MPQC 2.3.1
function.h
1//
2// function.h
3//
4// Copyright (C) 1996 Limit Point Systems, Inc.
5//
6// Author: Curtis Janssen <cljanss@limitpt.com>
7// Maintainer: LPS
8//
9// This file is part of the SC Toolkit.
10//
11// The SC Toolkit is free software; you can redistribute it and/or modify
12// it under the terms of the GNU Library General Public License as published by
13// the Free Software Foundation; either version 2, or (at your option)
14// any later version.
15//
16// The SC Toolkit is distributed in the hope that it will be useful,
17// but WITHOUT ANY WARRANTY; without even the implied warranty of
18// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
19// GNU Library General Public License for more details.
20//
21// You should have received a copy of the GNU Library General Public License
22// along with the SC Toolkit; see the file COPYING.LIB. If not, write to
23// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
24//
25// The U.S. Government is granted a limited license as per AL 91-7.
26//
27
28#ifdef __GNUC__
29#pragma interface
30#endif
31
32#ifndef _math_optimize_function_h
33#define _math_optimize_function_h
34
35#include <math.h>
36#include <float.h>
37
38#include <util/state/state.h>
39#include <math/optimize/transform.h>
40#include <math/scmat/matrix.h>
41#include <math/scmat/result.h>
42
43namespace sc {
44
48class Function: virtual public SavableState, public Compute {
49 protected:
51
57
62 virtual void set_value(double);
63 virtual void set_gradient(RefSCVector&);
64 virtual void set_hessian(RefSymmSCMatrix&);
66
69 virtual void set_matrixkit(const Ref<SCMatrixKit>&);
70 virtual void set_dimension(const RefSCDimension&);
71
76 virtual void set_actual_value_accuracy(double);
77 virtual void set_actual_gradient_accuracy(double);
78 virtual void set_actual_hessian_accuracy(double);
80
83
87 public:
88 Function();
90 Function(const Function&);
91
108 Function(const Ref<KeyVal>&, double funcacc = DBL_EPSILON,
109 double gradacc = DBL_EPSILON, double hessacc = DBL_EPSILON);
110 virtual ~Function();
111
112 Function & operator=(const Function&);
113
119
120 virtual void save_data_state(StateOut&);
121
123 virtual double value();
125 int value_needed() const;
129 int do_value(int);
130 AccResultdouble& value_result() { return value_; }
131
133 virtual void set_desired_value_accuracy(double);
135 virtual double actual_value_accuracy() const;
137 virtual double desired_value_accuracy() const;
138
143 virtual RefSCVector gradient();
144 int gradient_needed() const;
145 int do_gradient(int);
146 virtual void set_desired_gradient_accuracy(double);
147 virtual double actual_gradient_accuracy() const;
148 virtual double desired_gradient_accuracy() const;
149 AccResultRefSCVector& gradient_result() { return gradient_; }
151
156 virtual RefSymmSCMatrix hessian();
157 int hessian_needed() const;
158 int do_hessian(int);
159 virtual void set_desired_hessian_accuracy(double);
160 virtual double actual_hessian_accuracy() const;
161 virtual double desired_hessian_accuracy() const;
162 AccResultRefSymmSCMatrix& hessian_result() { return hessian_; }
164
165 // hessian by gradients at finite displacements
166 // virtual RefSCMatrix fd1_hessian();
167
170 virtual RefSymmSCMatrix inverse_hessian(RefSymmSCMatrix&);
171
174 virtual int value_implemented() const;
175 virtual int gradient_implemented() const;
176 virtual int hessian_implemented() const;
177
179 virtual void set_x(const RefSCVector&);
180 RefSCVector get_x() const { return x_.copy(); }
181 const RefSCVector& get_x_no_copy() const { return x_; }
182
190
192 virtual void print(std::ostream& = ExEnv::out0()) const;
193};
194
195}
196
197#endif
198
199// Local Variables:
200// mode: c++
201// c-file-style: "CLJ"
202// End:
The Compute class provides a means of keeping results up to date.
Definition compute.h:56
virtual void obsolete()
Marks all results as being out of date.
static std::ostream & out0()
Return an ostream that writes from node 0.
The Function class is an abstract base class that, given a set of coordinates, will compute a value a...
Definition function.h:48
int value_needed() const
Returns nonzero if the current value is not up-to-date.
Ref< SCMatrixKit > matrixkit_
Used to construct new matrices.
Definition function.h:50
virtual int value_implemented() const
Information about the availability of values, gradients, and hessians.
AccResultRefSymmSCMatrix hessian_
The hessian at x_.
Definition function.h:56
RefSCVector x_
The variables.
Definition function.h:52
RefSCDimension dim_
The dimension of x_.
Definition function.h:53
virtual double value()
Return the value of the function.
virtual double actual_value_accuracy() const
Return the accuracy with which the value has been computed.
virtual double desired_value_accuracy() const
Return the accuracy with which the value is to be computed.
int do_value(int)
If passed a nonzero number, compute the value the next time compute() is called.
virtual void save_data_state(StateOut &)
Save the base classes (with save_data_state) and the members in the same order that the StateIn CTOR ...
virtual void guess_hessian(RefSymmSCMatrix &)
Compute a quick, approximate hessian.
Function(const Ref< KeyVal > &, double funcacc=DBL_EPSILON, double gradacc=DBL_EPSILON, double hessacc=DBL_EPSILON)
The keyval constructor reads the following keywords:
AccResultdouble value_
The value of the function at x_.
Definition function.h:54
virtual void set_matrixkit(const Ref< SCMatrixKit > &)
Set the SCMatrixKit that should be used to construct the requisite vectors and matrices.
virtual void set_x(const RefSCVector &)
Set and retrieve the coordinate values.
void do_change_coordinates(const Ref< NonlinearTransform > &)
Change the coordinate system and apply the given transform to intermediates matrices and vectors.
RefSCVector & get_x_reference()
Get read/write access to the coordinates for modification.
Definition function.h:82
RefSCDimension dimension() const
Return the SCDimension of the problem.
virtual void print(std::ostream &=ExEnv::out0()) const
Print information about the object.
virtual void set_desired_value_accuracy(double)
Set the accuracy to which the value is to be computed.
AccResultRefSCVector gradient_
The gradient at x_.
Definition function.h:55
Ref< SCMatrixKit > matrixkit() const
Return the SCMatrixKit used to construct vectors and matrices.
virtual Ref< NonlinearTransform > change_coordinates()
An optimizer can call change coordinates periodically to give the function an opportunity to change i...
The RefSCDimension class is a smart pointer to an SCDimension specialization.
Definition dim.h:156
The RefSCVector class is a smart pointer to an SCVector specialization.
Definition matrix.h:55
The RefSymmSCMatrix class is a smart pointer to an SCSymmSCMatrix specialization.
Definition matrix.h:261
A template class that maintains references counts.
Definition ref.h:332
Base class for objects that can save/restore state.
Definition state.h:46
Restores objects that derive from SavableState.
Definition statein.h:70
Serializes objects that derive from SavableState.
Definition stateout.h:61

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