Thyra
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Utility class for computing directional finite differences of a model. More...
#include <Thyra_DirectionalFiniteDiffCalculator_decl.hpp>
Related Functions | |
(Note that these are not member functions.) | |
template<class Scalar > | |
RCP < DirectionalFiniteDiffCalculator < Scalar > > | directionalFiniteDiffCalculator () |
Nonmember constructor. More... | |
template<class Scalar > | |
RCP < DirectionalFiniteDiffCalculator < Scalar > > | directionalFiniteDiffCalculator (const RCP< ParameterList > ¶mList) |
Nonmember constructor. More... | |
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. More... | |
STANDARD_MEMBER_COMPOSITION_MEMBERS (ScalarMag, fd_step_size_min) | |
Pick the minimum step size under which the finite difference product will not be computed. More... | |
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 ¶mList) |
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. More... | |
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.. More... | |
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. More... | |
Utility class 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 98 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.
typedef ScalarTraits<Scalar> Thyra::DirectionalFiniteDiffCalculator< Scalar >::ST |
Definition at line 108 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.
typedef ST::magnitudeType Thyra::DirectionalFiniteDiffCalculator< Scalar >::ScalarMag |
Definition at line 110 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.
typedef ScalarTraits<ScalarMag> Thyra::DirectionalFiniteDiffCalculator< Scalar >::SMT |
Definition at line 112 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.
typedef DirectionalFiniteDiffCalculatorTypes::EFDMethodType Thyra::DirectionalFiniteDiffCalculator< Scalar >::EFDMethodType |
Definition at line 114 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.
typedef DirectionalFiniteDiffCalculatorTypes::EFDStepSelectType Thyra::DirectionalFiniteDiffCalculator< Scalar >::EFDStepSelectType |
Definition at line 116 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.
typedef DirectionalFiniteDiffCalculatorTypes::SelectedDerivatives Thyra::DirectionalFiniteDiffCalculator< Scalar >::SelectedDerivatives |
Definition at line 118 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.
Thyra::DirectionalFiniteDiffCalculator< Scalar >::DirectionalFiniteDiffCalculator | ( | EFDMethodType | fd_method_type = DirectionalFiniteDiffCalculatorTypes::FD_ORDER_FOUR_AUTO , |
EFDStepSelectType | fd_step_select_type = DirectionalFiniteDiffCalculatorTypes::FD_STEP_ABSOLUTE , |
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ScalarMag | fd_step_size = -1.0 , |
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ScalarMag | fd_step_size_min = -1.0 |
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) |
Definition at line 280 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.
Thyra::DirectionalFiniteDiffCalculator< Scalar >::STANDARD_MEMBER_COMPOSITION_MEMBERS | ( | EFDMethodType | , |
fd_method_type | |||
) |
Thyra::DirectionalFiniteDiffCalculator< Scalar >::STANDARD_MEMBER_COMPOSITION_MEMBERS | ( | EFDStepSelectType | , |
fd_step_select_type | |||
) |
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.
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.
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virtual |
Implements Teuchos::ParameterListAcceptor.
Definition at line 297 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.
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virtual |
Implements Teuchos::ParameterListAcceptor.
Definition at line 316 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.
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virtual |
Implements Teuchos::ParameterListAcceptor.
Definition at line 324 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.
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virtual |
Reimplemented from Teuchos::ParameterListAcceptor.
Definition at line 334 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.
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virtual |
Reimplemented from Teuchos::ParameterListAcceptor.
Definition at line 342 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.
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 372 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.
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 383 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.
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 878 of file Thyra_DirectionalFiniteDiffCalculator_def.hpp.
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related |
Nonmember constructor.
Definition at line 254 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.
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related |
Nonmember constructor.
Definition at line 268 of file Thyra_DirectionalFiniteDiffCalculator_decl.hpp.