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...
|
| RosenBrockAndCircle () |
|
override void | Evaluate (IVectorFunctionResults evaluationData) |
| Performs evaluation of requwester function results and writes them to the provided data structure. More...
|
|
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...
|
|
| 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...
|
|
|
override bool | ComponentWiseEvaluation [get, protected set] |
| Returns true, indicating that individual components of functions and eventually their deirvatives is performed directly. More...
|
|
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] |
|
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...
|
|
object | Lock [get] |
|
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;