paso/src/Functions.c

/* $Id:$ */

/*******************************************************
 *
 *       Copyright 2008 by University of Queensland
 *
 *                http://esscc.uq.edu.au
 *        Primary Business: Queensland, Australia
 *  Licensed under the Open Software License version 3.0
 *     http://www.opensource.org/licenses/osl-3.0.php
 *
 *******************************************************/

#include "Common.h"
#include "Functions.h"
#include "Util.h"
/*
 * numerical calculation of the directional derivative J0w if F at x0 in the direction w. f0 is the value of F at x0.
 * setoff is workspace
 */

err_t Paso_FunctionDerivative(double* J0w, const double* w, Paso_Function* F, const double *f0, const double *x0, double* setoff)
{
   err_t err=0;
   dim_t n=F->local_n;
   double norm_w,epsnew,norm_x0;
   epsnew=10.*sqrt(EPSILON);
   norm_w=Paso_l2(n,w,F->mpi_info);

   if (norm_w>0) {
        Paso_zeroes(n,J0w);
   } else {
       epsnew = epsnew/norm_w;
       norm_x0=Paso_l2(n,x0,F->mpi_info);
       if (norm_x0>0) epsnew*=norm_x0;
       Paso_LinearCombination(n,setoff,1.,x0,epsnew,w);
       err=Paso_FunctionCall(F,J0w,setoff);
       if (err==0) {
           Paso_Update(n,1./epsnew,J0w,-1./epsnew,f0); /* J0w = (J0w - f0)/epsnew; */
       }
   }
   return err;
}

err_t Paso_FunctionCall(Paso_Function * F,double* value, const double* arg) 
{ 
   err_t err=0;

   /* Not yet please */
   err = 1;

   return err;
}


1	/* $Id:$ */
2
3	/*******************************************************
4	*
5	* Copyright 2008 by University of Queensland
6	*
7	* http://esscc.uq.edu.au
8	* Primary Business: Queensland, Australia
9	* Licensed under the Open Software License version 3.0
10	* http://www.opensource.org/licenses/osl-3.0.php
11	*
12	*******************************************************/
13
14	#include "Common.h"
15	#include "Functions.h"
16	#include "Util.h"
17	/*
18	* numerical calculation of the directional derivative J0w if F at x0 in the direction w. f0 is the value of F at x0.
19	* setoff is workspace
20	*/
21
22	err_t Paso_FunctionDerivative(double* J0w, const double* w, Paso_Function* F, const double f0, const double x0, double* setoff)
23	{
24	err_t err=0;
25	dim_t n=F->local_n;
26	double norm_w,epsnew,norm_x0;
27	epsnew=10.*sqrt(EPSILON);
28	norm_w=Paso_l2(n,w,F->mpi_info);
29
30	if (norm_w>0) {
31	Paso_zeroes(n,J0w);
32	} else {
33	epsnew = epsnew/norm_w;
34	norm_x0=Paso_l2(n,x0,F->mpi_info);
35	if (norm_x0>0) epsnew*=norm_x0;
36	Paso_LinearCombination(n,setoff,1.,x0,epsnew,w);
37	err=Paso_FunctionCall(F,J0w,setoff);
38	if (err==0) {
39	Paso_Update(n,1./epsnew,J0w,-1./epsnew,f0); /* J0w = (J0w - f0)/epsnew; */
40	}
41	}
42	return err;
43	}
44
45	err_t Paso_FunctionCall(Paso_Function * F,double* value, const double* arg)
46	{
47	err_t err=0;
48
49	/* Not yet please */
50	err = 1;
51
52	return err;
53	}
54
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