ForwardDifferenceGradientEstimate.hpp

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/*
 * $Id: ForwardDifferenceGradientEstimate.hpp 137 2013-06-29 15:10:31Z jdl3 $
 * Copyright (C) 2011, 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_DETAIL_FORWARDDIFFERENCEGRADIENTESTIMATE_HPP
#define IPO_FUNCTION_DETAIL_FORWARDDIFFERENCEGRADIENTESTIMATE_HPP

#include<cmath>
#include<limits>
#include"../Function.hpp"
#include"../GradientEstimate.hpp"

namespace ipo_function {
  namespace detail {
    class ForwardDifferenceGradientEstimate : public virtual GradientEstimate {
    public:
      ForwardDifferenceGradientEstimate( Function& function, double const h
                     = std::sqrt( std::numeric_limits<double>::
                              epsilon() ) );
      virtual void setVector( gsl::vector const& vector );
    protected:
      Function& function;
      double const h;
    };
  }
}

#endif