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| Func3dFromScript (string varName1, string varName2, string varName3, string valueExpression, string[] gradientExpressions, string[][] hessianExpressions) |
| Constructs a scalar function of 3 variables from the specified scalar function of a vector argument. More...
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virtual IScalarFunction | CreateScalarFunction (string varName1, string varName2, string varName3, string valueExpression, string[] gradientExpressions, string[][] hessianExpressions) |
| Creates a scalar function form expressions that specify evaluation of function value, gradient, and Hessian. More...
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| Func3dFromScalarFunction (IScalarFunction originalFunction) |
| Constructs a scalar function of 3 variables from the specified scalar function of a vector argument. More...
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override double | Value (double x, double y, double z) |
| Calculates and returns value of the current 3D scalar function. More...
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override void | Gradient (double x, double y, double z, out double gradx, out double grady, out double gradz) |
| Calculates gradient of the current 3D scalar function and returns its components through the specified output variables. More...
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override void | Hessian (double x, double y, double z, out double dxx, out double dyy, out double dzz, out double dxy, out double dxz, out double dyz) |
| Calculates Hessian of the current 3D scalar function and returns its component through the specified output variables. More...
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virtual double | Value (vec3 parameters) |
| Calculates and returns value of the current 3D scalar function. More...
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virtual vec3 | Gradient (vec3 parameters) |
| Calculates and returns gradient of the current 3D scalar function. More...
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virtual mat3 | Hessian (vec3 parameters) |
| Calculates and returns Hessian of the current 3D scalar function and returns it (in the form of a mat3 struct). More...
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override double | Value (IVector parameters) |
| Returns the value of the current function at the specified parameters. More...
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override void | GradientPlain (IVector parameters, IVector gradient) |
| Calculates first order derivatives (gradient) of this function at the specified parameters. WARNING: Plain function, does not check consistency of arguments. More...
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override void | HessianPlain (IVector parameters, IMatrix hessian) |
| Calculates the second derivative (Hessian matrix) of this function at the specified parameters. WARNING: Plain function, does not check consistency of arguments. More...
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virtual void | Evaluate (IScalarFunctionResults data) |
| Evaluates whatever needs to be evaluated and stores the results on the specified storage object. More...
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virtual void | Gradient (IVector parameters, ref IVector gradient) |
| Calculates first order derivatives (gradient) of this function at the specified parameters. More...
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virtual void | Hessian (IVector parameters, ref IMatrix hessian) |
| Calculates the second derivative (Hessian matrix) of this function at the specified parameters. More...
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virtual void | NumericalGradientForwardPlain (IVector x, IVector stepSizes, IVector gradient) |
| Calculates numerical derivatives (gradient) of this function. Forward difference formula is normally used. More...
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void | NumericalGradientForward (IVector x, IVector stepSizes, ref IVector gradient) |
| Calculates numerical derivatives (gradient) of this function. Forward difference formula is normally used. More...
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void | NumericalGradientForward (IVector x, double stepSize, ref IVector gradient) |
| Calculates numerical derivatives (gradient) of this function. Forward difference formula is used. More...
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virtual void | NumericalGradientCentralPlain (IVector x, IVector stepSizes, IVector gradient) |
| Calculates numerical derivatives (gradient) of this function. Forward difference formula is normally used. More...
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void | NumericalGradientCentral (IVector x, IVector stepSizes, ref IVector gradient) |
| Calculates numerical derivatives (gradient) of this function. Forward difference formula is normally used. More...
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void | NumericalGradientCentral (IVector x, double stepSize, ref IVector gradient) |
| Calculates numerical derivatives (gradient) of this function. Forward difference formula is normally used. More...
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virtual void | NumericalHessianForwardPlain (IVector x, IVector stepSizes, IVector aux, IMatrix hessian) |
| Calculates numerical second derivatives (Hessian) of this function. Forward difference formula is normally used. WARNING: Dimensions of vector arguments must match. This function does not check for consistency of argument dimensions. REMARK: Vector x is changed during operation, but is set to initial value before function returns (unless an exception is thrown). More...
