ScalarFunction.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_SCALAR_FUNCTION_H
#define UQ_SCALAR_FUNCTION_H

#include <queso/Environment.h>
#include <queso/VectorSet.h>
#include <queso/VectorSubset.h>
#include <queso/ScopedPtr.h>

namespace QUESO {

class GslVector;
class GslMatrix;
class BoostInputOptionsParser;

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


  BaseScalarFunction(const char * prefix, const VectorSet<V, M> & domainSet);

  virtual ~BaseScalarFunction();


  const VectorSet<V, M> & domainSet() const;



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


  virtual double lnValue(const V & domainVector) const;


  virtual double lnValue(const V & domainVector, V & gradVector) const;


  virtual double lnValue(const V & domainVector,
                         V & gradVector,
                         const V & domainDirection,
                         V & hessianEffect) const;

  virtual double actualValue(const V & domainVector, const V * domainDirection,
      V * gradVector, M * hessianMatrix, V * hessianEffect) const = 0;


  void setFiniteDifferenceStepSize(double fdStepSize);


  void setFiniteDifferenceStepSize(unsigned int i, double fdStepSize);

protected:
  const BaseEnvironment & m_env;
  std::string m_prefix;

  const VectorSet<V, M> & m_domainSet;

private:
#ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
  ScopedPtr<BoostInputOptionsParser>::Type m_parser;
#endif

  std::vector<double> m_fdStepSize;
};

}  // End namespace QUESO

#endif // UQ_SCALAR_FUNCTION_H