const</font> Ref<NonlinearTransform>&);
00087 <font class="keyword">public</font>:
00088 <a class="code" href="class_sc__Function.html#a3">Function</a>();
00089 <a class="code" href="class_sc__Function.html#a3">Function</a>(StateIn&);
00090 <a class="code" href="class_sc__Function.html#a3">Function</a>(<font class="keyword">const</font> Function&);
00091
00108 <a class="code" href="class_sc__Function.html#a3">Function</a>(<font class="keyword">const</font> Ref<KeyVal>&, <font class="keywordtype">double</font> funcacc = DBL_EPSILON,
00109 <font class="keywordtype">double</font> gradacc = DBL_EPSILON, <font class="keywordtype">double</font> hessacc = DBL_EPSILON);
00110 <font class="keyword">virtual</font> ~Function();
00111
00112 Function & operator=(<font class="keyword">const</font> Function&);
00113
00116 Ref<SCMatrixKit> <a class="code" href="class_sc__Function.html#a6">matrixkit</a>() <font class="keyword">const</font>;
00118 RefSCDimension <a class="code" href="class_sc__Function.html#a7">dimension</a>() <font class="keyword">const</font>;
00119
00120 <font class="keyword">virtual</font> <font class="keywordtype">void</font> <a class="code" href="class_sc__Function.html#a8">save_data_state</a>(StateOut&);
00121
00123 <font class="keyword">virtual</font> <font class="keywordtype">double</font> <a class="code" href="class_sc__Function.html#a9">value</a>();
00125 <font class="keywordtype">int</font> <a class="code" href="class_sc__Function.html#a10">value_needed</a>() <font class="keyword">const</font>;
00129 <font class="keywordtype">int</font> <a class="code" href="class_sc__Function.html#a11">do_value</a>(<font class="keywordtype">int</font>);
00130 AccResultdouble& value_result()<font class="keyword"> </font>{ <font class="keywordflow">return</font> value_; }
00131
00133 <font class="keyword">virtual</font> <font class="keywordtype">void</font> <a class="code" href="class_sc__Function.html#a13">set_desired_value_accuracy</a>(<font class="keywordtype">double</font>);
00135 <font class="keyword">virtual</font> <font class="keywordtype">double</font> <a class="code" href="class_sc__Function.html#a14">actual_value_accuracy</a>() <font class="keyword">const</font>;
00137 <font class="keyword">virtual</font> <font class="keywordtype">double</font> <a class="code" href="class_sc__Function.html#a15">desired_value_accuracy</a>() <font class="keyword">const</font>;
00138
00143 <font class="keyword">virtual</font> RefSCVector gradient();
00144 <font class="keywordtype">int</font> gradient_needed() <font class="keyword">const</font>;
00145 <font class="keywordtype">int</font> do_gradient(<font class="keywordtype">int</font>);
00146 <font class="keyword">virtual</font> <font class="keywordtype">void</font> set_desired_gradient_accuracy(<font class="keywordtype">double</font>);
00147 <font class="keyword">virtual</font> <font class="keywordtype">double</font> actual_gradient_accuracy() <font class="keyword">const</font>;
00148 <font class="keyword">virtual</font> <font class="keywordtype">double</font> desired_gradient_accuracy() <font class="keyword">const</font>;
00149 AccResultRefSCVector& gradient_result()<font class="keyword"> </font>{ <font class="keywordflow">return</font> gradient_; }
00151
00156 <font class="keyword">virtual</font> RefSymmSCMatrix hessian();
00157 <font class="keywordtype">int</font> hessian_needed() <font class="keyword">const</font>;
00158 <font class="keywordtype">int</font> do_hessian(<font class="keywordtype">int</font>);
00159 <font class="keyword">virtual</font> <font class="keywordtype">void</font> set_desired_hessian_accuracy(<font class="keywordtype">double</font>);
00160 <font class="keyword">virtual</font> <font class="keywordtype">double</font> actual_hessian_accuracy() <font class="keyword">const</font>;
00161 <font class="keyword">virtual</font> <font class="keywordtype">double</font> desired_hessian_accuracy() <font class="keyword">const</font>;
00162 AccResultRefSymmSCMatrix& hessian_result()<font class="keyword"> </font>{ <font class="keywordflow">return</font> hessian_; }
00164
00165 <font class="comment">// hessian by gradients at finite displacements</font>
00166 <font class="comment">// virtual RefSCMatrix fd1_hessian();</font>
00167
00169 <font class="keyword">virtual</font> <font class="keywordtype">void</font> <a class="code" href="class_sc__Function.html#a30">guess_hessian</a>(RefSymmSCMatrix&);
00170 <font class="keyword">virtual</font> RefSymmSCMatrix inverse_hessian(RefSymmSCMatrix&);
00171
00174 <font class="keyword">virtual</font> <font class="keywordtype">int</font> <a class="code" href="class_sc__Function.html#a32">value_implemented</a>() <font class="keyword">const</font>;
00175 <font class="keyword">virtual</font> <font class="keywordtype">int</font> gradient_implemented() <font class="keyword">const</font>;
00176 <font class="keyword">virtual</font> <font class="keywordtype">int</font> hessian_implemented() <font class="keyword">const</font>;
00177
00179 <font class="keyword">virtual</font> <font class="keywordtype">void</font> <a class="code" href="class_sc__Function.html#a35">set_x</a>(<font class="keyword">const</font> RefSCVector&);
00180 RefSCVector get_x()<font class="keyword"> const </font>{ <font class="keywordflow">return</font> x_.copy(); }
00181 <font class="keyword">const</font> RefSCVector& get_x_no_copy()<font class="keyword"> const </font>{ <font class="keywordflow">return</font> x_; }
00182
00189 <font class="keyword">virtual</font> Ref<NonlinearTransform> <a class="code" href="class_sc__Function.html#a38">change_coordinates</a>();
00190
00192 <font class="keyword">virtual</font> <font class="keywordtype">void</font> <a class="code" href="class_sc__Function.html#a39">print</a>(std::ostream& = ExEnv::out0()) <font class="keyword">const</font>;
00193 };
00194
00195 }
00196
00197 <font class="preprocessor">#endif</font>
00198 <font class="preprocessor"></font>
00199 <font class="comment">// Local Variables:</font>
00200 <font class="comment">// mode: c++</font>
00201 <font class="comment">// c-file-style: "CLJ"</font>
00202 <font class="comment">// End:</font>
</div></pre><hr>
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