IG::Num::VectorFunctionBaseGeneral Class Reference

Base class for VectorFunctionBase and VectorFunctionBaseComponentwise. In general, use VectorFunctionBase and VectorFunctionBase in order to derive from. More...

Inheritance diagram for IG::Num::VectorFunctionBaseGeneral:

Collaboration diagram for IG::Num::VectorFunctionBaseGeneral:

List of all members.

Classes
class	ObjectStoreResults
Public Member Functions
	VectorFunctionBaseGeneral ()
abstract void	Evaluate (IVectorFunctionResults evaluationData)
	Performs evaluation of requwester function results and writes them to the provided data structure.
abstract double	Value (IVectorFunctionResults evaluationData, int which)
	Calculates and returns the particular component of the vector function value.
abstract double	Derivative (IVectorFunctionResults evaluationData, int which, int component)
	Calculates and returns the particular component of the vector function derivative.
abstract 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 parameters, ref List< double > values)
	Returns the value of vector function at the specified parameter.
void	Derivative (IVector parameters, ref List< IVector > gradients)
	Returns the first derivative of this function at the specified parameter.
void	SecondDerivative (IVector parameters, ref List< IMatrix > hessians)
	Returns the second derivative (Hessian) of this function at the specified arameter.
abstract 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.
virtual void	NumericalDerivative (IVector x, IVector stepSizes, ref List< IVector > derivative)
	Calculates numerical derivative of this function. Central difference formula is used.
virtual void	NumericalSecondDerivative (IVector x, IVector stepsizes, ref List< IVector > secondDerivatives)
	Calculates numerical second order derivative of this function. Central difference formula is used.
Protected Attributes
object	_lock = new object()
string	_name
string	_description
int	_numParameters = -1
int	_numValues = -1
bool	_valuesDefined = true
bool	_derivativeDefined = false
bool	_secondDerivativeDefined = false
bool	_componentEvaluation = false
VectorFunctionBase.ObjectStoreResults	ResultsStore
	Store of result objects for reuse.
Properties
object	Lock [get]
virtual string	Name [get, set]
	Returns a short name of the function.
virtual string	Description [get, set]
	Returns a short description of the function.
virtual int	NumParameters [get, set]
	Gets number of parameters of the current vector function (-1 for not defined, in case that function works with different numbers of parameters).
virtual int	NumValues [get, set]
	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).
virtual bool	ComponentWiseEvaluation [get, set]
	Tells whether the function supports evaluation of individual components. If not then evaluation is performed through the Evaluate function.
virtual bool	ValueDefined [get, set]
	Tells whether value of the function is defined by implementation.
virtual bool	DerivativeDefined [get, set]
	Tells whether the first derivative is defined for this function (by implementation, not mathematically)
virtual bool	SecondDerivativeDefined [get, set]
	Tells whether the second derivative is defined for this function (by implementation, not mathematically)
Private Member Functions
double	LinearCombinationValue (IVectorFunctionResults evaluationData, IVector coefficients)
	Returns value of linear combination of functions contained in this vector function, with specified coefficients at specified parameters.
void	LinearCombinationDerivative (IVectorFunctionResults evaluationData, IVector coefficients, ref IVector res)
	Returns gradient of linear combination of functions contained in this vector function, with specified coefficients at specified parameters.
double	LinearCombinationDerivative (IVectorFunctionResults evaluationData, IVector coefficients, int component)
	Returns the specified component of gradient of combination of functions contained in this vector function, with specified coefficients at specified parameters.
void	LinearCombinationSecondDerivative (IVectorFunctionResults evaluationData, IVector coefficients, ref IMatrix res)
double	LinearCombinationSecondDerivative (IVectorFunctionResults evaluationData, IVector coefficients, int rowNum, int columnNum)
	Returns the specified component of Hessian of combination of functions contained in this vector function, with specified coefficients at specified parameters.

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Detailed Description

Base class for VectorFunctionBase and VectorFunctionBaseComponentwise. In general, use VectorFunctionBase and VectorFunctionBase in order to derive from.

