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IG.Num.VectorFunctionExamples.RosenBrockAndCircle Class Reference

Example 2 component vector function of 2 variables. The first component is the Rosenbrock function and the secont component is a radially symmetric paraboloid with radius 2 of the zero contour, centered at coordinate origin. More...

+ Inheritance diagram for IG.Num.VectorFunctionExamples.RosenBrockAndCircle:
+ Collaboration diagram for IG.Num.VectorFunctionExamples.RosenBrockAndCircle:

Public Member Functions

 RosenBrockAndCircle ()
 
override void Evaluate (IVectorFunctionResults evaluationData)
 Performs evaluation of requwester function results and writes them to the provided data structure. More...
 
- Public Member Functions inherited from IG.Num.VectorFunctionBase
override double Value (IVectorFunctionResults evaluationData, int which)
 Calculates and returns the particular component of the vector function value. More...
 
override double Derivative (IVectorFunctionResults evaluationData, int which, int component)
 Calculates and returns the particular component of the vector function derivative. More...
 
override double SecondDerivative (IVectorFunctionResults evaluationData, int which, int rowNum, int columnNum)
 Calculates and returns the particular component of the vector function's second derivative (Hessian). More...
 
override 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. Calculated by using Evaluate(IVectorFunctionResults) in this class. More...
 
- Public Member Functions inherited from IG.Num.VectorFunctionBaseGeneral
 VectorFunctionBaseGeneral ()
 
virtual double Value (IVector parameters, int which)
 Calculates and returns the particular component of the vector function value. More...
 
virtual double Derivative (IVector parameters, int which, int component)
 Calculates and returns the particular component of the vector function derivative. More...
 
virtual double SecondDerivative (IVector parameters, int which, int rowNum, int columnNum)
 Calculates and returns the particular component of the vector function's second derivative (Hessian). More...
 
void Value (IVector parameters, ref List< double > values)
 Returns the value of vector function at the specified parameter. More...
 
void Derivative (IVector parameters, ref List< IVector > gradients)
 Returns the first derivative of this function at the specified parameter. More...
 
void SecondDerivative (IVector parameters, ref List< IMatrix > hessians)
 Returns the second derivative (Hessian) of this function at the specified arameter. More...
 
double LinearCombinationValue (IVectorFunctionResults evaluationData, IVector coefficients)
 Returns value of linear combination of functions contained in this vector function, with specified coefficients at specified parameters. More...
 
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. More...
 
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. More...
 
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. More...
 
double LinearCombinationValue (IVector parameters, IVector coefficients)
 Returns value of linear combination of functions contained in this vector function, with specified coefficients at specified parameters. More...
 
void LinearCombinationDerivative (IVector parameters, IVector coefficients, ref IVector res)
 Returns gradient of linear combination of functions contained in this vector function, with specified coefficients at specified parameters. More...
 
double LinearCombinationDerivative (IVector parameters, 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. More...
 
void LinearCombinationSecondDerivative (IVector parameters, IVector coefficients, ref IMatrix res)
 Calculates second derivatives of the linear combination of components of vector functions and stores them to the specified matrix. More...
 
double LinearCombinationSecondDerivative (IVector parameters, 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. More...
 
virtual void NumericalDerivative (IVector x, IVector stepSizes, ref List< IVector > derivative)
 Calculates numerical derivative of this function. Central difference formula is used. More...
 
virtual void NumericalSecondDerivative (IVector x, IVector stepsizes, ref List< IVector > secondDerivatives)
 Calculates numerical second order derivative of this function. Central difference formula is used. More...
 

Protected Attributes

IScalarFunction F0
 The first component of the current vector function. More...
 
double R0Square = 4
 
IScalarFunction F1
 The second component of the current vector function. More...
 
- Protected Attributes inherited from IG.Num.VectorFunctionBaseGeneral
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. More...
 

Additional Inherited Members

- Properties inherited from IG.Num.VectorFunctionBase
override bool ComponentWiseEvaluation [get, protected set]
 Returns true, indicating that individual components of functions and eventually their deirvatives is performed directly. More...
 
- Properties inherited from IG.Num.VectorFunctionBaseGeneral
object Lock [get]
 
virtual string Name [get, set]
 Returns a short name of the function. More...
 
virtual string Description [get, set]
 Returns a short description of the function. More...
 
virtual int NumParameters [get, protected set]
 Gets number of parameters of the current vector function (-1 for not defined, in case that function works with different numbers of parameters). More...
 
virtual int NumValues [get, protected 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). More...
 
virtual bool ComponentWiseEvaluation [get, protected set]
 Tells whether the function supports evaluation of individual components. If not then evaluation is performed through the Evaluate function. More...
 
virtual bool ValueDefined [get, protected set]
 Tells whether value of the function is defined by implementation. More...
 
virtual bool DerivativeDefined [get, protected set]
 Tells whether the first derivative is defined for this function (by implementation, not mathematically) More...
 
virtual bool SecondDerivativeDefined [get, protected set]
 Tells whether the second derivative is defined for this function (by implementation, not mathematically) More...
 
IVectorFunctionResults AuxResults [get]
 
- Properties inherited from IG.Num.IVectorFunction
string Name [get]
 Returns a short name of the function. More...
 
string Description [get]
 Returns a short description of the function. More...
 
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). More...
 
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). More...
 
bool ValueDefined [get]
 Tells whether value of the function is defined by implementation. More...
 
bool DerivativeDefined [get]
 Tells whether the first derivative is defined for this function (by implementation, not mathematically) More...
 
bool SecondDerivativeDefined [get]
 Tells whether the second derivative is defined for this function (by implementation, not mathematically) More...
 
bool ComponentWiseEvaluation [get]
 Tells whether the function supports evaluation of individual components. If not then evaluation is performed through the Evaluate function. More...
 
- Properties inherited from IG.Lib.ILockable
object Lock [get]
 

Detailed Description

Example 2 component vector function of 2 variables. The first component is the Rosenbrock function and the secont component is a radially symmetric paraboloid with radius 2 of the zero contour, centered at coordinate origin.

$A Igor May10 Dec10;

Constructor & Destructor Documentation

IG.Num.VectorFunctionExamples.RosenBrockAndCircle.RosenBrockAndCircle ( )
inline

Member Function Documentation

Member Data Documentation

IScalarFunction IG.Num.VectorFunctionExamples.RosenBrockAndCircle.F0
protected

The first component of the current vector function.

double IG.Num.VectorFunctionExamples.RosenBrockAndCircle.R0Square = 4
protected
IScalarFunction IG.Num.VectorFunctionExamples.RosenBrockAndCircle.F1
protected

The second component of the current vector function.


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