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virtual void | NumericalHessianForward (IVector x, IVector stepSizes, ref IVector aux, ref IMatrix hessian) |
| Calculates numerical second derivatives (Hessian) of this function. Forward difference formula is normally used. REMARK: if auxiliary vector or result matrix don't have correct dimensions or they are not allocated, then allocation is performed first. REMARK: Vector x is changed during operation, but is set to initial value before function returns (unless an exception is thrown). More...
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virtual void | NumericalHessianForward (IVector x, double stepSize, ref IVector aux, ref IMatrix hessian) |
| Calculates numerical second derivatives (Hessian) of this function. Forward difference formula is normally used. REMARK: if auxiliary vector or result matrix don't have correct dimensions or they are not allocated, then allocation is performed first. REMARK: Vector x is changed during operation, but is set to initial value before function returns (unless an exception is thrown). More...
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virtual void | NumericalHessianCentralPlain (IVector x, IVector stepSizes, IVector aux1, IVector aux2, IMatrix hessian) |
| Calculates numerical second derivatives (Hessian) of this function. Forward difference formula is normally used. WARNING: Dimensions of vector arguments must match. This function does not check for consistency of argument dimensions. REMARK: Vector x is changed during operation, but is set to initial value before function returns (unless an exception is thrown). More...
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virtual void | NumericalHessianCentral (IVector x, IVector stepSizes, ref IVector aux1, ref IVector aux2, ref IMatrix hessian) |
| Calculates numerical second derivatives (Hessian) of this function. Forward difference formula is normally used. REMARK: if auxiliary vector or result matrix don't have correct dimensions or they are not allocated, then allocation is performed first. REMARK: Vector x is changed during operation, but is set to initial value before function returns (unless an exception is thrown). More...
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virtual void | NumericalHessianCentral (IVector x, double stepSize, ref IVector aux1, ref IVector aux2, ref IMatrix hessian) |
| Calculates numerical second derivatives (Hessian) of this function. Forward difference formula is normally used. REMARK: if auxiliary vector or result matrix don't have correct dimensions or they are not allocated, then allocation is performed first. REMARK: Vector x is changed during operation, but is set to initial value before function returns (unless an exception is thrown). More...
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virtual void | NumericalHessianCentralPlain (IVector x, IVector stepSizes, IVector aux1, IVector aux2, IMatrix hessian, bool useAnalyticalGradient) |
| Calculates numerical second derivatives (Hessian) of this function by the central difference formula. WARNING: Dimensions of vector arguments must match. This function does not check for consistency of argument dimensions. REMARK: Vector x is changed during operation, but is set to initial value before function returns (unless an exception is thrown). More...
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virtual void | NumericalHessianCentral (IVector x, IVector stepSizes, ref IVector aux1, ref IVector aux2, ref IMatrix hessian, bool useAnalyticalGradient) |
| Calculates numerical second derivatives (Hessian) of this function by the central difference formula. REMARK: if auxiliary vector or result matrix don't have correct dimensions or they are not allocated, then allocation is performed first. REMARK: Vector x is changed during operation, but is set to initial value before function returns (unless an exception is thrown). More...
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virtual void | NumericalHessianCentral (IVector x, double stepSize, ref IVector aux1, ref IVector aux2, ref IMatrix hessian, bool useAnalyticalGradient) |
| Calculates numerical second derivatives (Hessian) of this function. Forward difference formula is normally used. REMARK: if auxiliary vector or result matrix don't have correct dimensions or they are not allocated, then allocation is performed first. REMARK: Vector x is changed during operation, but is set to initial value before function returns (unless an exception is thrown). More...
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void | TestSpeed (IVector parameters, int numEvaluations, bool randomPerturbations, double relativePerturbationSize, bool calcValue, bool calcGradient, bool calcHessian, bool writeLastResult) |
| Tests speed of evaluation of the current scalar function and writes results to the console. More...
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void | TestGradient (IVector parameters, IVector stepSizes, int stepReductionFactor, int numStepReductions, bool checkNumerical, bool writeErrorComponents, bool writeGradientComponents) |
| Tests the calculation of gradients of the current scalar function. More...
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void | TestGradient (IVector parameters, IVector stepSizes, int stepReductionFactor, int numStepReductions, bool checkNumerical, bool writeErrorComponents, bool writeGradientComponents, bool useCentralDifference) |
| Tests the calculation of gradients of the current scalar function. More...
