Thyra::DirectionalFiniteDiffCalculator< Scalar > Class Template Reference

Utility calss for computing directional finite differences of a model. More...

#include <Thyra_DirectionalFiniteDiffCalculator.hpp>

Inheritance diagram for Thyra::DirectionalFiniteDiffCalculator< Scalar >:

[legend]List of all members.

Public Types
typedef Teuchos::ScalarTraits< Scalar >::magnitudeType	ScalarMag
typedef DirectionalFiniteDiffCalculatorTypes::EFDMethodType	EFDMethodType
typedef DirectionalFiniteDiffCalculatorTypes::EFDStepSelectType	EFDStepSelectType
Public Member Functions
void	fd_method_type (const EFDMethodType &fd_method_type)
void	fd_step_select_type (const EFDStepSelectType &fd_step_select_type)
void	fd_step_size (const ScalarMag &fd_step_size)
	Pick the size of the finite difference step.
void	fd_step_size_min (const ScalarMag &fd_step_size_min)
	Pick the minimum step size under which the finite difference product.
	DirectionalFiniteDiffCalculator (EFDMethodType fd_method_type=DirectionalFiniteDiffCalculatorTypes::FD_ORDER_FOUR_AUTO, EFDStepSelectType fd_step_select_type=DirectionalFiniteDiffCalculatorTypes::FD_STEP_ABSOLUTE, ScalarMag fd_step_size=-1.0, ScalarMag fd_step_size_min=-1.0)
void	calcVariations (const ModelEvaluator< Scalar > &model, const ModelEvaluatorBase::InArgs< Scalar > &basePoint, const ModelEvaluatorBase::InArgs< Scalar > &directions, const ModelEvaluatorBase::OutArgs< Scalar > &baseFunctionValues, const ModelEvaluatorBase::OutArgs< Scalar > &variations) const
	Compute variations using directional finite differences..
void	calcDerivatives (const ModelEvaluator< Scalar > &model, const ModelEvaluatorBase::InArgs< Scalar > &basePoint, const ModelEvaluatorBase::OutArgs< Scalar > &baseFunctionValues, const ModelEvaluatorBase::OutArgs< Scalar > &derivatives) const
	Compute entire derivative objects using finite differences.

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Detailed Description

template<class Scalar>
class Thyra::DirectionalFiniteDiffCalculator< Scalar >

Utility calss for computing directional finite differences of a model.

This class compute finite difference approximations to the variations:

• df = DfDx*delta_x + sum(DfDp(l)*delta_p(l),l=0...Np)
• dg(j) = sum(DgDx(j)*delta_x,j=0...Ng) + sum(DfDp(j,l)*delta_p(l),j=0...Ng,l=0...Np)

The client can leave any of the delta_x or delta_p(l) directions as NULL and they will be assumed to be zero.

ToDo: Finish documentaton!

Definition at line 51 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

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Member Typedef Documentation

template<class Scalar> typedef Teuchos::ScalarTraits<Scalar>::magnitudeType Thyra::DirectionalFiniteDiffCalculator< Scalar >::ScalarMag

Definition at line 58 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

template<class Scalar> typedef DirectionalFiniteDiffCalculatorTypes::EFDMethodType Thyra::DirectionalFiniteDiffCalculator< Scalar >::EFDMethodType

Definition at line 61 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

template<class Scalar> typedef DirectionalFiniteDiffCalculatorTypes::EFDStepSelectType Thyra::DirectionalFiniteDiffCalculator< Scalar >::EFDStepSelectType

Definition at line 64 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

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Constructor & Destructor Documentation

template<class Scalar> Thyra::DirectionalFiniteDiffCalculator< Scalar >::DirectionalFiniteDiffCalculator (  EFDMethodType  fd_method_type = DirectionalFiniteDiffCalculatorTypes::FD_ORDER_FOUR_AUTO, EFDStepSelectType  fd_step_select_type = DirectionalFiniteDiffCalculatorTypes::FD_STEP_ABSOLUTE, ScalarMag  fd_step_size = -1.0, ScalarMag  fd_step_size_min = -1.0 )

Definition at line 133 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

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Member Function Documentation

template<class Scalar> void Thyra::DirectionalFiniteDiffCalculator< Scalar >::fd_method_type (  const EFDMethodType &  fd_method_type  )  [inline]

Definition at line 67 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

template<class Scalar> void Thyra::DirectionalFiniteDiffCalculator< Scalar >::fd_step_select_type (  const EFDStepSelectType &  fd_step_select_type  )  [inline]

Definition at line 70 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

template<class Scalar> void Thyra::DirectionalFiniteDiffCalculator< Scalar >::fd_step_size (  const ScalarMag &  fd_step_size  )  [inline]

Pick the size of the finite difference step. If fd_step_size < 0 then the implementation will try to select it based on the order of method fd_method_type() that is selected. Definition at line 78 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

template<class Scalar> void Thyra::DirectionalFiniteDiffCalculator< Scalar >::fd_step_size_min (  const ScalarMag &  fd_step_size_min  )  [inline]

Pick the minimum step size under which the finite difference product. will not be computed. If fd_step_size_min == 0 then the finite difference computation will always be performed. If fd_step_size_min < 0 then the minimum step size will be determined internally. Definition at line 88 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

template<class Scalar> void Thyra::DirectionalFiniteDiffCalculator< Scalar >::calcVariations (  const ModelEvaluator< Scalar > &  model, const ModelEvaluatorBase::InArgs< Scalar > &  basePoint, const ModelEvaluatorBase::InArgs< Scalar > &  directions, const ModelEvaluatorBase::OutArgs< Scalar > &  baseFunctionValues, const ModelEvaluatorBase::OutArgs< Scalar > &  variations )  const

Compute variations using directional finite differences.. The computation may fail if a NaN or Inf is encountered during any of the computations in which case a NaNInfException exception will be thrown. Otherwise the computation should be completed successfully. If the finite difference could not be computed because of cramped bounds then a CrampedBoundsException object will be thrown. ToDo: Discuss options! Definition at line 146 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

template<class Scalar> void Thyra::DirectionalFiniteDiffCalculator< Scalar >::calcDerivatives (  const ModelEvaluator< Scalar > &  model, const ModelEvaluatorBase::InArgs< Scalar > &  basePoint, const ModelEvaluatorBase::OutArgs< Scalar > &  baseFunctionValues, const ModelEvaluatorBase::OutArgs< Scalar > &  derivatives )  const

Compute entire derivative objects using finite differences. Definition at line 615 of file Thyra_DirectionalFiniteDiffCalculator.hpp.

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

• Thyra_DirectionalFiniteDiffCalculator.hpp

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