IGLib  1.7.2
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Meta.Numerics.Analysis.MultiExtremum Class Reference

Represents a minimum or maximum of a multidimensional function. More...

+ Inheritance diagram for Meta.Numerics.Analysis.MultiExtremum:
+ Collaboration diagram for Meta.Numerics.Analysis.MultiExtremum:

Properties

int Dimension [get]
 Gets the dimension of the space on which the function is defined. More...
 
ColumnVector Location [get]
 Gets the location of the extremum. More...
 
double Value [get]
 Gets the value of the function at the extremum. More...
 
SymmetricMatrix HessianMatrix [get]
 Gets the Hessian matrix at the extremum. More...
 
- Properties inherited from Meta.Numerics.Analysis.EvaluationResult
int EvaluationCount [get]
 Gets the number of function evaluations performed. More...
 
EvaluationSettings Settings [get]
 Gets the settings used for the analysis. More...
 

Private Attributes

readonly double[] point
 
readonly double value
 
double[][] hessian
 

Detailed Description

Represents a minimum or maximum of a multidimensional function.

Member Data Documentation

readonly double [] Meta.Numerics.Analysis.MultiExtremum.point
private
readonly double Meta.Numerics.Analysis.MultiExtremum.value
private
double [][] Meta.Numerics.Analysis.MultiExtremum.hessian
private

Property Documentation

int Meta.Numerics.Analysis.MultiExtremum.Dimension
get

Gets the dimension of the space on which the function is defined.

Referenced by Test.MultiExtremumTest.Beale(), Test.MultiExtremumTest.Perm(), and Test.MultiExtremumTest.StylblinskiTang().

SymmetricMatrix Meta.Numerics.Analysis.MultiExtremum.HessianMatrix
get

Gets the Hessian matrix at the extremum.

The Hessian matrix is the matrix of second partial derivatives. It is symmetric because the order of differentiation does not affect the result.

Referenced by Meta.Numerics.Statistics.BivariateSample.LinearLogisticRegression().


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