IGLib
1.5
The IGLib base library for development of numerical, technical and business applications.
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Base class for defining Vector functions whose component-wise evaluation is defined directly. More...
Public Member Functions | |
override void | Evaluate (IVectorFunctionResults evaluationData) |
Performs evaluation of requwester function results and writes them to the provided data structure. Uses Evaluate(IVector, ref bool, ref List<double>, ref bool, ref List<IVector>, ref bool, ref List<IMatrix>) to do the job. More... | |
abstract override double | Value (IVectorFunctionResults evaluationData, int which) |
Calculates and returns the particular component of the vector function value. More... | |
abstract override double | Derivative (IVectorFunctionResults evaluationData, int which, int component) |
Calculates and returns the particular component of the vector function derivative. More... | |
abstract 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. Uses functions for component-wise evaluation to do the job. More... | |
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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... | |
Properties | |
override bool | ComponentWiseEvaluation [get, protected set] |
Returns true, indicating that individual components of functions and eventually their deirvatives is performed directly. More... | |
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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] |
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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... | |
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object | Lock [get] |
Additional Inherited Members | |
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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... | |
Base class for defining Vector functions whose component-wise evaluation is defined directly.
$A Igor xx May09 Dec10; TODO: implement ICloneable
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inlinevirtual |
Performs evaluation of requwester function results and writes them to the provided data structure. Uses Evaluate(IVector, ref bool, ref List<double>, ref bool, ref List<IVector>, ref bool, ref List<IMatrix>) to do the job.
analysisData | Data structure where request parameters are obtained and where results are written. |
Implements IG.Num.VectorFunctionBaseGeneral.
References IG.Num.IVectorFunctionResults.CalculatedGradients, IG.Num.IVectorFunctionResults.CalculatedHessians, IG.Num.IVectorFunctionResults.CalculatedValues, IG.Num.IVectorFunctionResults.Gradients, IG.Num.IVectorFunctionResults.Hessians, IG.Num.IVectorFunctionResults.NumFunctions, IG.Num.IVectorFunctionResults.NumParameters, IG.Num.IVectorFunctionResults.Parameters, IG.Num.IVectorFunctionResults.ReqGradients, IG.Num.IVectorFunctionResults.ReqHessians, IG.Num.IVectorFunctionResults.ReqValues, IG.Num.IVectorFunctionResults.SetGradientsReference(), IG.Num.IVectorFunctionResults.SetHessiansReference(), IG.Num.IVectorFunctionResults.SetValuesReference(), and IG.Num.IVectorFunctionResults.Values.
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pure virtual |
Calculates and returns the particular component of the vector function value.
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.VectorFunctionBaseGeneral.
Implemented in IG.Num.QuadraticBasisSafer, IG.Num.QuadraticBasis, IG.Num.LinearBasisSafer, and IG.Num.LinearBasis.
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pure virtual |
Calculates and returns the particular component of the vector function derivative.
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.VectorFunctionBaseGeneral.
Implemented in IG.Num.QuadraticBasisSafer, IG.Num.QuadraticBasis, IG.Num.LinearBasisSafer, and IG.Num.LinearBasis.
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pure virtual |
Calculates and returns the particular component of the vector function's second derivative (Hessian).
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.VectorFunctionBaseGeneral.
Implemented in IG.Num.QuadraticBasisSafer, IG.Num.QuadraticBasis, IG.Num.LinearBasisSafer, and IG.Num.LinearBasis.
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inlinevirtual |
Calculation of values, gradients, and hessians of the vector function according to request flags. Uses functions for component-wise evaluation to do the job.
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.VectorFunctionBaseGeneral.
References IG.Num.IVectorFunctionResults.NumFunctions, and IG.Num.IVectorFunctionResults.SetParametersReference().
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getprotected set |
Returns true, indicating that individual components of functions and eventually their deirvatives is performed directly.