Utility calss for computing directional finite differences of a model. More...

#include <Thyra_DirectionalFiniteDiffCalculator_decl.hpp>

Inheritance diagram for Thyra::DirectionalFiniteDiffCalculator< Scalar >:

Private Attributes
RCP< ParameterList >	paramList_
Static Private Attributes
static const std::string	FDMethod_name = "FD Method"
static const RCP < Teuchos::StringToIntegralParameterEntryValidator < EFDMethodType > >	fdMethodValidator
static const std::string	FDMethod_default = "order-one"
static const std::string	FDStepSelectType_name = "FD Step Select Type"
static const RCP < Teuchos::StringToIntegralParameterEntryValidator < EFDStepSelectType > >	fdStepSelectTypeValidator
static const std::string	FDStepSelectType_default = "Absolute"
static const std::string	FDStepLength_name = "FD Step Length"
static const double	FDStepLength_default = -1.0
Related Functions
(Note that these are not member functions.)
template<class Scalar >
RCP < DirectionalFiniteDiffCalculator < Scalar > >	directionalFiniteDiffCalculator (const RCP< ParameterList > &paramList)
	Nonmember constructor.
Public Types
typedef ScalarTraits< Scalar >	ST

typedef ST::magnitudeType	ScalarMag

typedef ScalarTraits< ScalarMag >	SMT

typedef DirectionalFiniteDiffCalculatorTypes::EFDMethodType	EFDMethodType

typedef DirectionalFiniteDiffCalculatorTypes::EFDStepSelectType	EFDStepSelectType

typedef DirectionalFiniteDiffCalculatorTypes::SelectedDerivatives	SelectedDerivatives

Constructors/setup
	STANDARD_MEMBER_COMPOSITION_MEMBERS (EFDMethodType, fd_method_type)

	STANDARD_MEMBER_COMPOSITION_MEMBERS (EFDStepSelectType, fd_step_select_type)

	STANDARD_MEMBER_COMPOSITION_MEMBERS (ScalarMag, fd_step_size)
	Pick the size of the finite difference step.
	STANDARD_MEMBER_COMPOSITION_MEMBERS (ScalarMag, fd_step_size_min)
	Pick the minimum step size under which the finite difference product will not be computed.
	DirectionalFiniteDiffCalculator (EFDMethodType fd_method_type=DirectionalFiniteDiffCalculatorTypes::FD_ORDER_FOUR_AUTO, EFDStepSelectType fd_step_select_type=DirectionalFiniteDiffCalculatorTypes::FD_STEP_ABSOLUTE, ScalarMag fd_step_size=-1.0, ScalarMag fd_step_size_min=-1.0)

Overridden from ParameterListAcceptor
void	setParameterList (RCP< ParameterList > const &paramList)

RCP< ParameterList >	getNonconstParameterList ()

RCP< ParameterList >	unsetParameterList ()

RCP< const ParameterList >	getParameterList () const

RCP< const ParameterList >	getValidParameters () const

Finite difference functions.
ModelEvaluatorBase::OutArgs < Scalar >	createOutArgs (const ModelEvaluator< Scalar > &model, const SelectedDerivatives &fdDerivatives)
	Create an augmented out args object for holding finite difference objects.
void	calcVariations (const ModelEvaluator< Scalar > &model, const ModelEvaluatorBase::InArgs< Scalar > &basePoint, const ModelEvaluatorBase::InArgs< Scalar > &directions, const ModelEvaluatorBase::OutArgs< Scalar > &baseFunctionValues, const ModelEvaluatorBase::OutArgs< Scalar > &variations) const
	Compute variations using directional finite differences..
void	calcDerivatives (const ModelEvaluator< Scalar > &model, const ModelEvaluatorBase::InArgs< Scalar > &basePoint, const ModelEvaluatorBase::OutArgs< Scalar > &baseFunctionValues, const ModelEvaluatorBase::OutArgs< Scalar > &derivatives) const
	Compute entire derivative objects using finite differences.

Detailed Description

template<class Scalar>
class Thyra::DirectionalFiniteDiffCalculator< Scalar >

Utility calss for computing directional finite differences of a model.

