ROL_Chi2Divergence.hpp

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#ifndef ROL_CHI2DIVERGENCE_HPP
#define ROL_CHI2DIVERGENCE_HPP

#include "ROL_FDivergence.hpp"

namespace ROL {

template<class Real>
class Chi2Divergence : public FDivergence<Real> {

public:
  Chi2Divergence(const Real thresh) : FDivergence<Real>(thresh) {}

  Chi2Divergence(ROL::ParameterList &parlist) : FDivergence<Real>(parlist) {}

  Real Fprimal(Real x, int deriv = 0) {
    Real zero(0), one(1), half(0.5), val(0);
    if (deriv==0) {
      val = (x < zero) ? ROL_INF<Real>() : half*(x-one)*(x-one);
    }
    else if (deriv==1) {
      val = (x < zero) ? ROL_INF<Real>() : x-one;
    }
    else if (deriv==2) {
      val = (x < zero) ? ROL_INF<Real>() : one;
    }
    else {
      ROL_TEST_FOR_EXCEPTION(true,std::invalid_argument,
        ">>> (ROL::Chi2Divergence): Derivative order must be 0, 1, or 2!");
    }
    return val;
  }

  Real Fdual(Real x, int deriv = 0) {
    Real zero(0), one(1), half(0.5), val(0);
    if (deriv==0) {
      val = (x < -one) ? -half : (half*x + one)*x;
    }
    else if (deriv==1) {
      val = (x < -one) ? zero : x + one;
    }
    else if (deriv==2) {
      val = (x < -one) ? zero : one;
    }
    else {
      ROL_TEST_FOR_EXCEPTION(true,std::invalid_argument,
        ">>> (ROL::Chi2Divergence): Derivative order must be 0, 1, or 2!");
    }
    return val;
  }
};

}

#endif