MultiNumGradFunction class to wrap a normal function in a gradient function using numerical gradient calculation provided by the class Derivator (based on GSL numerical derivation)

Definition at line 49 of file MultiNumGradFunction.h.

Public Types
typedef T	BackendType

typedef IBaseFunctionMultiDimTempl< T >	BaseFunc

Public Member Functions
	MultiNumGradFunction (const IMultiGenFunction &f)
	Constructor from a IMultiGenFunction interface.

template<class FuncType >
	MultiNumGradFunction (FuncType f, int n)
	Constructor from a generic function (pointer or reference) and number of dimension implementing operator () (double * x)

	~MultiNumGradFunction () override
	Destructor (no operations)

IMultiGenFunction *	Clone () const override
	Clone a function.

T	Derivative (const T x, unsigned int icoord, T previous_grad, T previous_g2, T previous_gstep) const
	In some cases, the derivative algorithm will use information from the previous step, these can be passed in with this overload.

T	Derivative (const T *x, unsigned int icoord=0) const
	Return the partial derivative with respect to the passed coordinate.

virtual void	FdF (const T x, T &f, T df) const
	Optimized method to evaluate at the same time the function value and derivative at a point x.

virtual void	Gradient (const T x, T grad) const
	Evaluate all the vector of function derivatives (gradient) at a point x.

bool	HasGradient () const override

unsigned int	NCalls () const

unsigned int	NDim () const override
	Retrieve the dimension of the function.

T	operator() (const T *x) const
	Evaluate the function at a point x[].

void	SetOwnership (bool on=true)

Static Public Member Functions
static double	GetDerivPrecision ()
	get precision value used for calculating the derivative step-size

static void	SetDerivPrecision (double eps)
	precision value used for calculating the derivative step-size h = eps * \|x\|.

Private Member Functions
double	DoDerivative (const double *x, unsigned int icoord) const override

virtual T	DoDerivativeWithPrevResult (const T x, unsigned int icoord, T , T , T ) const
	In some cases, the derivative algorithm will use information from the previous step, these can be passed in with this overload.

double	DoEval (const double *x) const override

Private Attributes
unsigned int	fDim

const IMultiGenFunction *	fFunc

unsigned int	fNCalls

bool	fOwner

Static Private Attributes
static double	fgEps = 0.001

#include <Math/MultiNumGradFunction.h>

Inheritance diagram for ROOT::Math::MultiNumGradFunction:

[legend]

Member Typedef Documentation

◆ BackendType

template<class T >

typedef T ROOT::Math::IBaseFunctionMultiDimTempl< T >::BackendType

inherited

Definition at line 67 of file IFunction.h.

◆ BaseFunc

template<class T >

typedef IBaseFunctionMultiDimTempl<T> ROOT::Math::IBaseFunctionMultiDimTempl< T >::BaseFunc

inherited

Definition at line 68 of file IFunction.h.

Constructor & Destructor Documentation

◆ MultiNumGradFunction() [1/2]

ROOT::Math::MultiNumGradFunction::MultiNumGradFunction ( const IMultiGenFunction & f )

inline

Constructor from a IMultiGenFunction interface.

Definition at line 57 of file MultiNumGradFunction.h.

◆ MultiNumGradFunction() [2/2]

template<class FuncType >

ROOT::Math::MultiNumGradFunction::MultiNumGradFunction	(	FuncType	f,
		int	n )

inline

Constructor from a generic function (pointer or reference) and number of dimension implementing operator () (double * x)

Definition at line 70 of file MultiNumGradFunction.h.

◆ ~MultiNumGradFunction()

ROOT::Math::MultiNumGradFunction::~MultiNumGradFunction ( )

inlineoverride

Destructor (no operations)

Definition at line 82 of file MultiNumGradFunction.h.

Member Function Documentation

◆ Clone()

IMultiGenFunction * ROOT::Math::MultiNumGradFunction::Clone ( ) const

inlineoverridevirtual

Clone a function.

Each derived class must implement their version of the Clone method.

Implements ROOT::Math::IBaseFunctionMultiDimTempl< T >.

Definition at line 93 of file MultiNumGradFunction.h.

◆ Derivative() [1/2]

template<class T >

T ROOT::Math::IBaseFunctionMultiDimTempl< T >::Derivative	(	const T *	x,
		unsigned int	icoord,
		T *	previous_grad,
		T *	previous_g2,
		T *	previous_gstep ) const

inlineinherited

In some cases, the derivative algorithm will use information from the previous step, these can be passed in with this overload.

The previous_* arrays can also be used to return second derivative and step size so that these can be passed forward again as well at the call site, if necessary.

Definition at line 120 of file IFunction.h.

◆ Derivative() [2/2]

template<class T >

T ROOT::Math::IBaseFunctionMultiDimTempl< T >::Derivative	(	const T *	x,
		unsigned int	icoord = 0 ) const

inlineinherited

Return the partial derivative with respect to the passed coordinate.

Definition at line 115 of file IFunction.h.

◆ DoDerivative()

double ROOT::Math::MultiNumGradFunction::DoDerivative	(	const double *	x,
		unsigned int	icoord ) const

overrideprivate

Definition at line 42 of file MultiNumGradFunction.cxx.

