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author | astrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675> | 2010-06-04 08:34:16 +0000 |
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committer | astrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675> | 2010-06-04 08:34:16 +0000 |
commit | abcaca09e68e61062b2bf860c6d3328923869234 (patch) | |
tree | b9e7a8e3f5ff4074908da3551c09cc668b503e9c /core | |
parent | 109473cacf85c7e2a2831d56531399ab4621654e (diff) | |
download | opt-utilities-abcaca09e68e61062b2bf860c6d3328923869234.tar.bz2 |
c
git-svn-id: file:///home/svn/opt_utilities@119 ed2142bd-67ad-457f-ba7c-d818d4011675
Diffstat (limited to 'core')
-rw-r--r-- | core/num_diff.hpp | 115 |
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 |