IGLib
1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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Represents a maximum or minimum of a function on a multi-dimensional space. More...
Public Member Functions | |
double[] | Location () |
Gets the location of the extremum. More... | |
SymmetricMatrix | Curvature () |
Gets the curvature matrix at the extremum. More... | |
Properties | |
double | Value [get] |
Gets the value of the function at the extremum. More... | |
int | Dimension [get] |
Gets the dimension of the space on which the function is defined. More... | |
Private Attributes | |
double[] | x |
double | f |
SymmetricMatrix | f2 |
Represents a maximum or minimum of a function on a multi-dimensional space.
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Gets the location of the extremum.
Referenced by Test.ExtremaTest.FindMinimumOfGamma(), Test.ExtremaTest.FindSpaceMinimumOfRosenbock(), Meta.Numerics.Statistics.Sample.MaximumLikelihoodFit(), and Test.ExtremaTest.MinimizeGoldsteinPrice().
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inline |
Gets the curvature matrix at the extremum.
References Meta.Numerics.Matrices.SymmetricMatrix.Copy().
Referenced by Test.ExtremaTest.FindMinimumOfGamma(), and Meta.Numerics.Statistics.Sample.MaximumLikelihoodFit().
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get |
Gets the value of the function at the extremum.
Referenced by Test.ExtremaTest.FindMinimumOfGamma(), Test.ExtremaTest.MinimizeGoldsteinPrice(), and Test.MultiExtremumTest.Quadratic().
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get |
Gets the dimension of the space on which the function is defined.
Referenced by Test.ExtremaTest.FindMinimumOfGamma().