IG::Num::IScalarFunctionUntransformed Interface Reference

Scalar functions of vector arguments. More...

Inheritance diagram for IG::Num::IScalarFunctionUntransformed:

List of all members.

Public Member Functions
void	Evaluate (IScalarFunctionResults data)
	Evaluates whatever needs to be evaluated and stores the results on the specified storage object.
double	Value (IVector x)
	Returns the value of this function at the specified parameter.
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.
void	Gradient (IVector parameters, ref IVector gradient)
	Calculates first order derivatives (gradient) of this function at the specified parameters.
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.
void	Hessian (IVector parameters, ref IMatrix hessian)
	Calculates the second derivative (Hessian matrix) of this function at the specified parameters.
Properties
string	Name [get]
	Returns a short name of the function.
string	Description [get]
	Returns a short description of the function.
bool	ValueDefined [get]
	Tells whether value of the function is defined by implementation.
bool	GradientDefined [get]
	Tells whether the first derivative is defined for this function (by implementation, not mathematically)
bool	HessianDefined [get]
	Tells whether the second derivative is defined for this function (by implementation, not mathematically)

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Detailed Description

Scalar functions of vector arguments.

$A Igor xx May10;

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Member Function Documentation

void IG::Num::IScalarFunctionUntransformed::Evaluate

(

IScalarFunctionResults

data

)

Evaluates whatever needs to be evaluated and stores the results on the specified storage object.

Parameters:

data	Evaluation data object where results of calculation are stored. It also contains flags taht specify what needs to be calculated, and resulting flags specifying what has been calculated.

Implemented in IG::Num::ScalarFunctionUntransformedBase.

double IG::Num::IScalarFunctionUntransformed::Value

(

IVector

x

)

Returns the value of this function at the specified parameter.

Implemented in IG::Num::ScalarFunctionBase, IG::Num::ScalarFunctionLinear, IG::Num::ScalarFunctionQuadratic, IG::Num::ScalarFunctionRadialUntransformed, IG::Num::ScalarFunctionUntransformedBase, IG::Num::Func2dBase, and IG::Num::Func3dBase.

void IG::Num::IScalarFunctionUntransformed::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.

Parameters:

parameters	Vector of parameters where derivatives are evaluated.
gradient	Vector where first order derivatives (the gradient) are stored.

Implemented in IG::Num::ScalarFunctionBase, IG::Num::ScalarFunctionLinear, IG::Num::ScalarFunctionQuadratic, IG::Num::ScalarFunctionRadialUntransformed, IG::Num::ScalarFunctionUntransformedBase, IG::Num::Func2dBase, and IG::Num::Func3dBase.

void IG::Num::IScalarFunctionUntransformed::Gradient	(	IVector	parameters,
		ref IVector	gradient
	)

Calculates first order derivatives (gradient) of this function at the specified parameters.

Parameters:

parameters	Vector of parameters where derivatives are evaluated.
gradient	Vector where first order derivatives (gradient) are stored. Passed by reference.

Implemented in IG::Num::ScalarFunctionUntransformedBase.

void IG::Num::IScalarFunctionUntransformed::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.

Parameters:

parameters	Vector of parameters where derivatives are evaluated.
hessian	Matrix where second derivatives (Hessian matrix) are stored.

Implemented in IG::Num::ScalarFunctionBase, IG::Num::ScalarFunctionLinear, IG::Num::ScalarFunctionQuadratic, IG::Num::ScalarFunctionRadialUntransformed, IG::Num::ScalarFunctionUntransformedBase, IG::Num::Func2dBase, and IG::Num::Func3dBase.

void IG::Num::IScalarFunctionUntransformed::Hessian	(	IVector	parameters,
		ref IMatrix	hessian
	)

Calculates the second derivative (Hessian matrix) of this function at the specified parameters.

Parameters:

parameters	Vector of parameters where derivatives are evaluated.
hessian	Matrix where second derivatives (Hessian matrix) are stored. Passed by reference.

Implemented in IG::Num::ScalarFunctionUntransformedBase.

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Property Documentation

string IG::Num::IScalarFunctionUntransformed::Name [get]

Returns a short name of the function.

