function.h

//
// function.h
//
// Copyright (C) 1996 Limit Point Systems, Inc.
//
// Author: Curtis Janssen <cljanss@limitpt.com>
// Maintainer: LPS
//
// This file is part of the SC Toolkit.
//
// The SC Toolkit is free software; you can redistribute it and/or modify
// it under the terms of the GNU Library General Public License as published by
// the Free Software Foundation; either version 2, or (at your option)
// any later version.
//
// The SC Toolkit 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 Library General Public License for more details.
//
// You should have received a copy of the GNU Library General Public License
// along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
//
// The U.S. Government is granted a limited license as per AL 91-7.
//

#ifdef __GNUC__
#pragma interface
#endif

#ifndef _math_optimize_function_h
#define _math_optimize_function_h

#include <math.h>
#include <float.h>

#include <util/state/state.h>
#include <math/optimize/transform.h>
#include <math/scmat/matrix.h>
#include <math/scmat/result.h>

namespace sc {

class Function: virtual public SavableState, public Compute {
  protected:
    Ref<SCMatrixKit> matrixkit_;          

    RefSCVector x_;                     
    RefSCDimension dim_;                
    AccResultdouble value_;             
    AccResultRefSCVector gradient_;     
    AccResultRefSymmSCMatrix hessian_;  

    bool throw_if_tolerance_exceeded_;

    virtual void set_value(double);
    virtual void set_gradient(RefSCVector&);
    virtual void set_hessian(RefSymmSCMatrix&);

    virtual void set_matrixkit(const Ref<SCMatrixKit>&);
    virtual void set_dimension(const RefSCDimension&);

    virtual void set_actual_value_accuracy(double);
    virtual void set_actual_gradient_accuracy(double);
    virtual void set_actual_hessian_accuracy(double);

    RefSCVector& get_x_reference() { obsolete(); return x_; }

    void do_change_coordinates(const Ref<NonlinearTransform>&);
  public:
    Function();
    Function(StateIn&);
    Function(const Function&);

    Function(const Ref<KeyVal>&, double funcacc = DBL_EPSILON,
             double gradacc = DBL_EPSILON, double hessacc = DBL_EPSILON);
    virtual ~Function();

    Function & operator=(const Function&);

    Ref<SCMatrixKit> matrixkit() const;
    RefSCDimension dimension() const;

    virtual void save_data_state(StateOut&);

    virtual double value();
    int value_needed() const;
    int do_value(int);
    AccResultdouble& value_result() { return value_; }

    virtual void set_desired_value_accuracy(double);
    virtual double actual_value_accuracy() const;
    virtual double desired_value_accuracy() const;

    virtual RefSCVector gradient();
    int gradient_needed() const;
    int do_gradient(int);
    virtual void set_desired_gradient_accuracy(double);
    virtual double actual_gradient_accuracy() const;
    virtual double desired_gradient_accuracy() const;
    AccResultRefSCVector& gradient_result() { return gradient_; }

    virtual RefSymmSCMatrix hessian();
    int hessian_needed() const;
    int do_hessian(int);
    virtual void set_desired_hessian_accuracy(double);
    virtual double actual_hessian_accuracy() const;
    virtual double desired_hessian_accuracy() const;
    AccResultRefSymmSCMatrix& hessian_result() { return hessian_; }

    // hessian by gradients at finite displacements
    // virtual RefSCMatrix fd1_hessian();

    virtual void guess_hessian(RefSymmSCMatrix&);
    virtual RefSymmSCMatrix inverse_hessian(RefSymmSCMatrix&);

    virtual int value_implemented() const;
    virtual int gradient_implemented() const;
    virtual int hessian_implemented() const;

    virtual void set_x(const RefSCVector&);
    RefSCVector get_x() const { return x_.copy(); }
    const RefSCVector& get_x_no_copy() const { return x_; }

    virtual Ref<NonlinearTransform> change_coordinates();

    virtual void print(std::ostream& = ExEnv::out0()) const;

    virtual bool throw_if_tolerance_exceeded() const;
};

}

#endif

// Local Variables:
// mode: c++
// c-file-style: "CLJ"
// End:

---