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NLPInterfacePack_CalcFiniteDiffProd.hpp
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00041 
00042 #ifndef CALC_FINITE_DIFF_FIRST_DERIVATIVE_PRODUCT_H
00043 #define CALC_FINITE_DIFF_FIRST_DERIVATIVE_PRODUCT_H
00044 
00045 #include "NLPInterfacePack_Types.hpp"
00046 #include "Teuchos_StandardMemberCompositionMacros.hpp"
00047 
00048 namespace NLPInterfacePack {
00049 
00120 class CalcFiniteDiffProd {
00121 public:
00122 
00124   enum EFDMethodOrder {
00125     FD_ORDER_ONE           
00126     ,FD_ORDER_TWO          
00127     ,FD_ORDER_TWO_CENTRAL  
00128     ,FD_ORDER_TWO_AUTO     
00129     ,FD_ORDER_FOUR         
00130     ,FD_ORDER_FOUR_CENTRAL 
00131     ,FD_ORDER_FOUR_AUTO    
00132   };
00134   enum EFDStepSelect {
00135     FD_STEP_ABSOLUTE      
00136     ,FD_STEP_RELATIVE     
00137   };
00139   STANDARD_MEMBER_COMPOSITION_MEMBERS( EFDMethodOrder, fd_method_order );
00141   STANDARD_MEMBER_COMPOSITION_MEMBERS( EFDStepSelect, fd_step_select );
00148   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size );
00156   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size_min );
00158   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size_f );
00160   STANDARD_MEMBER_COMPOSITION_MEMBERS( value_type, fd_step_size_c );
00161 
00163   CalcFiniteDiffProd(
00164     EFDMethodOrder              fd_method_order  = FD_ORDER_FOUR_AUTO
00165     ,EFDStepSelect              fd_step_select   = FD_STEP_ABSOLUTE
00166     ,value_type                 fd_step_size     = -1.0
00167     ,value_type                 fd_step_size_min = -1.0
00168     ,value_type                 fd_step_size_f   = -1.0
00169     ,value_type                 fd_step_size_c   = -1.0
00170     );
00171 
00173   virtual ~CalcFiniteDiffProd() {}
00174 
00224   virtual bool calc_deriv_product(
00225     const Vector       &xo
00226     ,const Vector      *xl
00227     ,const Vector      *xu
00228     ,const Vector      &v
00229     ,const value_type  *fo
00230     ,const Vector      *co
00231     ,bool              check_nan_inf
00232     ,NLP               *nlp
00233     ,value_type        *Gf_prod
00234     ,VectorMutable     *Gc_prod
00235     ,std::ostream      *out
00236     ,bool              trace    = false
00237     ,bool              dump_all = false
00238     ) const;
00239 
00240 };  // end class CalcFiniteDiffProd
00241 
00242 } // end namespace NLPInterfacePack
00243 
00244 #endif  // CALC_FINITE_DIFF_FIRST_DERIVATIVE_PRODUCT_H
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