AbstractNumericalDerivative.h

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//
// File: AbstractNumericalDerivative.h
// Authors:
//   Julien Dutheil
// Created: 2006-08-17 15:00:00
//
 
/*
  Copyright or © or Copr. Bio++ Development Team, (November 17, 2004)
  
  This software is a computer program whose purpose is to provide classes
  for numerical calculus.
  
  This software is governed by the CeCILL license under French law and
  abiding by the rules of distribution of free software. You can use,
  modify and/ or redistribute the software under the terms of the CeCILL
  license as circulated by CEA, CNRS and INRIA at the following URL
  "http://www.cecill.info".
  
  As a counterpart to the access to the source code and rights to copy,
  modify and redistribute granted by the license, users are provided only
  with a limited warranty and the software's author, the holder of the
  economic rights, and the successive licensors have only limited
  liability.
  
  In this respect, the user's attention is drawn to the risks associated
  with loading, using, modifying and/or developing or reproducing the
  software by the user in light of its specific status of free software,
  that may mean that it is complicated to manipulate, and that also
  therefore means that it is reserved for developers and experienced
  professionals having in-depth computer knowledge. Users are therefore
  encouraged to load and test the software's suitability as regards their
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  The fact that you are presently reading this means that you have had
  knowledge of the CeCILL license and that you accept its terms.
*/
 
#ifndef BPP_NUMERIC_FUNCTION_ABSTRACTNUMERICALDERIVATIVE_H
#define BPP_NUMERIC_FUNCTION_ABSTRACTNUMERICALDERIVATIVE_H
 
 
#include "../Matrix/Matrix.h"
#include "Functions.h"
 
// From the STL:
#include <map>
#include <vector>
#include <string>
 
namespace bpp
{
class AbstractNumericalDerivative :
  public DerivableSecondOrder,
  public FunctionWrapper
{
protected:
  DerivableFirstOrder* function1_;
  DerivableSecondOrder* function2_;
  double h_;
  std::vector<std::string> variables_;
  mutable std::map<std::string, size_t> index_; // Store positions in array corresponding to variable names.
  std::vector<double> der1_;
  std::vector<double> der2_;
  RowMatrix<double> crossDer2_;
  bool computeD1_, computeD2_, computeCrossD2_;
 
public:
  AbstractNumericalDerivative(Function* function) :
    FunctionWrapper(function), function1_(0), function2_(0),
    h_(0.0001), variables_(), index_(), der1_(), der2_(), crossDer2_(),
    computeD1_(true), computeD2_(true), computeCrossD2_(false) {}
 
  AbstractNumericalDerivative(DerivableFirstOrder* function) :
    FunctionWrapper(function), function1_(function), function2_(0),
    h_(0.0001), variables_(), index_(), der1_(), der2_(), crossDer2_(),
    computeD1_(true), computeD2_(true), computeCrossD2_(false) {}
 
  AbstractNumericalDerivative(DerivableSecondOrder* function) :
    FunctionWrapper(function), function1_(function), function2_(function),
    h_(0.0001), variables_(), index_(), der1_(), der2_(), crossDer2_(),
    computeD1_(true), computeD2_(true), computeCrossD2_(false) {}
 
  AbstractNumericalDerivative(const AbstractNumericalDerivative& ad) :
    FunctionWrapper(ad), function1_(ad.function1_), function2_(ad.function2_),
    h_(ad.h_), variables_(ad.variables_), index_(ad.index_), der1_(ad.der1_), der2_(ad.der2_), crossDer2_(ad.crossDer2_),
    computeD1_(ad.computeD1_), computeD2_(ad.computeD2_), computeCrossD2_(ad.computeCrossD2_) {}
 
  AbstractNumericalDerivative& operator=(const AbstractNumericalDerivative& ad)
  {
    FunctionWrapper::operator=(ad);
    function1_ = ad.function1_;
    function2_ = ad.function2_;
    h_ = ad.h_;
    variables_ = ad.variables_;
    index_ = ad.index_;
    der1_ = ad.der1_;
    der2_ = ad.der2_;
    crossDer2_ = ad.crossDer2_;
    computeD1_ = ad.computeD1_;
    computeD2_ = ad.computeD2_;
    computeCrossD2_ = ad.computeCrossD2_;
    return *this;
  }
 
  virtual ~AbstractNumericalDerivative() {}
 
  AbstractNumericalDerivative* clone() const = 0;
 
public:
  void setInterval(double h) { h_ = h; }
 
  double getInterval() const { return h_; }
 
  void setParametersToDerivate(const std::vector<std::string>& variables)
  {
    variables_ = variables;
    index_.clear();
    for (size_t i = 0; i < variables_.size(); i++)
    {
      index_[variables_[i]] = i;
    }
    der1_.resize(variables_.size());
    der2_.resize(variables_.size());
    crossDer2_.resize(variables_.size(), variables_.size());
  }
 
  void enableFirstOrderDerivatives(bool yn) { computeD1_ = yn; }
  bool enableFirstOrderDerivatives() const { return computeD1_; }
 
  double getFirstOrderDerivative(const std::string& variable) const
  {
    std::map<std::string, size_t>::iterator it = index_.find(variable);
    if (computeD1_ && it != index_.end())
      return der1_[it->second];
 
    if (function1_)
      return function1_->getFirstOrderDerivative(variable);
 
    throw Exception("First order derivative not computed for variable " + variable + ".");
  }
  void enableSecondOrderDerivatives(bool yn) { computeD2_ = yn; }
  bool enableSecondOrderDerivatives() const { return computeD2_; }
 
  double getSecondOrderDerivative(const std::string& variable) const
  {
    std::map<std::string, size_t>::iterator it = index_.find(variable);
    if (computeD2_ && it != index_.end())
      return der2_[it->second];
 
    if (function2_)
      return function2_->getSecondOrderDerivative(variable);
 
    throw Exception("Second order derivative not computed for variable " + variable + ".");
  }
 
  double getSecondOrderDerivative(const std::string& variable1, const std::string& variable2) const
  {
    std::map<std::string, size_t>::iterator it1 = index_.find(variable1);
    std::map<std::string, size_t>::iterator it2 = index_.find(variable2);
    if (computeCrossD2_ && it1 != index_.end() && it2 != index_.end()) return crossDer2_(it1->second, it2->second);
 
    if (function2_)
      return function2_->getSecondOrderDerivative(variable1, variable2);
 
    throw Exception("Cross second order derivative not computed for variables " + variable1 + " and " + variable2 + ".");
  }
 
  double f(const ParameterList& parameters)
  {
    setParameters(parameters);
    return getValue();
  }
  void setParameters(const ParameterList& parameters)
  {
    function_->setParameters(parameters);
    updateDerivatives(parameters);
  }
  void setAllParametersValues(const ParameterList& parameters)
  {
    function_->setAllParametersValues(parameters);
    updateDerivatives(parameters);
  }
 
  void setParameterValue(const std::string& name, double value)
  {
    function_->setParameterValue(name, value);
    updateDerivatives(function_->getParameters().createSubList(name));
  }
 
  void setParametersValues(const ParameterList& parameters)
  {
    function_->setParametersValues(parameters);
    updateDerivatives(parameters);
  }
 
  bool matchParametersValues(const ParameterList& parameters)
  {
    bool test = function_->matchParametersValues(parameters);
    updateDerivatives(parameters);
    return test;
  }
  void enableSecondOrderCrossDerivatives(bool yn) { computeCrossD2_ = yn; }
  bool enableSecondOrderCrossDerivatives() const { return computeCrossD2_; }
 
protected:
  virtual void updateDerivatives(const ParameterList parameters) = 0;
};
} // end of namespace bpp.
#endif // BPP_NUMERIC_FUNCTION_ABSTRACTNUMERICALDERIVATIVE_H