IGLib
1.7.2
The IGLib base library for development of numerical, technical and business applications.
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Scalar functions of vector arguments, with eventual affine transformation of parameters. If transformation is defined then actual function is evaluated as reference function evaluated at inverse affine transformed parameters. More...
Public Member Functions | |
double | ReferenceValue (IVector parameters) |
Returns the value of this function at the specified parameter in the reference coordinate system. More... | |
void | ReferenceGradientPlain (IVector parameters, IVector gradient) |
Calculates the first derivative (gradient) of this function at the specified parameter in the reference coordinate system. More... | |
void | ReferenceHessianPlain (IVector parameters, IMatrix hessian) |
Calculates the second derivative (Hessian) of this function at the specified parameters in the reference coordinate system. More... | |
Public Member Functions inherited from IG.Num.IScalarFunctionUntransformed | |
void | Evaluate (IScalarFunctionResults data) |
Evaluates whatever needs to be evaluated and stores the results on the specified storage object. More... | |
double | Value (IVector x) |
Returns the value of this function at the specified parameter. More... | |
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... | |
void | Gradient (IVector parameters, ref IVector gradient) |
Calculates first order derivatives (gradient) of this function at the specified parameters. More... | |
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... | |
void | Hessian (IVector parameters, ref IMatrix hessian) |
Calculates the second derivative (Hessian matrix) of this function at the specified parameters. More... | |
Properties | |
IAffineTransformation | Transformation [get, set] |
Affine transformation of parameters. Actual function is evaluated as reference function evaluated at inverse affine transformed parameters. More... | |
Properties inherited from IG.Num.IScalarFunctionUntransformed | |
string | Name [get] |
Returns a short name of the function. More... | |
string | Description [get] |
Returns a short description of the function. More... | |
bool | ValueDefined [get] |
Tells whether value of the function is defined by implementation. More... | |
bool | GradientDefined [get] |
Tells whether the first derivative is defined for this function (by implementation, not mathematically) More... | |
bool | HessianDefined [get] |
Tells whether the second derivative is defined for this function (by implementation, not mathematically) More... | |
Scalar functions of vector arguments, with eventual affine transformation of parameters. If transformation is defined then actual function is evaluated as reference function evaluated at inverse affine transformed parameters.
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double IG.Num.IScalarFunction.ReferenceValue | ( | IVector | parameters | ) |
Returns the value of this function at the specified parameter in the reference coordinate system.
parameters | Vector of parameters (in the REFERENCE system) where function is evaluated. |
Implemented in IG.Num.ScalarFunctionExamples.Quadratic3d, IG.Num.ScalarFunctionExamples.Quadratic2d, IG.Num.ScalarFunctionExamples.ParaboloidSymmetric2D, IG.Num.ScalarFunctionExamples.RosenbrockGeneralizedExhaustive, IG.Num.ScalarFunctionExamples.RosenbrockGeneralizedAdjacent, IG.Num.ScalarFunctionExamples.Rosenbrock, IG.Num.ScalarFunctionTransformed, IG.Lib.LoadableScalarFunctionBase, IG.Num.ScalarFunctionRadial, IG.Script.ScritpScalarFunctionExample.Container.Function, and IG.Num.ScalarFunctionBase.
Calculates the first derivative (gradient) of this function at the specified parameter in the reference coordinate system.
parameters | Vector of parameters (in the REFERENCE system) where derivatives are evaluated. |
gradient | Vector where first derivatives (gradient) are stored. |
Implemented in IG.Num.ScalarFunctionExamples.Quadratic3d, IG.Num.ScalarFunctionExamples.Quadratic2d, IG.Num.ScalarFunctionExamples.ParaboloidSymmetric2D, IG.Num.ScalarFunctionExamples.RosenbrockGeneralizedExhaustive, IG.Num.ScalarFunctionExamples.RosenbrockGeneralizedAdjacent, IG.Num.ScalarFunctionExamples.Rosenbrock, IG.Num.ScalarFunctionTransformed, IG.Num.ScalarFunctionRadial, IG.Lib.LoadableScalarFunctionBase, IG.Script.ScritpScalarFunctionExample.Container.Function, and IG.Num.ScalarFunctionBase.
Calculates the second derivative (Hessian) of this function at the specified parameters in the reference coordinate system.
parameters | Vector of parameters (in the REFERENCE system) where Hessian is evaluated. |
hessian | Matrix where second derivatives (Hessian) are stored. |
Implemented in IG.Num.ScalarFunctionExamples.Quadratic3d, IG.Num.ScalarFunctionExamples.Quadratic2d, IG.Num.ScalarFunctionExamples.ParaboloidSymmetric2D, IG.Num.ScalarFunctionExamples.RosenbrockGeneralizedExhaustive, IG.Num.ScalarFunctionExamples.RosenbrockGeneralizedAdjacent, IG.Num.ScalarFunctionExamples.Rosenbrock, IG.Num.ScalarFunctionTransformed, IG.Num.ScalarFunctionRadial, IG.Lib.LoadableScalarFunctionBase, IG.Script.ScritpScalarFunctionExample.Container.Function, and IG.Num.ScalarFunctionBase.
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getset |
Affine transformation of parameters. Actual function is evaluated as reference function evaluated at inverse affine transformed parameters.