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GenericScalarFunction.h
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2017 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
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13 // This library is distributed in the hope that it will be useful,
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15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
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20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
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22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_GENERIC_SCALAR_FUNCTION_H
26 #define UQ_GENERIC_SCALAR_FUNCTION_H
27 
28 #include <queso/ScalarFunction.h>
29 #include <queso/VectorSet.h>
30 #include <queso/VectorSubset.h>
31 #include <queso/Environment.h>
32 #include <queso/Defines.h>
33 
34 namespace QUESO {
35 
36 class GslVector;
37 class GslMatrix;
38 
45 template <class V = GslVector, class M = GslMatrix>
47 public:
49 
50 
54  GenericScalarFunction(const char* prefix,
56  double (*valueRoutinePtr)(const V& domainVector, const V* domainDirection, const void* routinesDataPtr, V* gradVector, M* hessianMatrix, V* hessianEffect),
57  const void* routinesDataPtr,
58  bool routineIsForLn);
60  virtual ~GenericScalarFunction();
61 
63 
64  double actualValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
66 
68 
69  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
71 protected:
75 
77 
81  double (*m_valueRoutinePtr)(const V& domainVector, const V* domainDirection, const void* routinesDataPtr, V* gradVector, M* hessianMatrix, V* hessianEffect);
82  const void* m_routinesDataPtr;
84 };
85 
86 } // End namespace QUESO
87 
88 #endif // UQ_GENERIC_SCALAR_FUNCTION_H
virtual ~GenericScalarFunction()
Virtual destructor.
double(* m_valueRoutinePtr)(const V &domainVector, const V *domainDirection, const void *routinesDataPtr, V *gradVector, M *hessianMatrix, V *hessianEffect)
Routine defining a scalar function.
A templated (base) class for handling scalar functions.
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Calculates the logarithm of value of this scalar function.
A templated class for handling sets.
Definition: VectorSet.h:52
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Calculates the actual value of this scalar function.
GenericScalarFunction(const char *prefix, const VectorSet< V, M > &domainSet, double(*valueRoutinePtr)(const V &domainVector, const V *domainDirection, const void *routinesDataPtr, V *gradVector, M *hessianMatrix, V *hessianEffect), const void *routinesDataPtr, bool routineIsForLn)
Default constructor.
A class for handling generic scalar functions.

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