IGLib
1.5
The IGLib base library for development of numerical, technical and business applications.
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Scalar functions of vector arguments. More...
Public Member Functions | |
void | Evaluate (IScalarFunctionResults data) |
Evaluates whatever needs to be evaluated and stores the results on the specified storage object. More... | |
double | Value (IVector x) |
Returns the value of this function at the specified parameter. More... | |
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. More... | |
void | Gradient (IVector parameters, ref IVector gradient) |
Calculates first order derivatives (gradient) of this function at the specified parameters. More... | |
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. More... | |
void | Hessian (IVector parameters, ref IMatrix hessian) |
Calculates the second derivative (Hessian matrix) of this function at the specified parameters. More... | |
Properties | |
string | Name [get] |
Returns a short name of the function. More... | |
string | Description [get] |
Returns a short description of the function. More... | |
bool | ValueDefined [get] |
Tells whether value of the function is defined by implementation. More... | |
bool | GradientDefined [get] |
Tells whether the first derivative is defined for this function (by implementation, not mathematically) More... | |
bool | HessianDefined [get] |
Tells whether the second derivative is defined for this function (by implementation, not mathematically) More... | |
Scalar functions of vector arguments.
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void IG.Num.IScalarFunctionUntransformed.Evaluate | ( | IScalarFunctionResults | data | ) |
Evaluates whatever needs to be evaluated and stores the results on the specified storage object.
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.ScalarFunctionQuadratic, IG.Num.Func3dBase, IG.Num.Func2dBase, IG.Num.ScalarFunctionLinear, IG.Num.ScalarFunctionUntransformedBase, IG.Num.ScalarFunctionRadialUntransformed, IG.Num.ScalarFunctionBase, and IG.Num.ScalarFunctionConstant.
Referenced by IG.Num.VectorFunctionExamples.RosenBrockAndCircle.Evaluate(), and IG.Num.Func2dFromScalarFunction.Value().
Calculates first order derivatives (gradient) of this function at the specified parameters. WARNING: Plain function, does not check consistency of arguments.
parameters | Vector of parameters where derivatives are evaluated. |
gradient | Vector where first order derivatives (the gradient) are stored. |
Implemented in IG.Num.ScalarFunctionQuadratic, IG.Num.Func3dBase, IG.Num.ScalarFunctionLinear, IG.Num.Func2dBase, IG.Num.ScalarFunctionUntransformedBase, IG.Num.ScalarFunctionRadialUntransformed, IG.Num.ScalarFunctionBase, and IG.Num.ScalarFunctionConstant.
Calculates first order derivatives (gradient) of this function at the specified 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.
Referenced by IG.Num.VectorFunctionExamples.RosenBrockAndCircle.Evaluate().
Calculates the second derivative (Hessian matrix) of this function at the specified parameters. WARNING: Plain function, does not check consistency of arguments.
parameters | Vector of parameters where derivatives are evaluated. |
hessian | Matrix where second derivatives (Hessian matrix) are stored. |
Implemented in IG.Num.ScalarFunctionQuadratic, IG.Num.Func3dBase, IG.Num.ScalarFunctionLinear, IG.Num.Func2dBase, IG.Num.ScalarFunctionUntransformedBase, IG.Num.ScalarFunctionRadialUntransformed, IG.Num.ScalarFunctionBase, and IG.Num.ScalarFunctionConstant.
Calculates the second derivative (Hessian matrix) of this function at the specified 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.
Referenced by IG.Num.VectorFunctionExamples.RosenBrockAndCircle.Evaluate().
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get |
Returns a short name of the function.
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get |
Returns a short description of the function.
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get |
Tells whether value of the function is defined by implementation.
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get |
Tells whether the first derivative is defined for this function (by implementation, not mathematically)
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get |
Tells whether the second derivative is defined for this function (by implementation, not mathematically)