bpp-core
2.2.0
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Two points numerical derivative function wrapper. More...
#include <Bpp/Numeric/Function/TwoPointsNumericalDerivative.h>
Public Member Functions | |
TwoPointsNumericalDerivative (Function *function) | |
TwoPointsNumericalDerivative (DerivableFirstOrder *function) | |
virtual | ~TwoPointsNumericalDerivative () |
TwoPointsNumericalDerivative * | clone () const |
Create a copy of this object and send a pointer to it. More... | |
double | getValue () const throw (Exception) |
Get the value of the function at the current point. More... | |
void | setInterval (double h) |
Set the interval value used in numerical approximation. More... | |
double | getInterval () const |
void | setParametersToDerivate (const std::vector< std::string > &variables) |
Set the list of parameters to derivate. More... | |
void | enableSecondOrderCrossDerivatives (bool yn) |
bool | enableSecondOrderCrossDerivatives () const |
virtual double | d2f (const std::string &variable, const ParameterList ¶meters) throw (Exception) |
Get the value of the second order derivative of the function according to a given set of parameters. More... | |
virtual double | d2f (const std::string &variable1, const std::string &variable2, const ParameterList ¶meters) throw (Exception) |
Get the value of the cross derivative of the function according to a given set of parameters. More... | |
virtual double | df (const std::string &variable, const ParameterList ¶meters) throw (Exception) |
Get the value of the first derivative of the function according to a given set of parameters. More... | |
virtual bool | hasParameter (const std::string &name) const =0 |
Tell if there is a parameter with specified name. More... | |
bool | hasParameter (const std::string &name) const |
Tell if there is a parameter with specified name. More... | |
virtual const ParameterList & | getParameters () const =0 |
Get all parameters available. More... | |
const ParameterList & | getParameters () const throw (Exception) |
Get all parameters available. More... | |
virtual const Parameter & | getParameter (const std::string &name) const =0 throw (ParameterNotFoundException) |
Get the parameter with specified name. More... | |
const Parameter & | getParameter (const std::string &name) const throw (ParameterNotFoundException) |
Get the parameter with specified name. More... | |
virtual double | getParameterValue (const std::string &name) const =0 throw (ParameterNotFoundException) |
Get the value for parameter of name 'name'. More... | |
double | getParameterValue (const std::string &name) const throw (ParameterNotFoundException) |
Get the value for parameter of name 'name'. More... | |
virtual size_t | getNumberOfParameters () const =0 |
Get the number of parameters. More... | |
size_t | getNumberOfParameters () const |
Get the number of parameters. More... | |
virtual void | setNamespace (const std::string &prefix)=0 |
Set the namespace for the parameter names. More... | |
void | setNamespace (const std::string &prefix) |
Set the namespace for the parameter names. More... | |
virtual std::string | getNamespace () const =0 |
std::string | getNamespace () const |
virtual std::string | getParameterNameWithoutNamespace (const std::string &name) const =0 |
Resolves a parameter name according to the current namespace. More... | |
std::string | getParameterNameWithoutNamespace (const std::string &name) const |
Resolves a parameter name according to the current namespace. More... | |
The DerivableSecondOrder interface | |
double | getSecondOrderDerivative (const std::string &variable) const throw (Exception) |
Get the second order derivative of the function at the current point. More... | |
double | getSecondOrderDerivative (const std::string &variable1, const std::string &variable2) const throw (Exception) |
Get the value of the cross derivative of the function according to a given set of parameters. More... | |
The DerivableFirstOrder interface | |
void | enableFirstOrderDerivatives (bool yn) |
Tell if derivatives must be computed. More... | |
bool | enableFirstOrderDerivatives () const |
Tell if derivatives must be computed. More... | |
double | getFirstOrderDerivative (const std::string &variable) const throw (Exception) |
Get the derivative of the function at the current point. More... | |
The DerivableSecondOrder interface | |
void | enableSecondOrderDerivatives (bool yn) |
Tell if derivatives must be computed. More... | |
bool | enableSecondOrderDerivatives () const |
Tell if derivatives must be computed. More... | |
The Parametrizable interface. | |
double | f (const ParameterList ¶meters) throw (Exception) |
Get the value of the function according to a given set of parameters. More... | |
void | setParameters (const ParameterList ¶meters) throw (ParameterNotFoundException, ConstraintException) |
Set the point where the function must be computed. More... | |
void | setAllParametersValues (const ParameterList ¶meters) throw (ParameterNotFoundException, ConstraintException) |
Set the parameters values to be equals to those of parameters. More... | |
void | setParameterValue (const std::string &name, double value) throw (ParameterNotFoundException, ConstraintException) |
Set the value of parameter with name name to be equal to value. More... | |
void | setParametersValues (const ParameterList ¶meters) throw (ParameterNotFoundException, ConstraintException) |
Update the parameters from parameters. More... | |
bool | matchParametersValues (const ParameterList ¶meters) throw (ConstraintException) |
Update the parameters from parameters. More... | |
Protected Member Functions | |
void | updateDerivatives (const ParameterList parameters) throw (ParameterNotFoundException, ConstraintException) |
Compute derivatives. More... | |
Protected Attributes | |
DerivableFirstOrder * | function1_ |
DerivableSecondOrder * | function2_ |
double | h_ |
std::vector< std::string > | variables_ |
std::map< std::string, size_t > | index_ |
std::vector< double > | der1_ |
std::vector< double > | der2_ |
RowMatrix< double > | crossDer2_ |
bool | computeD1_ |
bool | computeD2_ |
bool | computeCrossD2_ |
Function * | function_ |
Private Attributes | |
double | f1_ |
double | f2_ |
Two points numerical derivative function wrapper.
Numerical derivatives use two points to compute the (first order) derivatives. is the focus point and
(or
, if constrained on the right). Corresponding function values are
,
and
respectively. The derivatives are then computed using the central formulas:
This class does not allow computation of second order derivatives.
The parameter is computed in a parameter dependent manner:
, with
being the current parameter value. If
,
. Default value is provided for
and corresponds to the _h field. The default value works fine in most cases, but you may want to change it using the setInterval method.
Definition at line 74 of file TwoPointsNumericalDerivative.h.
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inline |
Definition at line 81 of file TwoPointsNumericalDerivative.h.
Referenced by clone().
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inline |
Definition at line 85 of file TwoPointsNumericalDerivative.h.
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inlinevirtual |
Definition at line 89 of file TwoPointsNumericalDerivative.h.
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inlinevirtual |
Create a copy of this object and send a pointer to it.
Implements bpp::AbstractNumericalDerivative.
Definition at line 91 of file TwoPointsNumericalDerivative.h.
References TwoPointsNumericalDerivative().
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inlinevirtualinherited |
Get the value of the second order derivative of the function according to a given set of parameters.
variable | The name of the ![]() ![]() |
parameters | The parameter set to pass to the function. |
Exception | If an error occured. |
Definition at line 236 of file Functions.h.
References bpp::DerivableSecondOrder::getSecondOrderDerivative(), and bpp::Function::setParameters().
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inlinevirtualinherited |
Get the value of the cross derivative of the function according to a given set of parameters.
variable1 | The name of the ![]() ![]() |
variable2 | The name of the ![]() ![]() |
parameters | The parameter set to pass to the function. |
Exception | If an error occured. |
Definition at line 263 of file Functions.h.
References bpp::DerivableSecondOrder::getSecondOrderDerivative(), and bpp::Function::setParameters().
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inlinevirtualinherited |
Get the value of the first derivative of the function according to a given set of parameters.
variable | The name of the ![]() ![]() |
parameters | The parameter set to pass to the function. |
Exception | If an error occured. |
Definition at line 176 of file Functions.h.
References bpp::DerivableFirstOrder::getFirstOrderDerivative(), and bpp::Function::setParameters().
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inlinevirtualinherited |
Tell if derivatives must be computed.
yn | yes/no |
Implements bpp::DerivableFirstOrder.
Definition at line 159 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::computeD1_.
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inlinevirtualinherited |
Tell if derivatives must be computed.
Implements bpp::DerivableFirstOrder.
Definition at line 160 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::computeD1_.
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inlineinherited |
Definition at line 268 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::computeCrossD2_.
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inlineinherited |
Definition at line 269 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::computeCrossD2_.
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inlinevirtualinherited |
Tell if derivatives must be computed.
yn | yes/no |
Implements bpp::DerivableSecondOrder.
Definition at line 185 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::computeD2_.
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inlinevirtualinherited |
Tell if derivatives must be computed.
Implements bpp::DerivableSecondOrder.
Definition at line 186 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::computeD2_.
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inlinevirtualinherited |
Get the value of the function according to a given set of parameters.
parameters | The parameter set to pass to the function. |
Exception | If an error occured. |
Reimplemented from bpp::Function.
Definition at line 227 of file AbstractNumericalDerivative.h.
References bpp::FunctionWrapper::getValue(), and bpp::AbstractNumericalDerivative::setParameters().
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inlinevirtualinherited |
Get the derivative of the function at the current point.
variable | The name of the ![]() ![]() |
Exception | If no point is specified or if an error occured. |
Implements bpp::DerivableFirstOrder.
Definition at line 162 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::computeD1_, bpp::AbstractNumericalDerivative::der1_, bpp::AbstractNumericalDerivative::function1_, bpp::DerivableFirstOrder::getFirstOrderDerivative(), and bpp::AbstractNumericalDerivative::index_.
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inlineinherited |
Definition at line 136 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::h_.
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pure virtualinherited |
Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.
Referenced by bpp::FunctionWrapper::getNamespace().
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inlinevirtualinherited |
Implements bpp::Parametrizable.
Definition at line 360 of file Functions.h.
References bpp::FunctionWrapper::function_, and bpp::Parametrizable::getNamespace().
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pure virtualinherited |
Get the number of parameters.
Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, bpp::AbstractParametrizable, and bpp::DirectionFunction.
Referenced by bpp::FunctionWrapper::getNumberOfParameters(), and bpp::BppODiscreteDistributionFormat::write().
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inlinevirtualinherited |
Get the number of parameters.
Implements bpp::Parametrizable.
Definition at line 350 of file Functions.h.
References bpp::FunctionWrapper::function_, and bpp::Parametrizable::getNumberOfParameters().
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pure virtualinherited |
Get the parameter with specified name.
name | The name of the parameter to look for. |
ParameterNotFoundException | if no parameter with this name is found. |
Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.
Referenced by bpp::FunctionWrapper::getParameter().
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inlinevirtualinherited |
Get the parameter with specified name.
name | The name of the parameter to look for. |
ParameterNotFoundException | if no parameter with this name is found. |
Implements bpp::Parametrizable.
Definition at line 306 of file Functions.h.
References bpp::FunctionWrapper::function_, and bpp::Parametrizable::getParameter().
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pure virtualinherited |
Resolves a parameter name according to the current namespace.
Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.
Referenced by bpp::FunctionWrapper::getParameterNameWithoutNamespace(), bpp::BppODiscreteDistributionFormat::read(), and bpp::BppOParametrizableFormat::write().
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inlinevirtualinherited |
Resolves a parameter name according to the current namespace.
Implements bpp::Parametrizable.
Definition at line 365 of file Functions.h.
References bpp::FunctionWrapper::function_, and bpp::Parametrizable::getParameterNameWithoutNamespace().
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pure virtualinherited |
Get all parameters available.
Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, bpp::DirectionFunction, and bpp::AbstractParametrizable.
Referenced by bpp::NewtonOneDimension::doStep(), bpp::FunctionWrapper::getParameters(), bpp::BppODiscreteDistributionFormat::read(), bpp::AbstractNumericalDerivative::setParameterValue(), bpp::AbstractOptimizer::step(), and bpp::BppOParametrizableFormat::write().
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inlinevirtualinherited |
Get all parameters available.
Implements bpp::Parametrizable.
Definition at line 301 of file Functions.h.
References bpp::FunctionWrapper::function_, and bpp::Parametrizable::getParameters().
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pure virtualinherited |
Get the value for parameter of name 'name'.
name | The name of the parameter. |
Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.
Referenced by bpp::FunctionWrapper::getParameterValue(), and bpp::BppODiscreteDistributionFormat::read().
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inlinevirtualinherited |
Get the value for parameter of name 'name'.
name | The name of the parameter. |
Implements bpp::Parametrizable.
Definition at line 321 of file Functions.h.
References bpp::FunctionWrapper::function_, and bpp::Parametrizable::getParameterValue().
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inlinevirtual |
Get the second order derivative of the function at the current point.
variable | The name of the ![]() ![]() |
Exception | If no point is specified or if an error occured. |
Reimplemented from bpp::AbstractNumericalDerivative.
Definition at line 101 of file TwoPointsNumericalDerivative.h.
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inlinevirtual |
Get the value of the cross derivative of the function according to a given set of parameters.
variable1 | The name of the ![]() ![]() |
variable2 | The name of the ![]() ![]() |
Exception | If an error occured. |
Reimplemented from bpp::AbstractNumericalDerivative.
Definition at line 107 of file TwoPointsNumericalDerivative.h.
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inlinevirtual |
Get the value of the function at the current point.
Exception | If no point is specified or if an error occured. |
Reimplemented from bpp::FunctionWrapper.
Definition at line 94 of file TwoPointsNumericalDerivative.h.
References f1_.
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pure virtualinherited |
Tell if there is a parameter with specified name.
name | The name of the parameter to look for. |
Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, and bpp::AbstractParametrizable.
Referenced by bpp::FunctionWrapper::hasParameter().
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inlinevirtualinherited |
Tell if there is a parameter with specified name.
name | The name of the parameter to look for. |
Implements bpp::Parametrizable.
Definition at line 290 of file Functions.h.
References bpp::FunctionWrapper::function_, and bpp::Parametrizable::hasParameter().
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inlinevirtualinherited |
Update the parameters from parameters.
Only common parameters with parameters will be updated.
parameters | A list of parameters. |
ConstraintException | If a value in parameters does not match the constraint in the corresponding parameter in the list. |
Implements bpp::Parametrizable.
Definition at line 259 of file AbstractNumericalDerivative.h.
References bpp::FunctionWrapper::function_, bpp::Parametrizable::matchParametersValues(), and bpp::AbstractNumericalDerivative::updateDerivatives().
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inlinevirtualinherited |
Set the parameters values to be equals to those of parameters.
The list must contain exactly the same parameters (ie same names) than the parameters available.
parameters | A list with all parameters. |
ParameterNotFoundException | If a some parameter in the list is not in params. |
ConstraintException | If a value in parameters does not match the constraint in the corresponding parameter in the list. |
Implements bpp::Parametrizable.
Definition at line 238 of file AbstractNumericalDerivative.h.
References bpp::FunctionWrapper::function_, bpp::Parametrizable::setAllParametersValues(), and bpp::AbstractNumericalDerivative::updateDerivatives().
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inlineinherited |
Set the interval value used in numerical approximation.
Default value is 0.0001.
h | Interval value. |
Definition at line 131 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::h_.
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pure virtualinherited |
Set the namespace for the parameter names.
prefix | The 'namespace', that is a prefix to add to all parameter names. If parameter names are already prefixed, the new prefix will be used instead. |
Implemented in bpp::FunctionWrapper, bpp::ParametrizableAdapter, bpp::AbstractParameterAliasable, bpp::MixtureOfDiscreteDistributions, bpp::AbstractParametrizable, and bpp::InvariantMixedDiscreteDistribution.
Referenced by bpp::InvariantMixedDiscreteDistribution::InvariantMixedDiscreteDistribution(), bpp::InvariantMixedDiscreteDistribution::setNamespace(), and bpp::FunctionWrapper::setNamespace().
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inlinevirtualinherited |
Set the namespace for the parameter names.
prefix | The 'namespace', that is a prefix to add to all parameter names. If parameter names are already prefixed, the new prefix will be used instead. |
Implements bpp::Parametrizable.
Definition at line 355 of file Functions.h.
References bpp::FunctionWrapper::function_, and bpp::Parametrizable::setNamespace().
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inlinevirtualinherited |
Set the point where the function must be computed.
parameters | The parameter set to pass to the function. |
Implements bpp::Function.
Definition at line 232 of file AbstractNumericalDerivative.h.
References bpp::FunctionWrapper::function_, bpp::Function::setParameters(), and bpp::AbstractNumericalDerivative::updateDerivatives().
Referenced by bpp::AbstractNumericalDerivative::f().
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inlineinherited |
Set the list of parameters to derivate.
variables | A list of all parameter names. |
Definition at line 143 of file AbstractNumericalDerivative.h.
References bpp::AbstractNumericalDerivative::crossDer2_, bpp::AbstractNumericalDerivative::der1_, bpp::AbstractNumericalDerivative::der2_, bpp::AbstractNumericalDerivative::index_, bpp::RowMatrix< Scalar >::resize(), and bpp::AbstractNumericalDerivative::variables_.
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inlinevirtualinherited |
Update the parameters from parameters.
parameters must be a subset of all parameters available.
parameters | A list containing all parameters to update. |
ParameterNotFoundException | If a some parameter in params is not in the list. |
ConstraintException | If a value in parameters does not match the constraint in the corresponding parameter in the list. |
Implements bpp::Parametrizable.
Definition at line 252 of file AbstractNumericalDerivative.h.
References bpp::FunctionWrapper::function_, bpp::Parametrizable::setParametersValues(), and bpp::AbstractNumericalDerivative::updateDerivatives().
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inlinevirtualinherited |
Set the value of parameter with name name to be equal to value.
name | the name of the parameter to set. |
value | The value of the parameter. |
ParameterNotFoundException | If no parameter in the list has the name name. |
ConstraintException | If value does not match the constraint associated to parameter name. |
Implements bpp::Parametrizable.
Definition at line 245 of file AbstractNumericalDerivative.h.
References bpp::FunctionWrapper::function_, bpp::Parametrizable::getParameters(), bpp::Parametrizable::setParameterValue(), bpp::ParameterList::subList(), and bpp::AbstractNumericalDerivative::updateDerivatives().
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protectedvirtual |
Compute derivatives.
parameters | The point where to compute derivatives. It is NOT passed as references, as the inner parameters of the function will be changed when computing the numerical derivatives. |
Implements bpp::AbstractNumericalDerivative.
Definition at line 45 of file TwoPointsNumericalDerivative.cpp.
References bpp::ParameterList::getParameterValue(), bpp::ParameterList::setParameters(), and bpp::ParameterList::subList().
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protectedinherited |
Definition at line 79 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::enableSecondOrderCrossDerivatives(), bpp::AbstractNumericalDerivative::getSecondOrderDerivative(), and bpp::AbstractNumericalDerivative::operator=().
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protectedinherited |
Definition at line 79 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::enableFirstOrderDerivatives(), bpp::AbstractNumericalDerivative::getFirstOrderDerivative(), and bpp::AbstractNumericalDerivative::operator=().
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protectedinherited |
Definition at line 79 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::enableSecondOrderDerivatives(), bpp::AbstractNumericalDerivative::getSecondOrderDerivative(), and bpp::AbstractNumericalDerivative::operator=().
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protectedinherited |
Definition at line 78 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::getSecondOrderDerivative(), bpp::AbstractNumericalDerivative::operator=(), and bpp::AbstractNumericalDerivative::setParametersToDerivate().
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protectedinherited |
Definition at line 76 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::getFirstOrderDerivative(), bpp::AbstractNumericalDerivative::operator=(), and bpp::AbstractNumericalDerivative::setParametersToDerivate().
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protectedinherited |
Definition at line 77 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::getSecondOrderDerivative(), bpp::AbstractNumericalDerivative::operator=(), and bpp::AbstractNumericalDerivative::setParametersToDerivate().
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private |
Definition at line 78 of file TwoPointsNumericalDerivative.h.
Referenced by getValue().
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private |
Definition at line 78 of file TwoPointsNumericalDerivative.h.
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protectedinherited |
Definition at line 71 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::getFirstOrderDerivative(), and bpp::AbstractNumericalDerivative::operator=().
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protectedinherited |
Definition at line 72 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::getSecondOrderDerivative(), and bpp::AbstractNumericalDerivative::operator=().
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protectedinherited |
Definition at line 278 of file Functions.h.
Referenced by bpp::DerivableFirstOrderWrapper::enableFirstOrderDerivatives(), bpp::DerivableSecondOrderWrapper::enableSecondOrderDerivatives(), bpp::FunctionWrapper::f(), bpp::DerivableFirstOrderWrapper::getFirstOrderDerivative(), bpp::InfinityDerivableFirstOrderWrapper::getFirstOrderDerivative(), bpp::FunctionWrapper::getNamespace(), bpp::FunctionWrapper::getNumberOfParameters(), bpp::FunctionWrapper::getParameter(), bpp::FunctionWrapper::getParameterNameWithoutNamespace(), bpp::FunctionWrapper::getParameters(), bpp::FunctionWrapper::getParameterValue(), bpp::DerivableSecondOrderWrapper::getSecondOrderDerivative(), bpp::InfinityDerivableSecondOrderWrapper::getSecondOrderDerivative(), bpp::FunctionWrapper::getValue(), bpp::InfinityFunctionWrapper::getValue(), bpp::FunctionWrapper::hasParameter(), bpp::AbstractNumericalDerivative::matchParametersValues(), bpp::FunctionWrapper::matchParametersValues(), bpp::InfinityFunctionWrapper::matchParametersValues(), bpp::FunctionWrapper::operator=(), bpp::AbstractNumericalDerivative::setAllParametersValues(), bpp::FunctionWrapper::setAllParametersValues(), bpp::InfinityFunctionWrapper::setAllParametersValues(), bpp::FunctionWrapper::setNamespace(), bpp::AbstractNumericalDerivative::setParameters(), bpp::FunctionWrapper::setParameters(), bpp::InfinityFunctionWrapper::setParameters(), bpp::AbstractNumericalDerivative::setParametersValues(), bpp::FunctionWrapper::setParametersValues(), bpp::InfinityFunctionWrapper::setParametersValues(), bpp::AbstractNumericalDerivative::setParameterValue(), bpp::FunctionWrapper::setParameterValue(), and bpp::InfinityFunctionWrapper::setParameterValue().
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protectedinherited |
Definition at line 73 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::getInterval(), bpp::AbstractNumericalDerivative::operator=(), and bpp::AbstractNumericalDerivative::setInterval().
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mutableprotectedinherited |
Definition at line 75 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::getFirstOrderDerivative(), bpp::AbstractNumericalDerivative::getSecondOrderDerivative(), bpp::AbstractNumericalDerivative::operator=(), and bpp::AbstractNumericalDerivative::setParametersToDerivate().
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protectedinherited |
Definition at line 74 of file AbstractNumericalDerivative.h.
Referenced by bpp::AbstractNumericalDerivative::operator=(), and bpp::AbstractNumericalDerivative::setParametersToDerivate().