/usr/include/openturns/FiniteDifferenceGradient.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file FiniteDifferenceGradient.hxx
* @brief Class for the creation of a numerical math gradient implementation
* form a numerical math evaluation implementation by using centered
* finite difference formula.
*
* Copyright 2005-2015 Airbus-EDF-IMACS-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 3 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 Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author slama
* @date 2008-11-19 16:10:42 +0100 (mer, 19 nov 2008)
*/
#ifndef OPENTURNS_FINITEDIFFERENCEGRADIENT_HXX
#define OPENTURNS_FINITEDIFFERENCEGRADIENT_HXX
#include "NumericalMathGradientImplementation.hxx"
#include "NumericalMathEvaluationImplementation.hxx"
#include "Pointer.hxx"
#include "FiniteDifferenceStep.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class FiniteDifferenceGradient
*
* 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 OT_API FiniteDifferenceGradient
: public NumericalMathGradientImplementation
{
CLASSNAME;
public:
typedef Pointer<NumericalMathEvaluationImplementation> EvaluationImplementation;
/** Default constructor */
FiniteDifferenceGradient();
/** First Parameter constructor */
FiniteDifferenceGradient(const NumericalPoint & epsilon,
const EvaluationImplementation & p_evaluation);
/** SecondParameter constructor */
FiniteDifferenceGradient(const NumericalScalar epsilon,
const EvaluationImplementation & p_evaluation);
/** Constructor with FiniteDifferenceStep */
FiniteDifferenceGradient(const FiniteDifferenceStep & finiteDifferenceStep,
const EvaluationImplementation & p_evaluation);
/** Comparison operator */
virtual Bool operator ==(const FiniteDifferenceGradient & 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 UnsignedInteger getInputDimension() const;
/** Accessor for output point dimension
* @return The size of the point returned by the function whose gradient is computed
*/
virtual UnsignedInteger 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(Advocate & adv) const;
/* Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
/* Here is the interface that all derived class must implement */
/** Virtual Constructor */
virtual FiniteDifferenceGradient * clone() const;
/** 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 Matrix gradient(const NumericalPoint & inP) const;
protected:
EvaluationImplementation p_evaluation_;
FiniteDifferenceStep finiteDifferenceStep_;
}; /* class FiniteDifferenceGradient */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_FINITEDIFFERENCEGRADIENT_HXX */
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