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Reference Guide
MultiNumGradFunction.cxx
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1 // @(#)root/mathmore:$Id$
2 // Author: L. Moneta Wed Dec 20 14:36:31 2006
3 
4 /**********************************************************************
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6  * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
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24 
25 // implementation file for class MultiNumGradFunction
26 
28 #include <limits>
29 #include <cmath>
30 #include <algorithm> // needed for std::max on Solaris
31 
32 #include "Math/Derivator.h"
33 
34 
35 namespace ROOT {
36 
37  namespace Math {
38 
39 
40 double MultiNumGradFunction::fgEps = 0.001;
41 
42 double MultiNumGradFunction::DoDerivative (const double * x, unsigned int icoord ) const {
43  // calculate derivative using mathcore derivator class
44  // step size can be changes using SetDerivPrecision()
45 
46  static double kPrecision = std::sqrt ( std::numeric_limits<double>::epsilon() );
47  double x0 = std::abs(x[icoord]);
48  //double step = (x0 > 0) ? kPrecision * x0 : kPrecision;
49  // this seems to work better than above
50  double step = (x0>0) ? std::max( fgEps* x0, 8.0*kPrecision*(x0 + kPrecision) ) : kPrecision;
51  return ROOT::Math::Derivator::Eval(*fFunc, x, icoord, step);
52 }
53 
55 
57 
58 
59  } // end namespace Math
60 
61 } // end namespace ROOT
Namespace for new ROOT classes and functions.
Definition: TFoamSampler.h:19
double DoDerivative(const double *x, unsigned int icoord) const
double sqrt(double)
static void SetDerivPrecision(double eps)
precision value used for calculating the derivative step-size h = eps * |x|.
static double GetDerivPrecision()
get precision value used for calculating the derivative step-size
double Eval(double x, double h=1E-8) const
Computes the numerical derivative of a function f at a point x.
Definition: Derivator.cxx:93
REAL epsilon
Definition: triangle.c:617
* x
Deprecated and error prone model selection interface.
Definition: TRolke.cxx:630
Namespace for new Math classes and functions.