/usr/include/openturns/FiniteDifferenceHessian.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
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/**
* @file FiniteDifferenceHessian.hxx
* @brief Class for the creation of a numerical math gradient implementation
* form a numerical math evaluation implementation by using centered
* finite difference formula.
*
* (C) Copyright 2005-2011 EDF-EADS-Phimeca
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License.
*
* 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
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: slama $
* @date: $LastChangedDate: 2008-11-19 16:10:42 +0100 (mer, 19 nov 2008) $
* Id: $Id: FiniteDifferenceHessian.hxx 1023 2008-11-19 15:10:42Z slama $
*/
#ifndef OPENTURNS_FINITEDIFFERENCE_HXX
#define OPENTURNS_FINITEDIFFERENCE_HXX
#include "NumericalMathHessianImplementation.hxx"
#include "NumericalMathEvaluationImplementation.hxx"
#include "Pointer.hxx"
#include "FiniteDifferenceStep.hxx"
namespace OpenTURNS {
namespace Base {
namespace Diff {
/**
* @class FiniteDifferenceHessian
*
* This class is for the creation of a numerical math gradient implementation
* form a numerical math evaluation implementation by using centered
* finite difference formula
*/
class FiniteDifferenceHessian
: public Base::Func::NumericalMathHessianImplementation
{
CLASSNAME;
public:
typedef Func::NumericalMathHessianImplementation::Description Description;
typedef Func::NumericalMathHessianImplementation::NumericalPoint NumericalPoint;
typedef Func::NumericalMathHessianImplementation::SymmetricTensor SymmetricTensor;
typedef Func::NumericalMathHessianImplementation::InvalidArgumentException InvalidArgumentException;
typedef Func::NumericalMathHessianImplementation::InternalException InternalException;
typedef Func::NumericalMathHessianImplementation::StorageManager StorageManager;
typedef Common::InvalidDimensionException InvalidDimensionException;
typedef Pointer<Func::NumericalMathEvaluationImplementation> EvaluationImplementation;
typedef Base::Diff::FiniteDifferenceStep FiniteDifferenceStep;
/** Default constructor */
FiniteDifferenceHessian();
/** First Parameter constructor */
FiniteDifferenceHessian(const NumericalPoint & epsilon,
const EvaluationImplementation & p_evaluation);
/** SecondParameter constructor */
FiniteDifferenceHessian(const NumericalScalar epsilon,
const EvaluationImplementation & p_evaluation);
/** Constructor with FiniteDifferenceStep */
FiniteDifferenceHessian(const FiniteDifferenceStep & finiteDifferenceStep,
const EvaluationImplementation & p_evaluation);
/** Comparison operator */
virtual Bool operator ==(const FiniteDifferenceHessian & other) const;
/** String converter */
virtual String __repr__() const;
/** Accessor for input point dimension
* @return The size of the point passed to the gradient method
*/
virtual UnsignedLong getInputDimension() const;
/** Accessor for output point dimension
* @return The size of the point returned by the function whose gradient is computed
*/
virtual UnsignedLong getOutputDimension() const;
/** Accessor for the epsilon */
virtual NumericalPoint getEpsilon() const;
/** Accessor for the evaluation */
virtual EvaluationImplementation getEvaluation() const;
/** Accessor for the finite difference step */
virtual void setFiniteDifferenceStep(const FiniteDifferenceStep & finiteDifferenceStep);
virtual FiniteDifferenceStep getFiniteDifferenceStep() const;
/* Method save() stores the object through the StorageManager */
virtual void save(StorageManager::Advocate & adv) const;
/* Method load() reloads the object from the StorageManager */
virtual void load(StorageManager::Advocate & adv);
/* Here is the interface that all derived class must implement */
/** Virtual Constructor */
virtual FiniteDifferenceHessian * clone() const = 0;
/** This method computes the gradient at some point
* @param in The point where the gradient is computed
* @result A matrix constructed with the dF_i/dx_j values (Jacobian transposed)
*/
virtual SymmetricTensor hessian(const NumericalPoint & inP) const = 0;
protected:
EvaluationImplementation p_evaluation_;
FiniteDifferenceStep finiteDifferenceStep_;
}; /* class FiniteDifferenceHessian */
} /* namespace Func */
} /* namespace Base */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_FINITEDIFFERENCE_HXX */
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