aboutsummaryrefslogtreecommitdiffstats
path: root/core/num_diff.hpp
diff options
context:
space:
mode:
authorastrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675>2010-06-04 08:34:16 +0000
committerastrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675>2010-06-04 08:34:16 +0000
commitabcaca09e68e61062b2bf860c6d3328923869234 (patch)
treeb9e7a8e3f5ff4074908da3551c09cc668b503e9c /core/num_diff.hpp
parent109473cacf85c7e2a2831d56531399ab4621654e (diff)
downloadopt-utilities-abcaca09e68e61062b2bf860c6d3328923869234.tar.bz2
c
git-svn-id: file:///home/svn/opt_utilities@119 ed2142bd-67ad-457f-ba7c-d818d4011675
Diffstat (limited to 'core/num_diff.hpp')
-rw-r--r--core/num_diff.hpp115
1 files changed, 0 insertions, 115 deletions
diff --git a/core/num_diff.hpp b/core/num_diff.hpp
deleted file mode 100644
index 27a1674..0000000
--- a/core/num_diff.hpp
+++ /dev/null
@@ -1,115 +0,0 @@
-/**
- \file num_diff.hpp
- */
-
-
-#ifndef NUMDIFF_HPP
-#define NUMDIFF_HPP
-#define OPT_HEADER
-#include <core/optimizer.hpp>
-#include <core/opt_traits.hpp>
-#include <algorithm>
-#include <limits>
-#include <cmath>
-
-namespace opt_utilities
-{
-
- /**
- \brief differentiable function
- \tparam rT the return type
- \tparam the parameter type
- */
- template <typename rT,typename pT>
- class dfunc_obj
- :public func_obj<rT,pT>
- {
- private:
- virtual pT do_diff(const pT& p)=0;
-
- public:
- /**
- calculate the differentiation
- \param p the self-var
- \return the gradient at p
- */
- pT diff(const pT& p)
- {
- return do_diff(p);
- }
- };
-
-
- /**
- When trying to diff an object function, when it is not differentiable,
- this exception will be thrown.
- */
- class underivable
- :public opt_exception
- {
- public:
- underivable()
- :opt_exception("underivable")
- {}
- };
-
- /**
- calculate the numerical differential of a func_obj
- */
- template <typename rT,typename pT>
- pT numdiff(func_obj<rT,pT>& f,const pT& p)
- {
- rT ep=std::sqrt(std::numeric_limits<rT>::epsilon());
-
- pT result;
- resize(result,get_size(p));
- pT p2;
- resize(p2,get_size(p));
- pT p1;
- resize(p1,get_size(p));
-
- for(size_t i=0;i<get_size(p);++i)
- {
- set_element(p2,i,get_element(p,i));
- set_element(p1,i,get_element(p,i));
- }
- for(size_t i=0;i<get_size(p);++i)
- {
- typename element_type_trait<pT>::element_type h=
- std::max(get_element(p,i),rT(1))*ep;
-
- set_element(p2,i,get_element(p,i)+h);
- set_element(p1,i,get_element(p,i)-h);
-
- rT v2=f(p2);
- rT v1=f(p1);
- set_element(result,i,
- (v2-v1)/h/2
- );
- set_element(p2,i,get_element(p,i));
- set_element(p1,i,get_element(p,i));
- }
- return result;
- }
-
-
- /**
- Help function to calculate the gradient of an objection function
- func_obj, whether it is differentiable or not. If it is differentiable,
- the gradient will be calculated by calling the diff member in the func_obj,
- or a numerical calculation will be performed.
- */
- template <typename rT,typename pT>
- pT diff(func_obj<rT,pT>& f,const pT& p)
- {
- dfunc_obj<rT,pT>* pdf=dynamic_cast<dfunc_obj<rT,pT>*>(&f);
- if(pdf)
- {
- return pdf->diff(p);
- }
- return numdiff(f,p);
-
- }
-}
-
-#endif