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GSLDerivator.h
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1// @(#)root/mathmore:$Id$
2// Authors: L. Moneta, A. Zsenei 08/2005
3
4 /**********************************************************************
5 * *
6 * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT *
7 * *
8 * This library is free software; you can redistribute it and/or *
9 * modify it under the terms of the GNU General Public License *
10 * as published by the Free Software Foundation; either version 2 *
11 * of the License, or (at your option) any later version. *
12 * *
13 * This library is distributed in the hope that it will be useful, *
14 * but WITHOUT ANY WARRANTY; without even the implied warranty of *
15 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
16 * General Public License for more details. *
17 * *
18 * You should have received a copy of the GNU General Public License *
19 * along with this library (see file COPYING); if not, write *
20 * to the Free Software Foundation, Inc., 59 Temple Place, Suite *
21 * 330, Boston, MA 02111-1307 USA, or contact the author. *
22 * *
23 **********************************************************************/
24
25// Header file for class Derivator
26//
27// class for calculating Derivative of functions
28//
29// Created by: moneta at Sat Nov 13 14:46:00 2004
30//
31// Last update: Sat Nov 13 14:46:00 2004
32//
33#ifndef ROOT_Math_GSLDerivator
34#define ROOT_Math_GSLDerivator
35
36/**
37@defgroup Deriv Numerical Differentiation
38*/
39
41#include "GSLFunctionWrapper.h"
42
43
44#include "Math/IFunctionfwd.h"
45#include "Math/IFunction.h"
46
47namespace ROOT {
48namespace Math {
49
50
51class GSLFunctionWrapper;
52
53
54/**
55 Class for computing numerical derivative of a function based on the GSL numerical algorithm
56 This class is implemented using the numerical derivatives algorithms provided by GSL
57 (see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Numerical-Differentiation.html">GSL Online Manual</A> ).
58
59 @ingroup Deriv
60*/
61
63
64public:
65 /**
66 Default Constructor of a GSLDerivator class based on GSL numerical differentiation algorithms
67 */
69
70 /// destructor (no operations)
71 virtual ~GSLDerivator() {}
72
73// // disable copying
74// private:
75
76// GSLDerivator(const GSLDerivator &);
77// GSLDerivator & operator = (const GSLDerivator &);
78
79// public:
80
81
82
83 /**
84 Set the function for calculating the derivatives.
85 The function must implement the ROOT::Math::IGenFunction signature
86 */
87 void SetFunction(const IGenFunction &f);
88
89 /**
90 Set the function f for evaluating the derivative using a GSL function pointer type
91 @param f : free function pointer of the GSL required type
92 @param p : pointer to the object carrying the function state
93 (for example the function object itself)
94 */
95 void SetFunction( GSLFuncPointer f, void * p = 0);
96
97 /**
98 Computes the numerical derivative at a point x using an adaptive central
99 difference algorithm with a step size h.
100 */
101 double EvalCentral( double x, double h);
102
103 /**
104 Computes the numerical derivative at a point x using an adaptive forward
105 difference algorithm with a step size h.
106 The function is evaluated only at points greater than x and at x itself.
107 */
108 double EvalForward( double x, double h);
109
110 /**
111 Computes the numerical derivative at a point x using an adaptive backward
112 difference algorithm with a step size h.
113 The function is evaluated only at points less than x and at x itself.
114 */
115 double EvalBackward( double x, double h);
116
117 /** @name --- Static methods --- **/
118
119 /**
120 Computes the numerical derivative of a function f at a point x using an adaptive central
121 difference algorithm with a step size h
122 */
123 static double EvalCentral(const IGenFunction & f, double x, double h);
124
125
126 /**
127 Computes the numerical derivative of a function f at a point x using an adaptive forward
128 difference algorithm with a step size h.
129 The function is evaluated only at points greater than x and at x itself
130 */
131 static double EvalForward(const IGenFunction & f, double x, double h);
132
133 /**
134 Computes the numerical derivative of a function f at a point x using an adaptive backward
135 difference algorithm with a step size h.
136 The function is evaluated only at points less than x and at x itself
137 */
138
139 static double EvalBackward(const IGenFunction & f, double x, double h);
140
141
142
143 /**
144 return the error status of the last integral calculation
145 */
146 int Status() const;
147
148 /**
149 return the result of the last derivative calculation
150 */
151 double Result() const;
152
153 /**
154 return the estimate of the absolute error of the last derivative calculation
155 */
156 double Error() const;
157
158
159private:
160
162 double fResult;
163 double fError;
164
166
167};
168
169
170
171
172} // namespace Math
173} // namespace ROOT
174
175
176#endif /* ROOT_Math_GSLDerivator */
#define f(i)
Definition: RSha256.hxx:104
#define h(i)
Definition: RSha256.hxx:106
winID h TVirtualViewer3D TVirtualGLPainter p
Class for computing numerical derivative of a function based on the GSL numerical algorithm This clas...
Definition: GSLDerivator.h:62
void SetFunction(const IGenFunction &f)
Set the function for calculating the derivatives.
virtual ~GSLDerivator()
destructor (no operations)
Definition: GSLDerivator.h:71
double Result() const
return the result of the last derivative calculation
double EvalForward(double x, double h)
Computes the numerical derivative at a point x using an adaptive forward difference algorithm with a ...
double EvalCentral(double x, double h)
Computes the numerical derivative at a point x using an adaptive central difference algorithm with a ...
GSLFunctionWrapper fFunction
Definition: GSLDerivator.h:165
double Error() const
return the estimate of the absolute error of the last derivative calculation
GSLDerivator()
Default Constructor of a GSLDerivator class based on GSL numerical differentiation algorithms.
Definition: GSLDerivator.h:68
int Status() const
return the error status of the last integral calculation
double EvalBackward(double x, double h)
Computes the numerical derivative at a point x using an adaptive backward difference algorithm with a...
Wrapper class to the gsl_function C structure.
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
Definition: IFunction.h:135
Double_t x[n]
Definition: legend1.C:17
Namespace for new Math classes and functions.
double(* GSLFuncPointer)(double, void *)
Function pointer corresponding to gsl_function signature.
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.