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function.h // // function.h // // Copyright (C) 1996 Limit Point Systems, Inc. // // Author: Curtis Janssen <cljanss@limitpt.com> // Maintainer: LPS // // This file is part of the SC Toolkit. // // The SC Toolkit is free software; you can redistribute it and/or modify // it under the terms of the GNU Library General Public License as published by // the Free Software Foundation; either version 2, or (at your option) // any later version. // // The SC Toolkit 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 Library General Public License for more details. // // You should have received a copy of the GNU Library General Public License // along with the SC Toolkit; see the file COPYING.LIB. If not, write to // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. // // The U.S. Government is granted a limited license as per AL 91-7. // #ifdef __GNUC__ #pragma interface #endif #ifndef _math_optimize_function_h #define _math_optimize_function_h #include <math.h> #include <float.h> #include <util/state/state.h> #include <math/optimize/transform.h> #include <math/scmat/matrix.h> #include <math/scmat/result.h> namespace sc { class Function: virtual public SavableState, public Compute { protected: Ref<SCMatrixKit> matrixkit_; RefSCVector x_; RefSCDimension dim_; AccResultdouble value_; AccResultRefSCVector gradient_; AccResultRefSymmSCMatrix hessian_; virtual void set_value(double); virtual void set_gradient(RefSCVector&); virtual void set_hessian(RefSymmSCMatrix&); virtual void set_matrixkit(const Ref<SCMatrixKit>&); virtual void set_dimension(const RefSCDimension&); virtual void set_actual_value_accuracy(double); virtual void set_actual_gradient_accuracy(double); virtual void set_actual_hessian_accuracy(double); RefSCVector& get_x_reference() { obsolete(); return x_; } void do_change_coordinates(const Ref<NonlinearTransform>&); public: Function(); Function(StateIn&); Function(const Function&); Function(const Ref<KeyVal>&, double funcacc = DBL_EPSILON, double gradacc = DBL_EPSILON, double hessacc = DBL_EPSILON); virtual ~Function(); Function & operator=(const Function&); Ref<SCMatrixKit> matrixkit() const; RefSCDimension dimension() const; virtual void save_data_state(StateOut&); virtual double value(); int value_needed() const; int do_value(int); AccResultdouble& value_result() { return value_; } virtual void set_desired_value_accuracy(double); virtual double actual_value_accuracy() const; virtual double desired_value_accuracy() const; virtual RefSCVector gradient(); int gradient_needed() const; int do_gradient(int); virtual void set_desired_gradient_accuracy(double); virtual double actual_gradient_accuracy() const; virtual double desired_gradient_accuracy() const; AccResultRefSCVector& gradient_result() { return gradient_; } virtual RefSymmSCMatrix hessian(); int hessian_needed() const; int do_hessian(int); virtual void set_desired_hessian_accuracy(double); virtual double actual_hessian_accuracy() const; virtual double desired_hessian_accuracy() const; AccResultRefSymmSCMatrix& hessian_result() { return hessian_; } // hessian by gradients at finite displacements // virtual RefSCMatrix fd1_hessian(); virtual void guess_hessian(RefSymmSCMatrix&); virtual RefSymmSCMatrix inverse_hessian(RefSymmSCMatrix&); virtual int value_implemented() const; virtual int gradient_implemented() const; virtual int hessian_implemented() const; virtual void set_x(const RefSCVector&); RefSCVector get_x() const { return x_.copy(); } const RefSCVector& get_x_no_copy() const { return x_; } virtual Ref<NonlinearTransform> change_coordinates(); virtual void print(std::ostream& = ExEnv::out0()) const; }; } #endif // Local Variables: // mode: c++ // c-file-style: "CLJ" // End: