/usr/include/root/Math/MultiNumGradFunction.h is in libroot-math-mathmore-dev 5.34.30-0ubuntu8.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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// Author: L. Moneta Wed Dec 20 14:36:31 2006
/**********************************************************************
* *
* Copyright (c) 2006 LCG ROOT Math Team, 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 MultiNumGradFunction
#ifndef ROOT_Math_MultiNumGradFunction
#define ROOT_Math_MultiNumGradFunction
#ifndef ROOT_Math_IFunction
#include "Math/IFunction.h"
#endif
#ifndef ROOT_Math_WrappedFunction
#include "Math/WrappedFunction.h"
#endif
namespace ROOT {
namespace Math {
/**
MultiNumGradFunction class to wrap a normal function in a
gradient function using numerical gradient calculation
provided by the class Derivator (based on GSL numerical derivation)
@ingroup MultiMin
*/
class MultiNumGradFunction : public IMultiGradFunction {
public:
/**
Constructor from a IMultiGenFunction interface
*/
MultiNumGradFunction (const IMultiGenFunction & f) :
fFunc(&f),
fDim(f.NDim() ),
fNCalls(0),
fOwner(false)
{}
/**
Constructor from a generic function (pointer or reference) and number of dimension
implementiong operator () (double * x)
*/
template<class FuncType>
MultiNumGradFunction (FuncType f, int n) :
fDim( n ),
fNCalls(0),
fOwner(true)
{
// create a wrapped function
fFunc = new ROOT::Math::WrappedMultiFunction<FuncType> (f, n);
}
/**
Destructor (no operations)
*/
~MultiNumGradFunction () {
if (fOwner) delete fFunc;
}
// method inheritaed from IFunction interface
unsigned int NDim() const { return fDim; }
unsigned int NCalls() const { return fNCalls; }
IMultiGenFunction * Clone() const {
if (!fOwner)
return new MultiNumGradFunction(*fFunc);
else {
// we need to copy the pointer to the wrapped function
MultiNumGradFunction * f = new MultiNumGradFunction(*(fFunc->Clone()) );
f->fOwner = true;
return f;
}
}
// set ownership
void SetOwnership(bool on = true) { fOwner = on; }
/// precision value used for calculating the derivative step-size
/// h = eps * |x|. The default is 0.001, give a smaller in case function chanes rapidly
static void SetDerivPrecision(double eps);
/// get precision value used for calculating the derivative step-size
static double GetDerivPrecision();
private:
double DoEval(const double * x) const {
fNCalls++;
return (*fFunc)(x);
}
// calculate derivative using mathcore derivator
double DoDerivative (const double * x, unsigned int icoord ) const;
// adapat internal function type to IMultiGenFunction needed by derivative calculation
const IMultiGenFunction * fFunc;
unsigned int fDim;
mutable unsigned int fNCalls;
bool fOwner;
static double fgEps; // epsilon used in derivative calculation h ~ eps |x|
};
} // end namespace Math
} // end namespace ROOT
#endif /* ROOT_Math_NumGradFunction */
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