Implemented in IG::Lib::LoadableScalarFunctionBase, IG::Num::ScalarFunctionExamples::Rosenbrock, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedAdjacent, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedExhaustive, IG::Num::ScalarFunctionExamples::ParaboloidSymmetric2D, IG::Num::ScalarFunctionExamples::Quadratic2d, IG::Num::ScalarFunctionExamples::Quadratic3d, IG::Num::ScalarFunctionRadial, IG::Num::ScalarFunctionRadialUntransformed, IG::Num::ScalarFunctionTransformed, and IG::Num::ScalarFunctionUntransformedBase.

string IG::Num::IScalarFunctionUntransformed::Description [get]

Returns a short description of the function.

Implemented in IG::Lib::LoadableScalarFunctionBase, IG::Num::ScalarFunctionExamples::Rosenbrock, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedAdjacent, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedExhaustive, IG::Num::ScalarFunctionExamples::ParaboloidSymmetric2D, IG::Num::ScalarFunctionExamples::Quadratic2d, IG::Num::ScalarFunctionExamples::Quadratic3d, IG::Num::ScalarFunctionRadial, IG::Num::ScalarFunctionRadialUntransformed, IG::Num::ScalarFunctionTransformed, and IG::Num::ScalarFunctionUntransformedBase.

bool IG::Num::IScalarFunctionUntransformed::ValueDefined [get]

Tells whether value of the function is defined by implementation.

Implemented in IG::Lib::LoadableScalarFunctionBase, IG::Num::ScalarFunctionLinear, IG::Num::ScalarFunctionQuadratic, IG::Num::ScalarFunctionExamples::Rosenbrock, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedAdjacent, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedExhaustive, IG::Num::ScalarFunctionExamples::ParaboloidSymmetric2D, IG::Num::ScalarFunctionExamples::Quadratic2d, IG::Num::ScalarFunctionExamples::Quadratic3d, IG::Num::ScalarFunctionRadial, IG::Num::ScalarFunctionRadialUntransformed, IG::Num::ScalarFunctionTransformed, IG::Num::ScalarFunctionUntransformedBase, IG::Num::Func2dBase, and IG::Num::Func3dBase.

bool IG::Num::IScalarFunctionUntransformed::GradientDefined [get]

Tells whether the first derivative is defined for this function (by implementation, not mathematically)

Implemented in IG::Lib::LoadableScalarFunctionBase, IG::Num::ScalarFunctionLinear, IG::Num::ScalarFunctionQuadratic, IG::Num::ScalarFunctionExamples::Rosenbrock, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedAdjacent, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedExhaustive, IG::Num::ScalarFunctionExamples::ParaboloidSymmetric2D, IG::Num::ScalarFunctionExamples::Quadratic2d, IG::Num::ScalarFunctionExamples::Quadratic3d, IG::Num::ScalarFunctionRadial, IG::Num::ScalarFunctionRadialUntransformed, IG::Num::ScalarFunctionTransformed, IG::Num::ScalarFunctionUntransformedBase, IG::Num::Func2dBase, and IG::Num::Func3dBase.

bool IG::Num::IScalarFunctionUntransformed::HessianDefined [get]

Tells whether the second derivative is defined for this function (by implementation, not mathematically)

Implemented in IG::Lib::LoadableScalarFunctionBase, IG::Num::ScalarFunctionLinear, IG::Num::ScalarFunctionQuadratic, IG::Num::ScalarFunctionExamples::Rosenbrock, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedAdjacent, IG::Num::ScalarFunctionExamples::RosenbrockGeneralizedExhaustive, IG::Num::ScalarFunctionExamples::ParaboloidSymmetric2D, IG::Num::ScalarFunctionExamples::Quadratic2d, IG::Num::ScalarFunctionExamples::Quadratic3d, IG::Num::ScalarFunctionRadial, IG::Num::ScalarFunctionRadialUntransformed, IG::Num::ScalarFunctionTransformed, IG::Num::ScalarFunctionUntransformedBase, IG::Num::Func2dBase, and IG::Num::Func3dBase.

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The documentation for this interface was generated from the following file:

• FunctionScalarInt.cs