ForwardDifferenceDerivativesEstimates.hpp

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/*
 * $Id: ForwardDifferenceDerivativesEstimates.hpp 137 2013-06-29 15:10:31Z jdl3 $
 * Copyright (C) 2011, 2013 John D Lamb
 *
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */

#ifndef IPO_FUNCTION_DETAIL_FORWARDDIFFERENCEDERIVATIVEESTIMATES_HPP
#define IPO_FUNCTION_DETAIL_FORWARDDIFFERENCEDERIVATIVEESTIMATES_HPP

#include<cmath>
#include<limits>
#include"../Function.hpp"
#include"../DerivativesEstimates.hpp"
#include"ForwardDifferenceGradientEstimate.hpp"
#include"../../ipo/detail/GSL.hpp"

namespace ipo_function {
  namespace detail {
    class ForwardDifferenceDerivativesEstimates : public DerivativesEstimates,
                          public
                          ForwardDifferenceGradientEstimate {
    public:
      ForwardDifferenceDerivativesEstimates( Function& function,
                         double const h =
                         std::sqrt( std::numeric_limits<double>::
                            epsilon() ),
                         double const h2 = 
                         std::
                         sqrt( std::sqrt( std::numeric_limits<double>::
                                  epsilon() ) ) );
      ~ForwardDifferenceDerivativesEstimates() = default;
      ForwardDifferenceDerivativesEstimates( ForwardDifferenceDerivativesEstimates const& )
      = delete;
      ForwardDifferenceDerivativesEstimates&
      operator=( ForwardDifferenceDerivativesEstimates const& ) = delete;
      ForwardDifferenceDerivativesEstimates( ForwardDifferenceDerivativesEstimates&& de );
      ForwardDifferenceDerivativesEstimates&
      operator=( ForwardDifferenceDerivativesEstimates&& de );
      virtual void setVector( gsl::vector const& vector );
    protected:
      double const h2;
    };
  }
}

#endif