QuadraticCombination.hpp

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/*
 * $Id: QuadraticCombination.hpp 121 2013-06-23 16:18:51Z jdl3 $
 * Copyright (C) 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_CONCRETE_QUADRATICCOMBINATION_HPP
#define IPO_FUNCTION_CONCRETE_QUADRATICCOMBINATION_HPP

#include<ccgsl/blas.hpp>
#include"../Function.hpp"
#include"../DerivativesEstimates.hpp"
#include"../../ipo/IPOException.hpp"

namespace ipo_function {
  namespace concrete {
    class QuadraticCombination : public Function, public DerivativesEstimates {
    public:
      using GradientEstimate::gradient;
      using DerivativesEstimates::hessian;
      QuadraticCombination( size_t const size = 0 );
      void resize( size_t const size );
      void setCoefficient( size_t const index, double const value );
      void setCoefficient( size_t const row, size_t const col, double const value );
      double getCoefficient( size_t const index ) const ;
      double getCoefficient( size_t const row, size_t const col ) const ;
      gsl::matrix const& getCoefficients() const;
      void setCoefficients( gsl::matrix const& matrix );
      virtual double operator()( gsl::vector const& vector );
      virtual gsl::vector gradient( gsl::vector const& vector );
      virtual gsl::matrix hessian( gsl::vector const& vector );
      virtual void setVector( gsl::vector const& vector );
    protected:
      gsl::matrix coefficients;
    };

  }
}

#endif