// @(#)root/mathmore:$Name: $:$Id: Derivator.h,v 1.1 2005/09/18 17:33:47 brun Exp $
// Authors: L. Moneta, A. Zsenei 08/2005
/**********************************************************************
* *
* Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT *
* *
* This library is free software; you can redistribute it and/or *
* modify it under the terms of the GNU General Public License *
* as published by the Free Software Foundation; either version 2 *
* of the License, or (at your option) any later version. *
* *
* 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 *
* General Public License for more details. *
* *
* You should have received a copy of the GNU General Public License *
* along with this library (see file COPYING); if not, write *
* to the Free Software Foundation, Inc., 59 Temple Place, Suite *
* 330, Boston, MA 02111-1307 USA, or contact the author. *
* *
**********************************************************************/
// Header file for class Derivator
//
// class for calculating Derivative of functions
//
// Created by: moneta at Sat Nov 13 14:46:00 2004
//
// Last update: Sat Nov 13 14:46:00 2004
//
#ifndef ROOT_Math_Derivator
#define ROOT_Math_Derivator
/**
@defgroup Deriv Numerical Differentiation
*/
#include "Math/IGenFunction.h"
namespace ROOT {
namespace Math {
class GSLDerivator;
/**
Class for computing numerical derivative of a function.
This class is implemented using the numerical derivatives algorithms provided by GSL
(see <A HREF="http://www.gnu.org/software/gsl/manual/gsl-ref_27.html#SEC400">GSL Online Manual</A> ).
This class does not support copying
@ingroup Deriv
*/
class Derivator {
public:
/**
signature for function pointers used by GSL
*/
typedef double ( * GSLFuncPointer ) ( double, void * );
/**
Construct a Derivator class based on GSL numerical differentiation algorithms
*/
Derivator(const IGenFunction &f);
Derivator(const GSLFuncPointer &f);
virtual ~Derivator();
// disable copying
private:
Derivator(const Derivator &);
Derivator & operator = (const Derivator &);
public:
// template methods for generic functors
/**
Set the function f for evaluating the derivative.
The function type must implement the assigment operator, <em> double operator() ( double x ) </em>
*/
void SetFunction(const IGenFunction &f);
/**
Set the function f for evaluating the derivative (use of a free function pointer)
*/
void SetFunction( const GSLFuncPointer &f);
/**
Computes the numerical derivative of a function f at a point x.
It uses Derivator::EvalCentral to compute the derivative using an
adaptive central difference algorithm with a step size h
*/
double Eval(const IGenFunction & f, double x, double h = 1E-8);
/**
Computes the numerical derivative of a function f at a point x.
It uses Derivator::EvalCentral to compute the derivative using an
adaptive central difference algorithm with a step size h
*/
double Eval(double x, double h = 1E-8);
/**
Computes the numerical derivative of a function f at a point x using an adaptive central
difference algorithm with a step size h
template <class UserFunc>
inline double EvalCentral(const UserFunc & f, double x, double h) {
SetFunction(f);
return EvalCentral(x,h);
}
*/
double EvalCentral(const IGenFunction & f, double x, double h = 1E-8);
/**
Computes the numerical derivative of a function f at a point x using an adaptive forward
difference algorithm with a step size h.
The function is evaluated only at points greater than x and at x itself
*/
double EvalForward(const IGenFunction & f, double x, double h = 1E-8);
/**
Computes the numerical derivative of a function f at a point x using an adaptive backward
difference algorithm with a step size h.
The function is evaluated only at points less than x and at x itself
*/
double EvalBackward(const IGenFunction & f, double x, double h = 1E-8);
/**
Computes the numerical derivative at a point x using an adaptive central
difference algorithm with a step size h.
*/
double EvalCentral( double x, double h = 1E-8);
/**
Computes the numerical derivative at a point x using an adaptive forward
difference algorithm with a step size h.
The function is evaluated only at points greater than x and at x itself.
*/
double EvalForward( double x, double h = 1E-8);
/**
Computes the numerical derivative at a point x using an adaptive backward
difference algorithm with a step size h.
The function is evaluated only at points less than x and at x itself.
*/
double EvalBackward( double x, double h = 1E-8);
/**
return the error status of the last integral calculation
*/
int Status() const;
/**
return the result of the last derivative calculation
*/
double Result() const;
/**
return the estimate of the absolute error of the last derivative calculation
*/
double Error() const;
protected:
private:
GSLDerivator * fDerivator;
};
} // namespace Math
} // namespace ROOT
#endif /* ROOT_Math_Derivator */
ROOT page - Class index - Class Hierarchy - Top of the page
This page has been automatically generated. If you have any comments or suggestions about the page layout send a mail to ROOT support, or contact the developers with any questions or problems regarding ROOT.