GenericScalarFunction.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2017 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef UQ_GENERIC_SCALAR_FUNCTION_H
#define UQ_GENERIC_SCALAR_FUNCTION_H

#include <queso/ScalarFunction.h>
#include <queso/VectorSet.h>
#include <queso/VectorSubset.h>
#include <queso/Environment.h>
#include <queso/Defines.h>

namespace QUESO {

class GslVector;
class GslMatrix;

template <class V = GslVector, class M = GslMatrix>
class GenericScalarFunction : public BaseScalarFunction<V,M> {
public:


  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);
  virtual ~GenericScalarFunction();


  double actualValue      (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;


  double lnValue          (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
protected:
  using BaseScalarFunction<V,M>::m_env;
  using BaseScalarFunction<V,M>::m_prefix;
  using BaseScalarFunction<V,M>::m_domainSet;


  double (*m_valueRoutinePtr)(const V& domainVector, const V* domainDirection, const void* routinesDataPtr, V* gradVector, M* hessianMatrix, V* hessianEffect);
  const void* m_routinesDataPtr;
  bool m_routineIsForLn;
};

}  // End namespace QUESO

#endif // UQ_GENERIC_SCALAR_FUNCTION_H