A ScalarFunction class used as base class for dynamically loaded scalar functions. Functions loaded from scripts will inherit from this class, which enables script writers to assemble just the minimum necessary amount of code.
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| LoadableScalarFunctionBase () |
| Constructs reference scalar function of vector variable defined by the user (witout any transfomrations). More...
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| LoadableScalarFunctionBase (IAffineTransformation transf) |
| Constructs a scalar function of vector argument defined by the user defined function and affine transformation of parameters. More...
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override double | ReferenceValue (IVector parameters) |
| Returns the value of this function at the specified parameter in the reference coordinate system. More...
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override void | ReferenceGradientPlain (IVector parameters, IVector gradient) |
| Calculates the first derivative (gradient) of this function at the specified parameter in the reference coordinate system. More...
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override void | ReferenceHessianPlain (IVector parameters, IMatrix hessian) |
| Calculates the second derivative (Hessian) of this function at the specified parameters in the reference coordinate system. More...
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| ScalarFunctionBase (IAffineTransformation transf) |
| Constructs a scalar function that is identical to some reference funciton acting on affine transformed parameters. More...
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override double | Value (IVector x) |
| Returns the value of this function at the specified parameter. More...
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override void | GradientPlain (IVector x, IVector gradient) |
| Returns the first derivative of this function at the specified parameter. More...
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override void | HessianPlain (IVector x, IMatrix hessian) |
| Returns the second derivative (Hessian) of this function at the specified arameter. 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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virtual int | NumParameters [get] |
| Gets number of parameters of the current user defined scalar function. More...
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override string | Name [get, set] |
| Function name. More...
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override string | Description [get, set] |
| Function description. More...
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override bool | ValueDefined [get, protected set] |
| Whether calculation of value is implemented for the current scalar function. More...
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override bool | GradientDefined [get, protected set] |
| Whether calculation of gradient is implemeted for the current scalar function. More...
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override bool | HessianDefined [get, protected set] |
| Whether calculation of second derivative is implemented for the current function. More...
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virtual IAffineTransformation | Transformation [get, set] |
| Transformation of parameters. Actual function is evaluated as some reference function evaluated at inverse affine-transformed 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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IAffineTransformation | Transformation [get, set] |
| Affine transformation of parameters. Actual function is evaluated as reference function evaluated at inverse affine transformed parameters. More...
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A ScalarFunction class used as base class for dynamically loaded scalar functions. Functions loaded from scripts will inherit from this class, which enables script writers to assemble just the minimum necessary amount of code.
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