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00028 #ifdef __GNUC__
00029 #pragma interface
00030 #endif
00031
00032 #ifndef _math_optimize_function_h
00033 #define _math_optimize_function_h
00034
00035 #include <math.h>
00036 #include <float.h>
00037
00038 #include <util/state/state.h>
00039 #include <math/optimize/transform.h>
00040 #include <math/scmat/matrix.h>
00041 #include <math/scmat/result.h>
00042
00043 namespace sc {
00044
00048 class Function: virtual public SavableState, public Compute {
00049 protected:
00050 Ref<SCMatrixKit> matrixkit_;
00051
00052 RefSCVector x_;
00053 RefSCDimension dim_;
00054 AccResultdouble value_;
00055 AccResultRefSCVector gradient_;
00056 AccResultRefSymmSCMatrix hessian_;
00057
00062 virtual void set_value(double);
00063 virtual void set_gradient(RefSCVector&);
00064 virtual void set_hessian(RefSymmSCMatrix&);
00066
00069 virtual void set_matrixkit(const Ref<SCMatrixKit>&);
00070 virtual void set_dimension(const RefSCDimension&);
00071
00076 virtual void set_actual_value_accuracy(double);
00077 virtual void set_actual_gradient_accuracy(double);
00078 virtual void set_actual_hessian_accuracy(double);
00080
00082 RefSCVector& get_x_reference() { obsolete(); return x_; }
00083
00086 void do_change_coordinates(const Ref<NonlinearTransform>&);
00087 public:
00088 Function();
00089 Function(StateIn&);
00090 Function(const Function&);
00091
00108 Function(const Ref<KeyVal>&, double funcacc = DBL_EPSILON,
00109 double gradacc = DBL_EPSILON, double hessacc = DBL_EPSILON);
00110 virtual ~Function();
00111
00112 Function & operator=(const Function&);
00113
00116 Ref<SCMatrixKit> matrixkit() const;
00118 RefSCDimension dimension() const;
00119
00120 virtual void save_data_state(StateOut&);
00121
00123 virtual double value();
00125 int value_needed() const;
00129 int do_value(int);
00130 AccResultdouble& value_result() { return value_; }
00131
00133 virtual void set_desired_value_accuracy(double);
00135 virtual double actual_value_accuracy() const;
00137 virtual double desired_value_accuracy() const;
00138
00143 virtual RefSCVector gradient();
00144 int gradient_needed() const;
00145 int do_gradient(int);
00146 virtual void set_desired_gradient_accuracy(double);
00147 virtual double actual_gradient_accuracy() const;
00148 virtual double desired_gradient_accuracy() const;
00149 AccResultRefSCVector& gradient_result() { return gradient_; }
00151
00156 virtual RefSymmSCMatrix hessian();
00157 int hessian_needed() const;
00158 int do_hessian(int);
00159 virtual void set_desired_hessian_accuracy(double);
00160 virtual double actual_hessian_accuracy() const;
00161 virtual double desired_hessian_accuracy() const;
00162 AccResultRefSymmSCMatrix& hessian_result() { return hessian_; }
00164
00165
00166
00167
00169 virtual void guess_hessian(RefSymmSCMatrix&);
00170 virtual RefSymmSCMatrix inverse_hessian(RefSymmSCMatrix&);
00171
00174 virtual int value_implemented() const;
00175 virtual int gradient_implemented() const;
00176 virtual int hessian_implemented() const;
00177
00179 virtual void set_x(const RefSCVector&);
00180 RefSCVector get_x() const { return x_.copy(); }
00181 const RefSCVector& get_x_no_copy() const { return x_; }
00182
00189 virtual Ref<NonlinearTransform> change_coordinates();
00190
00192 virtual void print(std::ostream& = ExEnv::out0()) const;
00193 };
00194
00195 }
00196
00197 #endif
00198
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