This class computes finite difference approximations to the variations:

df = DfDx*delta_x + sum(DfDp(l)*delta_p(l),l=0...Np)
dg(j) = sum(DgDx(j)*delta_x,j=0...Ng) + sum(DfDp(j,l)*delta_p(l),j=0...Ng,l=0...Np)

The client can leave any of the delta_x or delta_p(l) directions as NULL and they will be assumed to be zero.

Warning!</b The client should only set parameters using either the parameter list function setParameterList() or the more typesafe functions but not a mixture of the two. The behavior of setting options in two different ways is undefined and is likely to change.

ToDo: Finish documentaton!

Definition at line 117 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

Member Typedef Documentation

template<class Scalar >

typedef ScalarTraits<Scalar> Thyra::DirectionalFiniteDiffCalculator< Scalar >::ST

Definition at line 127 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

typedef ST::magnitudeType Thyra::DirectionalFiniteDiffCalculator< Scalar >::ScalarMag

Definition at line 129 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

typedef ScalarTraits<ScalarMag> Thyra::DirectionalFiniteDiffCalculator< Scalar >::SMT

Definition at line 131 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

typedef DirectionalFiniteDiffCalculatorTypes::EFDMethodType Thyra::DirectionalFiniteDiffCalculator< Scalar >::EFDMethodType

Definition at line 133 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

typedef DirectionalFiniteDiffCalculatorTypes::EFDStepSelectType Thyra::DirectionalFiniteDiffCalculator< Scalar >::EFDStepSelectType

Definition at line 135 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

typedef DirectionalFiniteDiffCalculatorTypes::SelectedDerivatives Thyra::DirectionalFiniteDiffCalculator< Scalar >::SelectedDerivatives

Definition at line 137 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

Constructor & Destructor Documentation

template<class Scalar >

Thyra::DirectionalFiniteDiffCalculator< Scalar >::DirectionalFiniteDiffCalculator	(	EFDMethodType	fd_method_type = `DirectionalFiniteDiffCalculatorTypes::FD_ORDER_FOUR_AUTO`,
		EFDStepSelectType	fd_step_select_type = `DirectionalFiniteDiffCalculatorTypes::FD_STEP_ABSOLUTE`,
		ScalarMag	fd_step_size = `-1.0`,
		ScalarMag	fd_step_size_min = `-1.0`
	)

Definition at line 245 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.

Member Function Documentation

template<class Scalar >

Thyra::DirectionalFiniteDiffCalculator< Scalar >::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	EFDMethodType	,
		fd_method_type
	)

template<class Scalar >

Thyra::DirectionalFiniteDiffCalculator< Scalar >::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	EFDStepSelectType	,
		fd_step_select_type
	)

template<class Scalar >

Thyra::DirectionalFiniteDiffCalculator< Scalar >::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	ScalarMag	,
		fd_step_size
	)

Pick the size of the finite difference step.

If fd_step_size < 0 then the implementation will try to select it based on the order of method fd_method_type() that is selected.

template<class Scalar >

Thyra::DirectionalFiniteDiffCalculator< Scalar >::STANDARD_MEMBER_COMPOSITION_MEMBERS	(	ScalarMag	,
		fd_step_size_min
	)

Pick the minimum step size under which the finite difference product will not be computed.

If fd_step_size_min == 0 then the finite difference computation will always be performed. If fd_step_size_min < 0 then the minimum step size will be determined internally.

template<class Scalar >

void Thyra::DirectionalFiniteDiffCalculator< Scalar >::setParameterList ( RCP< ParameterList > const & paramList )

Definition at line 262 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.

template<class Scalar >

RCP< ParameterList > Thyra::DirectionalFiniteDiffCalculator< Scalar >::getNonconstParameterList ( )

Definition at line 281 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.

template<class Scalar >

RCP< ParameterList > Thyra::DirectionalFiniteDiffCalculator< Scalar >::unsetParameterList ( )

Definition at line 289 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.

template<class Scalar >

RCP< const ParameterList > Thyra::DirectionalFiniteDiffCalculator< Scalar >::getParameterList ( ) const

Definition at line 299 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.

template<class Scalar >

RCP< const ParameterList > Thyra::DirectionalFiniteDiffCalculator< Scalar >::getValidParameters ( ) const

Definition at line 307 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.

template<class Scalar >

ModelEvaluatorBase::OutArgs< Scalar > Thyra::DirectionalFiniteDiffCalculator< Scalar >::createOutArgs	(	const ModelEvaluator< Scalar > &	model,
		const SelectedDerivatives &	fdDerivatives
	)

Create an augmented out args object for holding finite difference objects.