$A Igor xx May10 Dec10; TODO: Implement linear combination of functions (and add them to the interface!!!)

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Constructor & Destructor Documentation

IG::Num::VectorFunctionBaseGeneral::VectorFunctionBaseGeneral

(

)

[inline]

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Member Function Documentation

abstract void IG::Num::VectorFunctionBaseGeneral::Evaluate

(

IVectorFunctionResults

evaluationData

)

[pure virtual]

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

Parameters:

analysisData

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

Implements IG::Num::IVectorFunction.

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

abstract double IG::Num::VectorFunctionBaseGeneral::Value	(	IVectorFunctionResults	evaluationData,
		int	which
	)		[pure virtual]

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.

Implements IG::Num::IVectorFunction.

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

abstract double IG::Num::VectorFunctionBaseGeneral::Derivative	(	IVectorFunctionResults	evaluationData,
		int	which,
		int	component
	)		[pure virtual]

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.

Implements IG::Num::IVectorFunction.

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

abstract double IG::Num::VectorFunctionBaseGeneral::SecondDerivative	(	IVectorFunctionResults	evaluationData,
		int	which,
		int	rowNum,
		int	columnNum
	)		[pure virtual]

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.

Implements IG::Num::IVectorFunction.

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

void IG::Num::VectorFunctionBaseGeneral::Value	(	IVector	parameters,
		ref List< double >	values
	)		[inline]

Returns the value of vector function at the specified parameter.

Implements IG::Num::IVectorFunction.

void IG::Num::VectorFunctionBaseGeneral::Derivative	(	IVector	parameters,
		ref List< IVector >	gradients
	)		[inline]

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

Implements IG::Num::IVectorFunction.

void IG::Num::VectorFunctionBaseGeneral::SecondDerivative	(	IVector	parameters,
		ref List< IMatrix >	hessians
	)		[inline]

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

Implements IG::Num::IVectorFunction.

abstract void IG::Num::VectorFunctionBaseGeneral::Evaluate	(	IVector	parameters,
		ref bool	calculateValues,
		ref List< double >	values,
		ref bool	calculateGradients,
		ref List< IVector >	gradients,
		ref bool	calculateHessians,
		ref List< IMatrix >	hessians
	)		[pure virtual]

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.

Implements IG::Num::IVectorFunction.

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

double IG::Num::VectorFunctionBaseGeneral::LinearCombinationValue	(	IVectorFunctionResults	evaluationData,
		IVector	coefficients
	)		[inline, private]

Returns value of linear combination of functions contained in this vector function, with specified coefficients at specified parameters.

Parameters:

evaluationData	Data used for evaluation that also contains parameters (in evaluationData.Parameters)
coefficients	Coefficients of linear combination.

void IG::Num::VectorFunctionBaseGeneral::LinearCombinationDerivative	(	IVectorFunctionResults	evaluationData,
		IVector	coefficients,
		ref IVector	res
	)		[inline, private]

Returns gradient of linear combination of functions contained in this vector function, with specified coefficients at specified parameters.

Parameters:

evaluationData	Data used for evaluation that also contains parameters (in evaluationData.Parameters)
coefficients	Coefficients of linear combination.
res	Output parameter where gradient is written to.

double IG::Num::VectorFunctionBaseGeneral::LinearCombinationDerivative	(	IVectorFunctionResults	evaluationData,
		IVector	coefficients,
		int	component
	)		[inline, private]

Returns the specified component of gradient of combination of functions contained in this vector function, with specified coefficients at specified parameters.