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void | TestHessian (IVector parameters, IVector stepSizes, int stepReductionFactor, int numStepReductions, bool checkNumerical, bool writeErrorComponents, bool writeHessianComponents) |
| Tests the calculation of Hessians of the current scalar function. More...
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void | TestHessian (IVector parameters, IVector stepSizes, int stepReductionFactor, int numStepReductions, bool checkNumerical, bool writeErrorComponents, bool writeHessianComponents, bool useCentralDifference) |
| Tests the calculation of Hessians of the current scalar function. More...
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void | Test (IVector from, IVector to, int numProbes, IVector stepSizes, double tolerance, bool testDerivatives, bool testSecondDerivatives, bool printDifferences, bool printResults) |
| Performs numerical tests on the function, with output written to the console. Derivatives and second derivatives are tested and compared to numerical derivatives. More...
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void | Test (IVector from, IVector to, int numProbes, IVector stepSizes, double tolerance) |
| Performs numerical tests on the function, with output written to the console. Derivatives and second derivatives are tested and compared to numerical derivatives. This method tests first and second order derivatives, prints differences between analytical and numerical values to the console, and prints reports where absolute differences exceed rolerance. More...
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void | Test (IVector from, IVector to, int numProbes, double stepSize, double tolerance, bool testDerivatives, bool testSecondDerivatives, bool printDifferences, bool printResults) |
| Performs numerical tests on the function, with output written to the console. Derivatives and second derivatives are tested and compared to numerical derivatives. More...
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void | Test (IVector from, IVector to, int numProbes, double stepSize, double tolerance) |
| Performs numerical tests on the function, with output written to the console. Derivatives and second derivatives are tested and compared to numerical derivatives. More...
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static void | Example () |
| Example of use of a 3D function. More...
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static void | TestFunction (IFunc3d f) |
| Demonstrates use of a 3D function by printing to the console 5 values and gradients of the function on the line connecting the two points (0, 0, 0) and (1, 1, 1). More...
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static void | TestFunction (IFunc3d f, double xmin, double xmax, double ymin, double ymax, double zmin, double zmax, int numPoints) |
| Demonstrates use of a 3D function by printing to the console some values and gradients of the function on the line connecting the two specified points. More...
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string | _name |
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string | _description |
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IScalarFunction | OriginalFunction [get, protected set] |
| Scalar function of vector argument that is used for evaluation of the current function value, gradient, and Hessian. More...
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override bool | ValueDefined [get, protected set] |
| Whether calculation of function value is defined. Defaulet is true. More...
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override bool | GradientDefined [get, protected set] |
| Whether calculation of functio ngradient is defined. Default is false. More...
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override bool | HessianDefined [get, protected set] |
| Whether calculation of function Hessian is defined. Default is false. More...
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int | NumParam [get] |
| Gets number of parameters. More...
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virtual string | Name [get, set] |
| Returns a short name of thecurrent function. More...
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virtual string | Description [get, set] |
| Returns a short description of the current function. More...
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abstract bool | ValueDefined [get, protected set] |
| Tells whether value of the function is defined by implementation. More...
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abstract bool | GradientDefined [get, protected set] |
| Tells whether the first derivative is defined for this function (by implementation, not mathematically) More...
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abstract bool | HessianDefined [get, protected set] |
| Tells whether the second derivative is defined for this function (by implementation, not mathematically) More...
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string | Name [get] |
| Returns a short name of the function. More...
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string | Description [get] |
| Returns a short description of the function. More...
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bool | ValueDefined [get] |
| Tells whether value of the function is defined by implementation. More...
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bool | GradientDefined [get] |
| Tells whether the first derivative is defined for this function (by implementation, not mathematically) More...
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bool | HessianDefined [get] |
| Tells whether the second derivative is defined for this function (by implementation, not mathematically) More...
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bool | ValueDefined [get] |
| Whether calculation of function value is defined. More...
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bool | GradientDefined [get] |
| Whether calculation of function ngradient is defined. More...
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bool | HessianDefined [get] |
| Whether calculation of function Hessian is defined. More...
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