AbstractNumericalDerivative.h

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//
// File: AbstractNumericalDerivative.h
// Created by: Julien Dutheil
// Created on: Thu Aug 17 15:00 2006
//

/*
Copyright or © or Copr. Bio++ Development Team, (November 17, 2004)

This software is a computer program whose purpose is to provide classes
for numerical calculus.

This software is governed by the CeCILL  license under French law and
abiding by the rules of distribution of free software.  You can  use, 
modify and/ or redistribute the software under the terms of the CeCILL
license as circulated by CEA, CNRS and INRIA at the following URL
"http://www.cecill.info". 

As a counterpart to the access to the source code and  rights to copy,
modify and redistribute granted by the license, users are provided only
with a limited warranty  and the software's author,  the holder of the
economic rights,  and the successive licensors  have only  limited
liability. 

In this respect, the user's attention is drawn to the risks associated
with loading,  using,  modifying and/or developing or reproducing the
software by the user in light of its specific status of free software,
that may mean  that it is complicated to manipulate,  and  that  also
therefore means  that it is reserved for developers  and  experienced
professionals having in-depth computer knowledge. Users are therefore
encouraged to load and test the software's suitability as regards their
requirements in conditions enabling the security of their systems and/or 
data to be ensured and,  more generally, to use and operate it in the 
same conditions as regards security. 

The fact that you are presently reading this means that you have had
knowledge of the CeCILL license and that you accept its terms.
*/

#ifndef _ABSTRACTNUMERICALDERIVATIVE_H_
#define _ABSTRACTNUMERICALDERIVATIVE_H_

#include "Functions.h"
#include "../Matrix/Matrix.h"

//From the STL:
#include <map>
#include <vector>
#include <string>

namespace bpp
{

class AbstractNumericalDerivative:
  public DerivableSecondOrder,
  public FunctionWrapper
{
  protected:
    DerivableFirstOrder *function1_;
    DerivableSecondOrder *function2_;
    double h_;
    std::vector<std::string> variables_;
    mutable std::map<std::string, size_t> index_; //Store positions in array corresponding to variable names.
    std::vector<double> der1_;
    std::vector<double> der2_;
    RowMatrix<double> crossDer2_;
    bool computeD1_, computeD2_, computeCrossD2_;
    
  public:
    AbstractNumericalDerivative(Function* function):
      FunctionWrapper(function), function1_(0), function2_(0),
      h_(0.0001), variables_(), index_(), der1_(), der2_(), crossDer2_(),
      computeD1_(true), computeD2_(true), computeCrossD2_(false) {}

    AbstractNumericalDerivative(DerivableFirstOrder* function):
      FunctionWrapper(function), function1_(function), function2_(0),
      h_(0.0001), variables_(), index_(), der1_(), der2_(), crossDer2_(),
      computeD1_(true), computeD2_(true), computeCrossD2_(false) {}

    AbstractNumericalDerivative(DerivableSecondOrder* function):
      FunctionWrapper(function), function1_(function), function2_(function),
      h_(0.0001), variables_(), index_(), der1_(), der2_(), crossDer2_(),
      computeD1_(true), computeD2_(true), computeCrossD2_(false) {}

    AbstractNumericalDerivative(const AbstractNumericalDerivative& ad):
      FunctionWrapper(ad), function1_(ad.function1_), function2_(ad.function2_),
      h_(ad.h_), variables_(ad.variables_), index_(ad.index_), der1_(ad.der1_), der2_(ad.der2_), crossDer2_(ad.crossDer2_),
      computeD1_(ad.computeD1_), computeD2_(ad.computeD2_), computeCrossD2_(ad.computeCrossD2_) {}

