IGLib
1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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Represents a minimum or maximum of a multidimensional function. More...
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... | |
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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 |
Represents a minimum or maximum of a multidimensional function.
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Gets the dimension of the space on which the function is defined.
Referenced by Test.MultiExtremumTest.Beale(), Test.MultiExtremumTest.Perm(), and Test.MultiExtremumTest.StylblinskiTang().
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Gets the location of the extremum.
Referenced by Test.MultiExtremumTest.Beale(), Test.MultiExtremumTest.Bukin(), Test.MultiExtremumTest.GoldsteinPrice(), Meta.Numerics.Statistics.BivariateSample.LinearLogisticRegression(), Test.MultiExtremumTest.PackCirclesInCircle(), Test.MultiExtremumTest.Perm(), Test.MultiExtremumTest.Quadratic(), Test.MultiExtremumTest.Rosenbrock(), Test.MultiExtremumTest.SmoothedEasom(), Test.MultiExtremumTest.StylblinskiTang(), Test.MultiExtremumTest.ThompsonProblem(), Test.MultiExtremumTest.ThreeHumpCamel(), and Test.MultiExtremumTest.Vardim().
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Gets the value of the function at the extremum.
Referenced by Test.MultiExtremumTest.Ackley(), Test.MultiExtremumTest.Beale(), Test.MultiExtremumTest.Bukin(), Test.MultiExtremumTest.Easom(), Test.MultiExtremumTest.GoldsteinPrice(), Test.MultiExtremumTest.Griewank(), Test.MultiExtremumTest.LocalThomson(), Test.MultiExtremumTest.PackCirclesInCircle(), Test.MultiExtremumTest.PackCirclesInSquare(), Test.MultiExtremumTest.PackSpheresInCube(), Test.MultiExtremumTest.Perm(), Test.MultiExtremumTest.PerturbedQuadratic(), Test.MultiExtremumTest.Quadratic(), Test.MultiExtremumTest.Rosenbrock(), Test.MultiExtremumTest.Schwefel(), Test.MultiExtremumTest.SmoothedEasom(), Test.MultiExtremumTest.StylblinskiTang(), Test.MultiExtremumTest.SumOfPowers(), Test.MultiExtremumTest.ThompsonProblem(), Test.MultiExtremumTest.ThreeHumpCamel(), and Test.MultiExtremumTest.Vardim().
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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().