 ROOT   6.08/07 Reference Guide
GSLDerivator.h
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1 // @(#)root/mathmore:$Id$
2 // Authors: L. Moneta, A. Zsenei 08/2005
3
4  /**********************************************************************
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6  * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT *
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24
25 // Header file for class Derivator
26 //
27 // class for calculating Derivative of functions
28 //
29 // Created by: moneta at Sat Nov 13 14:46:00 2004
30 //
31 // Last update: Sat Nov 13 14:46:00 2004
32 //
33 #ifndef ROOT_Math_GSLDerivator
34 #define ROOT_Math_GSLDerivator
35
36 /**
37 @defgroup Deriv Numerical Differentiation
38 */
39
41 #include "GSLFunctionWrapper.h"
42
43
44 #include "Math/IFunctionfwd.h"
45 #include "Math/IFunction.h"
46
47 namespace ROOT {
48 namespace Math {
49
50
51 class GSLFunctionWrapper;
52
53
54 /**
55  Class for computing numerical derivative of a function based on the GSL numerical algorithm
56  This class is implemented using the numerical derivatives algorithms provided by GSL
57  (see <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Numerical-Differentiation.html">GSL Online Manual</A> ).
58
59  @ingroup Deriv
60 */
61
62 class GSLDerivator {
63
64 public:
65  /**
66  Default Constructor of a GSLDerivator class based on GSL numerical differentiation algorithms
67  */
68  GSLDerivator() : fStatus(0), fResult(0), fError(0) {}
69
70  /// destructor (no operations)
71  virtual ~GSLDerivator() {}
72
73 // // disable copying
74 // private:
75
76 // GSLDerivator(const GSLDerivator &);
77 // GSLDerivator & operator = (const GSLDerivator &);
78
79 // public:
80
81
82
83  /**
84  Set the function for calculating the derivatives.
85  The function must implement the ROOT::Math::IGenFunction signature
86  */
87  void SetFunction(const IGenFunction &f);
88
89  /**
90  Set the function f for evaluating the derivative using a GSL function pointer type
91  @param f : free function pointer of the GSL required type
92  @param p : pointer to the object carrying the function state
93  (for example the function object itself)
94  */
95  void SetFunction( GSLFuncPointer f, void * p = 0);
96
97  /**
98  Computes the numerical derivative at a point x using an adaptive central
99  difference algorithm with a step size h.
100  */
101  double EvalCentral( double x, double h);
102
103  /**
104  Computes the numerical derivative at a point x using an adaptive forward
105  difference algorithm with a step size h.
106  The function is evaluated only at points greater than x and at x itself.
107  */
108  double EvalForward( double x, double h);
109
110  /**
111  Computes the numerical derivative at a point x using an adaptive backward
112  difference algorithm with a step size h.
113  The function is evaluated only at points less than x and at x itself.
114  */
115  double EvalBackward( double x, double h);
116
117  /** @name --- Static methods --- **/
118
119  /**
120  Computes the numerical derivative of a function f at a point x using an adaptive central
121  difference algorithm with a step size h
122  */
123  static double EvalCentral(const IGenFunction & f, double x, double h);
124
125
126  /**
127  Computes the numerical derivative of a function f at a point x using an adaptive forward
128  difference algorithm with a step size h.
129  The function is evaluated only at points greater than x and at x itself
130  */
131  static double EvalForward(const IGenFunction & f, double x, double h);
132
133  /**
134  Computes the numerical derivative of a function f at a point x using an adaptive backward
135  difference algorithm with a step size h.
136  The function is evaluated only at points less than x and at x itself
137  */
138
139  static double EvalBackward(const IGenFunction & f, double x, double h);
140
141
142
143  /**
144  return the error status of the last integral calculation
145  */
146  int Status() const;
147
148  /**
149  return the result of the last derivative calculation
150  */
151  double Result() const;
152
153  /**
154  return the estimate of the absolute error of the last derivative calculation
155  */
156  double Error() const;
157
158
159 private:
160
161  int fStatus;
162  double fResult;
163  double fError;
164
166
167 };
168
169
170
171
172 } // namespace Math
173 } // namespace ROOT
174
175
176 #endif /* ROOT_Math_GSLDerivator */
double Result() const
return the result of the last derivative calculation
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
Definition: IFunction.h:133
This namespace contains pre-defined functions to be used in conjuction with TExecutor::Map and TExecu...
Definition: StringConv.hxx:21
double EvalForward(double x, double h)
Computes the numerical derivative at a point x using an adaptive forward difference algorithm with a ...
TH1 * h
Definition: legend2.C:5
void SetFunction(const IGenFunction &f)
Set the function for calculating the derivatives.
Class for computing numerical derivative of a function based on the GSL numerical algorithm This clas...
Definition: GSLDerivator.h:62
double EvalBackward(double x, double h)
Computes the numerical derivative at a point x using an adaptive backward difference algorithm with a...
Double_t x[n]
Definition: legend1.C:17
GSLDerivator()
Default Constructor of a GSLDerivator class based on GSL numerical differentiation algorithms...
Definition: GSLDerivator.h:68
double Error() const
return the estimate of the absolute error of the last derivative calculation
double(* GSLFuncPointer)(double, void *)
Function pointer corresponding to gsl_function signature.
int Status() const
return the error status of the last integral calculation
double f(double x)
GSLFunctionWrapper fFunction
Definition: GSLDerivator.h:165
Namespace for new Math classes and functions.
Wrapper class to the gsl_function C structure.
double EvalCentral(double x, double h)
Computes the numerical derivative at a point x using an adaptive central difference algorithm with a ...
virtual ~GSLDerivator()
destructor (no operations)
Definition: GSLDerivator.h:71