    AbstractNumericalDerivative& operator=(const AbstractNumericalDerivative& ad)
    {
      FunctionWrapper::operator=(ad);
      function1_ = ad.function1_;
      function2_ = ad.function2_;
      h_ = ad.h_;
      variables_ = ad.variables_;
      index_ = ad.index_;
      der1_ = ad.der1_;
      der2_ = ad.der2_;
      crossDer2_ = ad.crossDer2_;
      computeD1_ = ad.computeD1_;
      computeD2_ = ad.computeD2_;
      computeCrossD2_ = ad.computeCrossD2_;
      return *this;
    }

    virtual ~AbstractNumericalDerivative() {}

    AbstractNumericalDerivative* clone() const = 0;

  public:
    void setInterval(double h) { h_ = h; }
    
    double getInterval() const { return h_; }
    
    void setParametersToDerivate(const std::vector<std::string>& variables)
    {
      variables_ = variables;
      index_.clear();
      for(size_t i = 0; i < variables_.size(); i++)
        index_[variables_[i]] = i;
      der1_.resize(variables_.size());
      der2_.resize(variables_.size());
      crossDer2_.resize(variables_.size(), variables_.size());
    }
    
    void enableFirstOrderDerivatives(bool yn) { computeD1_ = yn; }
    bool enableFirstOrderDerivatives() const { return computeD1_; }
    
    double getFirstOrderDerivative(const std::string& variable) const
      throw (Exception)
    {
      if (function1_)
      {
        try
        {
          return function1_->getFirstOrderDerivative(variable);
        }
        catch (Exception& e) {}
      }    
      std::map<std::string, size_t>::iterator it = index_.find(variable);
      if (computeD1_ && it != index_.end()) return der1_[it->second];
      else throw Exception("First order derivative not computed for variable " + variable + "."); 
    }
    void enableSecondOrderDerivatives(bool yn) { computeD2_ = yn; }
    bool enableSecondOrderDerivatives() const { return computeD2_; }

    double getSecondOrderDerivative(const std::string& variable) const
      throw (Exception)
    {
      if (function2_)
      {
        try
        {
          return function2_->getSecondOrderDerivative(variable);
        }
        catch(Exception & e) {}
      }    
      std::map<std::string, size_t>::iterator it = index_.find(variable);
      if(computeD2_ && it != index_.end()) return der2_[it->second];
      else throw Exception("Second order derivative not computed for variable " + variable + "."); 
    }

    double getSecondOrderDerivative(const std::string& variable1, const std::string& variable2) const
      throw (Exception)
    {
      if (function2_)
      {
        try
        {
          return function2_->getSecondOrderDerivative(variable1, variable2);
        }
        catch(Exception & e) {}
      }    
      std::map<std::string, size_t>::iterator it1 = index_.find(variable1);
      std::map<std::string, size_t>::iterator it2 = index_.find(variable2);
      if(computeCrossD2_ && it1 != index_.end() && it2 != index_.end()) return crossDer2_(it1->second, it2->second);
      else throw Exception("Cross second order derivative not computed for variables " + variable1 + " and " + variable2 + "."); 
    }
    double f(const ParameterList& parameters) throw (Exception)
    {
      setParameters(parameters);
      return getValue();
    }
    void setParameters(const ParameterList& parameters)
      throw (ParameterNotFoundException, ConstraintException)
    {
      function_->setParameters(parameters);
      updateDerivatives(parameters);
    }
    void setAllParametersValues(const ParameterList& parameters)
      throw (ParameterNotFoundException, ConstraintException)
    {
      function_->setAllParametersValues(parameters);
      updateDerivatives(parameters);
    }
    
    void setParameterValue(const std::string& name, double value)
      throw (ParameterNotFoundException, ConstraintException)
    {
      function_->setParameterValue(name, value);
      updateDerivatives(function_->getParameters().subList(name));
    }
    
    void setParametersValues(const ParameterList& parameters)
      throw (ParameterNotFoundException, ConstraintException)
    {
      function_->setParametersValues(parameters);
      updateDerivatives(parameters);
    }
    
    bool matchParametersValues(const ParameterList& parameters)
      throw (ConstraintException)
    {
      bool test = function_->matchParametersValues(parameters);
      updateDerivatives(parameters);
      return test;
    }
    void enableSecondOrderCrossDerivatives(bool yn) { computeCrossD2_ = yn; }
    bool enableSecondOrderCrossDerivatives() const { return computeCrossD2_; }

  protected:
    virtual void updateDerivatives(const ParameterList parameters) = 0;
    
};

} //end of namespace bpp.

#endif //_ABSTRACTNUMERICALDERIVATIVE_H_