Warning! The returned object must only be used with the below functions calcVariations() and calcDerivatives() and not with the original model object directly.

Definition at line 337 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.

References Thyra::DirectionalFiniteDiffCalculatorTypes::OutArgsCreator< Scalar >::createOutArgs().

template<class Scalar >

void Thyra::DirectionalFiniteDiffCalculator< Scalar >::calcVariations	(	const ModelEvaluator< Scalar > &	model,
		const ModelEvaluatorBase::InArgs< Scalar > &	basePoint,
		const ModelEvaluatorBase::InArgs< Scalar > &	directions,
		const ModelEvaluatorBase::OutArgs< Scalar > &	baseFunctionValues,
		const ModelEvaluatorBase::OutArgs< Scalar > &	variations
	)		const

Compute variations using directional finite differences..

The computation may fail if a NaN or Inf is encountered during any of the computations in which case a NaNInfException exception will be thrown. Otherwise the computation should be completed successfully.

If the finite difference could not be computed because of cramped bounds then a CrampedBoundsException object will be thrown.

ToDo: Discuss options!

Definition at line 348 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.

template<class Scalar >

void Thyra::DirectionalFiniteDiffCalculator< Scalar >::calcDerivatives	(	const ModelEvaluator< Scalar > &	model,
		const ModelEvaluatorBase::InArgs< Scalar > &	basePoint,
		const ModelEvaluatorBase::OutArgs< Scalar > &	baseFunctionValues,
		const ModelEvaluatorBase::OutArgs< Scalar > &	derivatives
	)		const

Compute entire derivative objects using finite differences.

Definition at line 836 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.

Friends And Related Function Documentation

template<class Scalar >

RCP< DirectionalFiniteDiffCalculator< Scalar > > directionalFiniteDiffCalculator ( const RCP< ParameterList > & paramList ) [related]

Nonmember constructor.

Definition at line 268 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

Member Data Documentation

template<class Scalar >

RCP<ParameterList> Thyra::DirectionalFiniteDiffCalculator< Scalar >::paramList_ [private]

Definition at line 241 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

const std::string Thyra::DirectionalFiniteDiffCalculator< Scalar >::FDMethod_name = "FD Method" [static, private]

Definition at line 246 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

const RCP<Teuchos::StringToIntegralParameterEntryValidator<EFDMethodType> > Thyra::DirectionalFiniteDiffCalculator< Scalar >::fdMethodValidator [static, private]

Definition at line 248 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

const std::string Thyra::DirectionalFiniteDiffCalculator< Scalar >::FDMethod_default = "order-one" [static, private]

Definition at line 249 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

const std::string Thyra::DirectionalFiniteDiffCalculator< Scalar >::FDStepSelectType_name = "FD Step Select Type" [static, private]

Definition at line 251 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.

template<class Scalar >

const RCP< Teuchos::StringToIntegralParameterEntryValidator< Thyra::DirectionalFiniteDiffCalculatorTypes::EFDStepSelectType > > Thyra::DirectionalFiniteDiffCalculator< Scalar >::fdStepSelectTypeValidator [static, private]

Initial value:

 Teuchos::rcp(
  new Teuchos::StringToIntegralParameterEntryValidator<Thyra::DirectionalFiniteDiffCalculatorTypes::EFDStepSelectType>(
    Teuchos::tuple<std::string>(
      "Absolute"
      ,"Relative"
      )
    ,Teuchos::tuple<std::string>(
      "Use absolute step size \""+FDStepLength_name+"\""
      ,"Use relative step size \""+FDStepLength_name+"\"*||xo||inf"
      )
    ,Teuchos::tuple<Thyra::DirectionalFiniteDiffCalculatorTypes::EFDStepSelectType>(
      Thyra::DirectionalFiniteDiffCalculatorTypes::FD_STEP_ABSOLUTE
      ,Thyra::DirectionalFiniteDiffCalculatorTypes::FD_STEP_RELATIVE
      )
    ,""
    )
  )