bpp-core3  3.0.0
TwoPointsNumericalDerivative.h
Go to the documentation of this file.
1 //
2 // File: TwoPointsNumericalDerivative.h
3 // Authors:
4 // Julien Dutheil
5 // Created: 2007-05-28 10:33:00
6 //
7 
8 /*
9  Copyright or © or Copr. CNRS, (November 17, 2004)
10 
11  This software is a computer program whose purpose is to provide classes
12  for numerical calculus.
13 
14  This software is governed by the CeCILL license under French law and
15  abiding by the rules of distribution of free software. You can use,
16  modify and/ or redistribute the software under the terms of the CeCILL
17  license as circulated by CEA, CNRS and INRIA at the following URL
18  "http://www.cecill.info".
19 
20  As a counterpart to the access to the source code and rights to copy,
21  modify and redistribute granted by the license, users are provided only
22  with a limited warranty and the software's author, the holder of the
23  economic rights, and the successive licensors have only limited
24  liability.
25 
26  In this respect, the user's attention is drawn to the risks associated
27  with loading, using, modifying and/or developing or reproducing the
28  software by the user in light of its specific status of free software,
29  that may mean that it is complicated to manipulate, and that also
30  therefore means that it is reserved for developers and experienced
31  professionals having in-depth computer knowledge. Users are therefore
32  encouraged to load and test the software's suitability as regards their
33  requirements in conditions enabling the security of their systems and/or
34  data to be ensured and, more generally, to use and operate it in the
35  same conditions as regards security.
36 
37  The fact that you are presently reading this means that you have had
38  knowledge of the CeCILL license and that you accept its terms.
39 */
40 
41 #ifndef BPP_NUMERIC_FUNCTION_TWOPOINTSNUMERICALDERIVATIVE_H
42 #define BPP_NUMERIC_FUNCTION_TWOPOINTSNUMERICALDERIVATIVE_H
43 
44 
46 #include "Functions.h"
47 
48 // From the STL:
49 #include <map>
50 #include <vector>
51 #include <string>
52 
53 namespace bpp
54 {
78 {
79 private:
80  double f1_, f2_;
81 
82 public:
85  f1_(),
86  f2_() {}
89  f1_(),
90  f2_() {}
92 
94 
95 public:
96  double getValue() const { return f1_; }
97 
103  double getSecondOrderDerivative(const std::string& variable) const
104  {
105  throw Exception("Second order derivative not avalaible with two points method.");
106  }
107 
108  double getSecondOrderDerivative(const std::string& variable1, const std::string& variable2) const
109  {
110  throw Exception("Unimplemented cross derivative.");
111  }
114 protected:
115  void updateDerivatives(const ParameterList parameters);
116 };
117 } // end of namespace bpp.
118 #endif // BPP_NUMERIC_FUNCTION_TWOPOINTSNUMERICALDERIVATIVE_H
Numerical derivative function wrapper, partial implementation.
This is the abstract class for first order derivable functions.
Definition: Functions.h:133
Exception base class. Overload exception constructor (to control the exceptions mechanism)....
Definition: Exceptions.h:59
This is the function abstract class.
Definition: Functions.h:89
The parameter list object.
Definition: ParameterList.h:65
Two points numerical derivative function wrapper.
double getSecondOrderDerivative(const std::string &variable) const
Get the second order derivative of the function at the current point.
double getValue() const
Get the value of the function at the current point.
void updateDerivatives(const ParameterList parameters)
Compute derivatives.
TwoPointsNumericalDerivative * clone() const
Create a copy of this object and send a pointer to it.
double getSecondOrderDerivative(const std::string &variable1, const std::string &variable2) const
Get the value of the cross derivative of the function according to a given set of parameters.
TwoPointsNumericalDerivative(DerivableFirstOrder *function)