Vector function of a vector argument. More...

Inheritance diagram for IG::Num::IVectorFunction:

Collaboration diagram for IG::Num::IVectorFunction:

Public Member Functions
void	Evaluate (IVectorFunctionResults evaluationData)
	Performs evaluation of requested vector function results and writes them to the provided data structure.
double	Value (IVectorFunctionResults evaluationData, int which)
	Calculates and returns the particular component of the vector function value.
double	Derivative (IVectorFunctionResults evaluationData, int which, int component)
	Calculates and returns the particular component of the vector function derivative.
double	SecondDerivative (IVectorFunctionResults evaluationData, int which, int rowNum, int columnNum)
	Calculates and returns the particular component of the vector function's second derivative (Hessian).
void	Value (IVector x, ref List< double > value)
	Returns the value of this function at the specified parameter.
void	Derivative (IVector x, ref List< IVector > derivative)
	Returns the first derivative of this function at the specified parameter.
void	SecondDerivative (IVector x, ref List< IMatrix > secondDerivative)
	Returns the second derivative (Hessian) of this function at the specified arameter.
void	Evaluate (IVector parameters, ref bool calculateValues, ref List< double > values, ref bool calculateGradients, ref List< IVector > gradients, ref bool calculateHessians, ref List< IMatrix > hessians)
	Calculation of values, gradients, and hessians of the vector function according to request flags.
Properties
string	Name `[get]`
	Returns a short name of the function.
string	Description `[get]`
	Returns a short description of the function.
int	NumParameters `[get]`
	Gets number of parameters of the current vector function (-1 for not defined, in case that function works with different numbers of parameters).
int	NumValues `[get]`
	Gets number of values of the current vector function (-1 for not defined, e.g. in case that function works with different numbers of parameters and number of functions depends on number of parameters).
bool	ValueDefined `[get]`
	Tells whether value of the function is defined by implementation.
bool	DerivativeDefined `[get]`
	Tells whether the first derivative is defined for this function (by implementation, not mathematically)
bool	SecondDerivativeDefined `[get]`
	Tells whether the second derivative is defined for this function (by implementation, not mathematically)
bool	ComponentWiseEvaluation `[get]`
	Tells whether the function supports evaluation of individual components. If not then evaluation is performed through the Evaluate function.

Detailed Description

Vector function of a vector argument.

$A Igor xx May10 Dec10;

Member Function Documentation

void IG::Num::IVectorFunction::Evaluate ( IVectorFunctionResults evaluationData )

Performs evaluation of requested vector function results and writes them to the provided data structure.

Parameters:

analysisData Data structure where request parameters are obtained and where results are written.

Implemented in IG::Num::VectorFunctionBase, IG::Num::VectorFunctionBaseComponentWise, IG::Num::VectorFunctionBaseGeneral, and IG::Num::VectorFunctionExamples::RosenBrockAndCircle.

double IG::Num::IVectorFunction::Value	(	IVectorFunctionResults	evaluationData,
		int	which
	)

Calculates and returns the particular component of the vector function value.

Parameters:

evaluationData	Evaluation data that contains function parameters and can store function resuts. If the function does not support component-wise evaluation then results will be stored to this structure and returned from it. This makes reuse possible - when different components are evaluated subsequently with the same parameters, results are calculated only for the first time.
which	Specifies which function to evaluate.

Implemented in IG::Num::VectorFunctionBase, IG::Num::VectorFunctionBaseComponentWise, and IG::Num::VectorFunctionBaseGeneral.

double IG::Num::IVectorFunction::Derivative	(	IVectorFunctionResults	evaluationData,
		int	which,
		int	component
	)

Calculates and returns the particular component of the vector function derivative.

Parameters:

evaluationData	Evaluation data that contains function parameters and can store function resuts. If the function does not support component-wise evaluation then results will be stored to this structure and returned from it. This makes reuse possible - when different components are evaluated subsequently with the same parameters, results are calculated only for the first time.
which	Specifies which function to take.
component	Specifies which compoonent of the gradient should be returned.

Implemented in IG::Num::VectorFunctionBase, IG::Num::VectorFunctionBaseComponentWise, and IG::Num::VectorFunctionBaseGeneral.

double IG::Num::IVectorFunction::SecondDerivative	(	IVectorFunctionResults	evaluationData,
		int	which,
		int	rowNum,
		int	columnNum
	)

Calculates and returns the particular component of the vector function's second derivative (Hessian).

Parameters:

evaluationData	Evaluation data that contains function parameters and can store function resuts. If the function does not support component-wise evaluation then results will be stored to this structure and returned from it. This makes reuse possible - when different components are evaluated subsequently with the same parameters, results are calculated only for the first time.
which	Specifies which function to take.
rowNum	Specifies which row of the Hessian (matrix of second derivatives) should be returned.
columnNum	Specifies which column of the Hessian (matrix of second derivatives) should be returned.

Implemented in IG::Num::VectorFunctionBase, IG::Num::VectorFunctionBaseComponentWise, and IG::Num::VectorFunctionBaseGeneral.

void IG::Num::IVectorFunction::Value	(	IVector	x,
		ref List< double >	value
	)

Returns the value of this function at the specified parameter.

Implemented in IG::Num::VectorFunctionBaseGeneral.

void IG::Num::IVectorFunction::Derivative	(	IVector	x,
		ref List< IVector >	derivative
	)

Returns the first derivative of this function at the specified parameter.

Implemented in IG::Num::VectorFunctionBaseGeneral.

void IG::Num::IVectorFunction::SecondDerivative	(	IVector	x,
		ref List< IMatrix >	secondDerivative
	)

Returns the second derivative (Hessian) of this function at the specified arameter.

Implemented in IG::Num::VectorFunctionBaseGeneral.

void IG::Num::IVectorFunction::Evaluate	(	IVector	parameters,
		ref bool	calculateValues,
		ref List< double >	values,
		ref bool	calculateGradients,
		ref List< IVector >	gradients,
		ref bool	calculateHessians,
		ref List< IMatrix >	hessians
	)

Calculation of values, gradients, and hessians of the vector function according to request flags.

Parameters:

parameters	Parameters at which evaluation takes place.
calculateValues	Flag for calculation of function values, input/output.
values	Function values, output.
calculateGradients	Flag for calculation of functions gradients, input/output.
gradients	Gradients, output.
calculateHessians	Flag for calculation of Hessians, input/output.
hessians	Functions' hessians, output.

Implemented in IG::Num::VectorFunctionBase, IG::Num::VectorFunctionBaseComponentWise, and IG::Num::VectorFunctionBaseGeneral.

Property Documentation

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

Returns a short name of the function.

Implemented in IG::Num::VectorFunctionBaseGeneral.

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

Returns a short description of the function.

Implemented in IG::Num::VectorFunctionBaseGeneral.

int IG::Num::IVectorFunction::NumParameters [get]

Gets number of parameters of the current vector function (-1 for not defined, in case that function works with different numbers of parameters).

Implemented in IG::Num::VectorFunctionBaseGeneral.

int IG::Num::IVectorFunction::NumValues [get]

Gets number of values of the current vector function (-1 for not defined, e.g. in case that function works with different numbers of parameters and number of functions depends on number of parameters).

Implemented in IG::Num::VectorFunctionBaseGeneral.

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

Tells whether value of the function is defined by implementation.

Implemented in IG::Num::VectorFunctionBaseGeneral.

bool IG::Num::IVectorFunction::DerivativeDefined [get]

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

Implemented in IG::Num::VectorFunctionBaseGeneral.

bool IG::Num::IVectorFunction::SecondDerivativeDefined [get]

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

Implemented in IG::Num::VectorFunctionBaseGeneral.

bool IG::Num::IVectorFunction::ComponentWiseEvaluation [get]

Tells whether the function supports evaluation of individual components. If not then evaluation is performed through the Evaluate function.