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ROOT::Math::Derivator Class Reference
Numerical Differentiation

Description

Class for computing numerical derivative of a function. Presently this class is implemented only using the numerical derivatives algorithms provided by GSL using the implementation class ROOT::Math::GSLDerivator

This class does not support copying

Definition at line 61 of file Derivator.h.

Collaboration diagram for ROOT::Math::Derivator:
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Public Types

typedef double(* GSLFuncPointer) (double, void *)
 

Public Member Functions

 Derivator ()
 
 Derivator (const GSLFuncPointer &f, void *p=0)
 
 Derivator (const IGenFunction &f)
 
virtual ~Derivator ()
 destructor More...
 
double Eval (double x, double h=1E-8) const
 
double EvalBackward (double x, double h=1E-8) const
 
double EvalCentral (double x, double h=1E-8) const
 
double EvalForward (double x, double h=1E-8) const
 
void SetFunction (const GSLFuncPointer &f, void *p=0)
 
void SetFunction (const IGenFunction &f)
 

Private Member Functions

 Derivator (const Derivator &)
 
Derivator & operator= (const Derivator &)
 

— Static methods —

This methods don't require to use a Derivator object, and are designed to be used in fast calculation. Error and status code cannot be retrieved in this case

GSLDerivator * fDerivator
 
int Status () const
 
double Result () const
 
double Error () const
 
static double Eval (const IGenFunction &f, double x, double h=1E-8)
 
static double EvalCentral (const IGenFunction &f, double x, double h=1E-8)
 
static double EvalForward (const IGenFunction &f, double x, double h=1E-8)
 
static double EvalBackward (const IGenFunction &f, double x, double h=1E-8)
 
static double Eval (const IMultiGenFunction &f, const double *x, unsigned int icoord=0, double h=1E-8)
 
static double Eval (IParamFunction &f, double x, const double *p, unsigned int ipar=0, double h=1E-8)
 
static double Eval (IParamMultiFunction &f, const double *x, const double *p, unsigned int ipar=0, double h=1E-8)
 

Member Typedef Documentation

◆ GSLFuncPointer

typedef double( * ROOT::Math::Derivator::GSLFuncPointer) (double, void *)

signature for function pointers used by GSL

Definition at line 68 of file Derivator.h.

Constructor & Destructor Documentation

◆ Derivator() [1/4]

ROOT::Math::Derivator::Derivator ( )

Empty Construct for a Derivator class Need to set the function afterwards with Derivator::SetFunction

◆ Derivator() [2/4]

ROOT::Math::Derivator::Derivator ( const IGenFunction &  f)
explicit

Construct using a ROOT::Math::IGenFunction interface

◆ Derivator() [3/4]

ROOT::Math::Derivator::Derivator ( const GSLFuncPointer &  f,
void *  p = 0 
)
explicit

Construct using a GSL function pointer type

Parameters
f: free function pointer of the GSL required type
p: pointer to the object carrying the function state (for example the function object itself)

◆ ~Derivator()

virtual ROOT::Math::Derivator::~Derivator ( )
virtual

destructor

◆ Derivator() [4/4]

ROOT::Math::Derivator::Derivator ( const Derivator &  )
private

Member Function Documentation

◆ Error()

double ROOT::Math::Derivator::Error ( ) const

return the estimate of the absolute error of the last derivative calculation

◆ Eval() [1/5]

static double ROOT::Math::Derivator::Eval ( const IGenFunction &  f,
double  x,
double  h = 1E-8 
)
static

Computes the numerical derivative of a function f at a point x. It uses Derivator::EvalCentral to compute the derivative using an adaptive central difference algorithm with a step size h

◆ Eval() [2/5]

static double ROOT::Math::Derivator::Eval ( const IMultiGenFunction &  f,
const double *  x,
unsigned int  icoord = 0,
double  h = 1E-8 
)
static

Evaluate the partial derivative of a multi-dim function with respect coordinate x_icoord at the point x[]

◆ Eval() [3/5]

double ROOT::Math::Derivator::Eval ( double  x,
double  h = 1E-8 
) const

Computes the numerical derivative of a function f at a point x. It uses Derivator::EvalCentral to compute the derivative using an adaptive central difference algorithm with a step size h

◆ Eval() [4/5]

static double ROOT::Math::Derivator::Eval ( IParamFunction &  f,
double  x,
const double *  p,
unsigned int  ipar = 0,
double  h = 1E-8 
)
static

Evaluate the derivative with respect a parameter for one-dim parameteric function at the point ( x,p[]) with respect the parameter p_ipar

◆ Eval() [5/5]

static double ROOT::Math::Derivator::Eval ( IParamMultiFunction &  f,
const double *  x,
const double *  p,
unsigned int  ipar = 0,
double  h = 1E-8 
)
static

Evaluate the derivative with respect a parameter for a multi-dim parameteric function at the point ( x[],p[]) with respect the parameter p_ipar

◆ EvalBackward() [1/2]

static double ROOT::Math::Derivator::EvalBackward ( const IGenFunction &  f,
double  x,
double  h = 1E-8 
)
static

Computes the numerical derivative of a function f at a point x using an adaptive backward difference algorithm with a step size h. The function is evaluated only at points less than x and at x itself

◆ EvalBackward() [2/2]

double ROOT::Math::Derivator::EvalBackward ( double  x,
double  h = 1E-8 
) const

Computes the numerical derivative at a point x using an adaptive backward difference algorithm with a step size h. The function is evaluated only at points less than x and at x itself.

◆ EvalCentral() [1/2]

static double ROOT::Math::Derivator::EvalCentral ( const IGenFunction &  f,
double  x,
double  h = 1E-8 
)
static

Computes the numerical derivative of a function f at a point x using an adaptive central difference algorithm with a step size h

◆ EvalCentral() [2/2]

double ROOT::Math::Derivator::EvalCentral ( double  x,
double  h = 1E-8 
) const

Computes the numerical derivative at a point x using an adaptive central difference algorithm with a step size h.

◆ EvalForward() [1/2]

static double ROOT::Math::Derivator::EvalForward ( const IGenFunction &  f,
double  x,
double  h = 1E-8 
)
static

Computes the numerical derivative of a function f at a point x using an adaptive forward difference algorithm with a step size h. The function is evaluated only at points greater than x and at x itself

◆ EvalForward() [2/2]

double ROOT::Math::Derivator::EvalForward ( double  x,
double  h = 1E-8 
) const

Computes the numerical derivative at a point x using an adaptive forward difference algorithm with a step size h. The function is evaluated only at points greater than x and at x itself.

◆ operator=()

Derivator& ROOT::Math::Derivator::operator= ( const Derivator &  )
private

◆ Result()

double ROOT::Math::Derivator::Result ( ) const

return the result of the last derivative calculation

◆ SetFunction() [1/2]

void ROOT::Math::Derivator::SetFunction ( const GSLFuncPointer &  f,
void *  p = 0 
)

Set the function f for evaluating the derivative using a GSL function pointer type

Parameters
f: free function pointer of the GSL required type
p: pointer to the object carrying the function state (for example the function object itself)

◆ SetFunction() [2/2]

void ROOT::Math::Derivator::SetFunction ( const IGenFunction &  f)

Set the function for calculating the derivatives. The function must implement the ROOT::Math::IGenFunction signature

◆ Status()

int ROOT::Math::Derivator::Status ( ) const

return the error status of the last derivative calculation

Member Data Documentation

◆ fDerivator

GSLDerivator* ROOT::Math::Derivator::fDerivator
mutableprivate

Definition at line 232 of file Derivator.h.

The documentation for this class was generated from the following file: