diff options
Diffstat (limited to 'core/numdiff.hpp')
-rw-r--r-- | core/numdiff.hpp | 84 |
1 files changed, 0 insertions, 84 deletions
diff --git a/core/numdiff.hpp b/core/numdiff.hpp deleted file mode 100644 index f9cf520..0000000 --- a/core/numdiff.hpp +++ /dev/null @@ -1,84 +0,0 @@ -#ifndef NUMDIFF_HPP -#define NUMDIFF_HPP - -#include <core/optimizer.hpp> -#include <core/opt_traits.hpp> -#include <algorithm> -#include <limits> -#include <cmath> - -namespace opt_utilities -{ - template <typename rT,typename pT> - class dfunc_obj - :public func_obj<rT,pT> - { - private: - virtual pT do_diff(const pT& p)=0; - - public: - pT diff(const pT& p) - { - return do_diff(p); - } - }; - - class underivable - :public opt_exception - { - public: - underivable() - :opt_exception("underivable") - {} - }; - - 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; - } - - 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 |