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// LOCA: Library of Continuation Algorithms Package
// Copyright (2005) Sandia Corporation
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#ifndef LOCA_DERIVUTILS_H
#define LOCA_DERIVUTILS_H
#include "Teuchos_RCP.hpp"
#include "NOX_Abstract_Group.H" // For CopyType
#include "NOX_Abstract_MultiVector.H" // For DenseMatrix
#include <vector>
namespace LOCA {
class GlobalData;
namespace MultiContinuation {
class AbstractGroup;
}
namespace Hopf {
namespace MooreSpence {
class AbstractGroup;
}
namespace MinimallyAugmented {
class AbstractGroup;
}
}
}
namespace LOCA {
/*!
* \brief %LOCA's generic derivative computation class to compute various
* derivatives via finite differencing.
*
* The %DerivUtils class provides generic methods to compute the following
* derivatives:
* \f[
* \frac{\partial F}{\partial p},\quad\frac{\partial Jn}{\partial p},\quad\frac{\partial Jn}{\partial x}a
* \f]
* where \f$J = \partial F/\partial x\f$ and \f$n\f$, \f$a\f$ are vectors.
* These quantities are calculate by finite differencing.
*/
class DerivUtils {
public:
/*!
* \brief Default constructor. perturb is the relative perturbation size
* used in differencing calculations.
*/
DerivUtils(const Teuchos::RCP<LOCA::GlobalData>& global_data,
double perturb = 1.0e-6);
//! Copy constructor.
DerivUtils(const DerivUtils&);
//! Destructor.
virtual ~DerivUtils();
/*!
* \brief Cloning function. Creates a copy of the %DerivUtils object
* of the same type.
*/
virtual Teuchos::RCP<DerivUtils>
clone(NOX::CopyType type = NOX::DeepCopy) const;
/*!
* \brief Compute derivative of f with respect to parameter, identified
* by param_id
*/
virtual NOX::Abstract::Group::ReturnType
computeDfDp(LOCA::MultiContinuation::AbstractGroup& grp,
const std::vector<int>& param_ids,
NOX::Abstract::MultiVector& result,
bool isValidF) const;
//! Compute derivative of Jn with respect to particular parameter param_id
virtual NOX::Abstract::Group::ReturnType
computeDJnDp(LOCA::MultiContinuation::AbstractGroup&,
const std::vector<int>& paramIDs,
const NOX::Abstract::Vector& nullVector,
NOX::Abstract::MultiVector& result,
bool isValid) const;
//! Compute vector (Jn)_{x}a given multi-vector a
virtual NOX::Abstract::Group::ReturnType
computeDJnDxa(LOCA::MultiContinuation::AbstractGroup& grp,
const NOX::Abstract::Vector& nullVector,
const NOX::Abstract::MultiVector& aVector,
NOX::Abstract::MultiVector& result) const;
//! Compute vector (Jn)_{x}a given multi-vector a, given JnVector
virtual NOX::Abstract::Group::ReturnType
computeDJnDxa(LOCA::MultiContinuation::AbstractGroup& grp,
const NOX::Abstract::Vector& nullVector,
const NOX::Abstract::MultiVector& aVector,
const NOX::Abstract::Vector& JnVector,
NOX::Abstract::MultiVector& result) const;
/*!
* \brief Compute derivative of w^TJn with respect to particular parameter
* param_id
*/
virtual NOX::Abstract::Group::ReturnType
computeDwtJnDp(LOCA::MultiContinuation::AbstractGroup& grp,
const std::vector<int>& paramIDs,
const NOX::Abstract::Vector& w,
const NOX::Abstract::Vector& nullVector,
NOX::Abstract::MultiVector::DenseMatrix& result,
bool isValid) const;
/*!
* \brief Compute derivative of w^TJ with respect to particular parameter
* param_id
*/
virtual NOX::Abstract::Group::ReturnType
computeDwtJDp(LOCA::MultiContinuation::AbstractGroup& grp,
const std::vector<int>& paramIDs,
const NOX::Abstract::Vector& w,
NOX::Abstract::MultiVector& result,
bool isValid) const;
//! Compute vector (w^TJn)_{x}
virtual NOX::Abstract::Group::ReturnType
computeDwtJnDx(LOCA::MultiContinuation::AbstractGroup& grp,
const NOX::Abstract::Vector& w,
const NOX::Abstract::Vector& nullVector,
NOX::Abstract::Vector& result) const;
//! Compute vector (w^TJn)_{x}
virtual NOX::Abstract::Group::ReturnType
computeDwtJnDx(LOCA::MultiContinuation::AbstractGroup& grp,
const NOX::Abstract::MultiVector& w,
const NOX::Abstract::Vector& nullVector,
NOX::Abstract::MultiVector& result) const;
//! Compute derivative of (J+iwM)(y+iz) with respect to parameter,
virtual NOX::Abstract::Group::ReturnType
computeDCeDp(LOCA::Hopf::MooreSpence::AbstractGroup& grp,
const std::vector<int>& paramIDs,
const NOX::Abstract::Vector& yVector,
const NOX::Abstract::Vector& zVector,
double w,
NOX::Abstract::MultiVector& result_real,
NOX::Abstract::MultiVector& result_imag,
bool isValid) const;
//! Compute vector (J+iwM)(y+iz))_{x}a given a
virtual NOX::Abstract::Group::ReturnType
computeDCeDxa(LOCA::Hopf::MooreSpence::AbstractGroup& grp,
const NOX::Abstract::Vector& yVector,
const NOX::Abstract::Vector& zVector,
double w,
const NOX::Abstract::MultiVector& aVector,
NOX::Abstract::MultiVector& result_real,
NOX::Abstract::MultiVector& result_imag) const;
//! Compute vector (J+iwM)(y+iz))_{x}a given a and (J+iwM)(y+iz) vector
virtual NOX::Abstract::Group::ReturnType
computeDCeDxa(LOCA::Hopf::MooreSpence::AbstractGroup& grp,
const NOX::Abstract::Vector& yVector,
const NOX::Abstract::Vector& zVector,
double w,
const NOX::Abstract::MultiVector& aVector,
const NOX::Abstract::Vector& Ce_real,
const NOX::Abstract::Vector& Ce_imag,
NOX::Abstract::MultiVector& result_real,
NOX::Abstract::MultiVector& result_imag) const;
//! Compute derivative of (w1+iw2)^T(J+iwM)(y+iz) w.r.t. parameter p
virtual NOX::Abstract::Group::ReturnType
computeDwtCeDp(LOCA::Hopf::MinimallyAugmented::AbstractGroup& grp,
const std::vector<int>& paramIDs,
const NOX::Abstract::Vector& w1,
const NOX::Abstract::Vector& w2,
const NOX::Abstract::Vector& yVector,
const NOX::Abstract::Vector& zVector,
double omega,
NOX::Abstract::MultiVector::DenseMatrix& result_real,
NOX::Abstract::MultiVector::DenseMatrix& result_imag,
bool isValid) const;
//! Compute vector (w1+iw2)^T(J+iwM)(y+iz))_{x}
virtual NOX::Abstract::Group::ReturnType
computeDwtCeDx(LOCA::Hopf::MinimallyAugmented::AbstractGroup& grp,
const NOX::Abstract::Vector& w1,
const NOX::Abstract::Vector& w2,
const NOX::Abstract::Vector& yVector,
const NOX::Abstract::Vector& zVector,
double omega,
NOX::Abstract::Vector& result_real,
NOX::Abstract::Vector& result_imag) const;
protected:
/*!
* \brief Perturb parameter param_id in the group's parameter vector,
* and return perturbation size
*/
virtual double perturbParam(LOCA::MultiContinuation::AbstractGroup& grp,
double& param,
int param_id) const;
/*!
* \brief Perturb group's solution vector in direction of aVector,
* and return perturbation size
*/
virtual double perturbXVec(LOCA::MultiContinuation::AbstractGroup& grp,
const NOX::Abstract::Vector& xVector,
const NOX::Abstract::Vector& aVector) const;
/*!
* \brief Return perturbation for finite differencing around given
* double variable
*/
virtual double epsScalar(double p) const;
/*!
* \brief Return perturbation for directional derivatives around first
* vector in direction of second vector
*/
virtual double epsVector(const NOX::Abstract::Vector& xVector,
const NOX::Abstract::Vector& aVector) const;
protected:
//! Global data
Teuchos::RCP<LOCA::GlobalData> globalData;
//! Relative perturbation size using in differencing calculations.
double perturb;
}; // class DerivUtils
} // namespace LOCA
#endif
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