◆ DoDerivativeWithPrevResult()

template<class T >

virtual T ROOT::Math::IBaseFunctionMultiDimTempl< T >::DoDerivativeWithPrevResult	(	const T *	x,
		unsigned int	icoord,
		T *	,
		T *	,
		T *	) const

inlineprivatevirtualinherited

In some cases, the derivative algorithm will use information from the previous step, these can be passed in with this overload.

The previous_* arrays can also be used to return second derivative and step size so that these can be passed forward again as well at the call site, if necessary.

Definition at line 136 of file IFunction.h.

◆ DoEval()

double ROOT::Math::MultiNumGradFunction::DoEval ( const double * x ) const

inlineoverrideprivate

Definition at line 118 of file MultiNumGradFunction.h.

◆ FdF()

template<class T >

virtual void ROOT::Math::IBaseFunctionMultiDimTempl< T >::FdF	(	const T *	x,
		T &	f,
		T *	df ) const

inlinevirtualinherited

Optimized method to evaluate at the same time the function value and derivative at a point x.

Often both value and derivatives are needed and it is often more efficient to compute them at the same time. Derived class should implement this method if performances play an important role and if it is faster to evaluate value and derivative at the same time

Definition at line 108 of file IFunction.h.

◆ GetDerivPrecision()

double ROOT::Math::MultiNumGradFunction::GetDerivPrecision ( )

static

get precision value used for calculating the derivative step-size

Definition at line 56 of file MultiNumGradFunction.cxx.

◆ Gradient()

template<class T >

virtual void ROOT::Math::IBaseFunctionMultiDimTempl< T >::Gradient	(	const T *	x,
		T *	grad ) const

inlinevirtualinherited

Evaluate all the vector of function derivatives (gradient) at a point x.

Derived classes must re-implement it if more efficient than evaluating one at a time

Definition at line 96 of file IFunction.h.

◆ HasGradient()

template<class T >

bool ROOT::Math::IGradientFunctionMultiDimTempl< T >::HasGradient ( ) const

inlineoverridevirtualinherited

Reimplemented from ROOT::Math::IBaseFunctionMultiDimTempl< T >.

Definition at line 243 of file IFunction.h.

◆ NCalls()

unsigned int ROOT::Math::MultiNumGradFunction::NCalls ( ) const

inline

Definition at line 91 of file MultiNumGradFunction.h.

◆ NDim()

unsigned int ROOT::Math::MultiNumGradFunction::NDim ( ) const

inlineoverridevirtual

Retrieve the dimension of the function.

Implements ROOT::Math::IBaseFunctionMultiDimTempl< T >.

Definition at line 89 of file MultiNumGradFunction.h.

◆ operator()()

template<class T >

T ROOT::Math::IBaseFunctionMultiDimTempl< T >::operator() ( const T * x ) const

inlineinherited

Evaluate the function at a point x[].

Use the pure virtual private method DoEval which must be implemented by the sub-classes.

Definition at line 81 of file IFunction.h.

◆ SetDerivPrecision()

void ROOT::Math::MultiNumGradFunction::SetDerivPrecision ( double eps )

static

precision value used for calculating the derivative step-size h = eps * |x|.

The default is 0.001, give a smaller in case function chanes rapidly

Definition at line 54 of file MultiNumGradFunction.cxx.

◆ SetOwnership()

void ROOT::Math::MultiNumGradFunction::SetOwnership ( bool on = true )

inline

Definition at line 105 of file MultiNumGradFunction.h.

Member Data Documentation

◆ fDim

unsigned int ROOT::Math::MultiNumGradFunction::fDim

private

Definition at line 128 of file MultiNumGradFunction.h.

◆ fFunc

const IMultiGenFunction* ROOT::Math::MultiNumGradFunction::fFunc

private

Definition at line 127 of file MultiNumGradFunction.h.

◆ fgEps

double ROOT::Math::MultiNumGradFunction::fgEps = 0.001

staticprivate

Definition at line 132 of file MultiNumGradFunction.h.

◆ fNCalls

unsigned int ROOT::Math::MultiNumGradFunction::fNCalls

mutableprivate

Definition at line 129 of file MultiNumGradFunction.h.

◆ fOwner

bool ROOT::Math::MultiNumGradFunction::fOwner

private

Definition at line 130 of file MultiNumGradFunction.h.

math/mathmore/inc/Math/MultiNumGradFunction.h

math/mathmore/src/MultiNumGradFunction.cxx

Public Types

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Static Private Attributes

Member Typedef Documentation

◆ BackendType

◆ BaseFunc

Constructor & Destructor Documentation

◆ MultiNumGradFunction() [1/2]

◆ MultiNumGradFunction() [2/2]

◆ ~MultiNumGradFunction()

Member Function Documentation

◆ Clone()

◆ Derivative() [1/2]

◆ Derivative() [2/2]

◆ DoDerivative()

◆ DoDerivativeWithPrevResult()

◆ DoEval()

◆ FdF()

◆ GetDerivPrecision()

◆ Gradient()

◆ HasGradient()

◆ NCalls()

◆ NDim()

◆ operator()()

◆ SetDerivPrecision()

◆ SetOwnership()

Member Data Documentation

◆ fDim

◆ fFunc

◆ fgEps

◆ fNCalls

◆ fOwner