Function.hpp

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/*
 * $Id: Function.hpp 196 2014-10-26 19:00:57Z jdl3 $
 * Copyright (C) 2011, 2012, 2013, 2014 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_HPP
#define IPO_FUNCTION_HPP

#include"../ipo/detail/GSL.hpp"
#include"detail/FunctionBase.hpp"

namespace ipo_function {
  class Function : public virtual detail::FunctionBase {
  public:
    Function( size_t const size = 0 );
    virtual double operator()( gsl::vector const& vector ) = 0;
    virtual gsl::vector gradient( gsl::vector const& vector );
    virtual gsl::matrix hessian( gsl::vector const& vector );
    virtual std::tuple<gsl::vector,gsl::matrix> derivatives( gsl::vector const& vector );
  protected:
    double h = std::sqrt( std::numeric_limits<double>::epsilon() );
    double h2 = std::sqrt( h );
  };

}

#endif