Parameters:

evaluationData	Data used for evaluation that also contains parameters (in evaluationData.Parameters)
coefficients	Coefficients of linear combination.
component	Specifies which gradient component to return.

void IG::Num::VectorFunctionBaseGeneral::LinearCombinationSecondDerivative	(	IVectorFunctionResults	evaluationData,
		IVector	coefficients,
		ref IMatrix	res
	)		[inline, private]

double IG::Num::VectorFunctionBaseGeneral::LinearCombinationSecondDerivative	(	IVectorFunctionResults	evaluationData,
		IVector	coefficients,
		int	rowNum,
		int	columnNum
	)		[inline, private]

Returns the specified component of Hessian of combination of functions contained in this vector function, with specified coefficients at specified parameters.

Parameters:

evaluationData	Data used for evaluation that also contains parameters (in evaluationData.Parameters)
coefficients	Coefficients of linear combination.
rowNum	Row number of the returned component.</parparam> Parameters: columnNum Column number of the returned component.

virtual void IG::Num::VectorFunctionBaseGeneral::NumericalDerivative	(	IVector	x,
		IVector	stepSizes,
		ref List< IVector >	derivative
	)		[inline, virtual]

Calculates numerical derivative of this function. Central difference formula is used.

Parameters:

x	Point at which derivative is calculated.
stepsize	Step size.

Returns:

Numerical derivative.

virtual void IG::Num::VectorFunctionBaseGeneral::NumericalSecondDerivative	(	IVector	x,
		IVector	stepsizes,
		ref List< IVector >	secondDerivatives
	)		[inline, virtual]

Calculates numerical second order derivative of this function. Central difference formula is used.

Parameters:

x	Point at which second order derivative is calculated.
stepsize	Step size.

Returns:

Numerical derivative.

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Member Data Documentation

object IG::Num::VectorFunctionBaseGeneral::_lock = new object() [protected]

string IG::Num::VectorFunctionBaseGeneral::_name [protected]

string IG::Num::VectorFunctionBaseGeneral::_description [protected]

int IG::Num::VectorFunctionBaseGeneral::_numParameters = -1 [protected]

int IG::Num::VectorFunctionBaseGeneral::_numValues = -1 [protected]

bool IG::Num::VectorFunctionBaseGeneral::_valuesDefined = true [protected]

bool IG::Num::VectorFunctionBaseGeneral::_derivativeDefined = false [protected]

bool IG::Num::VectorFunctionBaseGeneral::_secondDerivativeDefined = false [protected]

bool IG::Num::VectorFunctionBaseGeneral::_componentEvaluation = false [protected]

VectorFunctionBase.ObjectStoreResults IG::Num::VectorFunctionBaseGeneral::ResultsStore [protected]

Store of result objects for reuse.

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Property Documentation

object IG::Num::VectorFunctionBaseGeneral::Lock [get]

Implements IG::Lib::ILockable.

virtual string IG::Num::VectorFunctionBaseGeneral::Name [get, set]

Returns a short name of the function.

Implements IG::Num::IVectorFunction.

virtual string IG::Num::VectorFunctionBaseGeneral::Description [get, set]

Returns a short description of the function.

Implements IG::Num::IVectorFunction.

virtual int IG::Num::VectorFunctionBaseGeneral::NumParameters [get, set]

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

Implements IG::Num::IVectorFunction.

virtual int IG::Num::VectorFunctionBaseGeneral::NumValues [get, set]

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).

Implements IG::Num::IVectorFunction.

virtual bool IG::Num::VectorFunctionBaseGeneral::ComponentWiseEvaluation [get, set]

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

Implements IG::Num::IVectorFunction.

Reimplemented in IG::Num::VectorFunctionBase, and IG::Num::VectorFunctionBaseComponentWise.

virtual bool IG::Num::VectorFunctionBaseGeneral::ValueDefined [get, set]

Tells whether value of the function is defined by implementation.

Implements IG::Num::IVectorFunction.

virtual bool IG::Num::VectorFunctionBaseGeneral::DerivativeDefined [get, set]

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

Implements IG::Num::IVectorFunction.

virtual bool IG::Num::VectorFunctionBaseGeneral::SecondDerivativeDefined [get, set]

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

Implements IG::Num::IVectorFunction.

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

• FunctionVectorBaseGeneral.cs