sgpp::optimization::ComponentScalarFunctionHessian Class Reference

One component of a vector-valued function Hessian. More...

#include <ComponentScalarFunctionHessian.hpp>

Inheritance diagram for sgpp::optimization::ComponentScalarFunctionHessian:

Public Member Functions
void	clone (std::unique_ptr< ScalarFunctionHessian > &clone) const override
	ComponentScalarFunctionHessian (ScalarFunctionHessian &fHessian, std::vector< double > defaultValues=std::vector< double >())
	Constructor. More...
	ComponentScalarFunctionHessian (VectorFunctionHessian &fHessian, size_t k, std::vector< double > defaultValues=std::vector< double >())
	Constructor. More...
double	eval (const base::DataVector &x, base::DataVector &gradient, base::DataMatrix &hessian) override
	~ComponentScalarFunctionHessian () override
	Destructor. More...
Public Member Functions inherited from sgpp::optimization::ScalarFunctionHessian
size_t	getNumberOfParameters () const
	ScalarFunctionHessian (size_t d)
	Constructor. More...
virtual	~ScalarFunctionHessian ()
	Destructor. More...

Protected Member Functions
void	initialize ()

Protected Attributes
std::vector< double >	defaultValues
	vector of default values, indicating free variables with NAN More...
size_t	dF
	dimension of underlying function More...
ScalarFunctionHessian *	fHessianScalar
	scalar-valued function Hessian More...
VectorFunctionHessian *	fHessianVector
	vector-valued function Hessian More...
size_t	k
	index of component More...
base::DataMatrix	tmpMat
	temporary matrix More...
base::DataVector	tmpVec1
	temporary vector 1 More...
base::DataVector	tmpVec2
	temporary vector 2 More...
std::vector< base::DataMatrix >	tmpVecMat
	temporary vector of matrices More...
Protected Attributes inherited from sgpp::optimization::ScalarFunctionHessian
size_t	d
	dimension of the domain More...

Detailed Description

One component of a vector-valued function Hessian.

See also

ComponentScalarFunction

Constructor & Destructor Documentation

ComponentScalarFunctionHessian() [1/2]

sgpp::optimization::ComponentScalarFunctionHessian::ComponentScalarFunctionHessian ( ScalarFunctionHessian &  fHessian, std::vector< double >  defaultValues = std::vector<double>()  )

inline

Constructor.

Use it like this: ComponentScalarFunctionHessian gHessian(fHessian, {NAN, NAN, 0.42}); where fHessian is a scalar-valued function Hessian with 3 parameters. This selects the first two parameters of fHessian, while constantly using 0.42 for the third parameter.

Parameters

fHessian	scalar-valued function Hessian
defaultValues	Vector of constant default values. It can be either empty (the default) or a vector of exactly m doubles, each of which can be finite or NAN. If the vector is empty, it will be initialized as m NANs (i.e., no restriction of the parameter domain). Each NAN represents a free parameter \(x_t\), while the finite entries denote the constant values for the corresponding parameter.

References initialize().

Referenced by clone().

ComponentScalarFunctionHessian() [2/2]

sgpp::optimization::ComponentScalarFunctionHessian::ComponentScalarFunctionHessian ( VectorFunctionHessian &  fHessian, size_t  k, std::vector< double >  defaultValues = std::vector<double>()  )

inline

Constructor.

Use it like this: ComponentScalarFunctionHessian gHessian(fHessian, 3, {NAN, NAN, 0.42}); where fHessian is a vector-valued function Hessian with 5 components and 3 parameters. This selects the first two parameters and the fourth component of fHessian, while constantly using 0.42 for the third parameter.

Parameters

fHessian	vector-valued function Hessian (m components)
k	index of component \(f_k\) to select (between 0 and m - 1)
defaultValues	see other constructor

References initialize().

~ComponentScalarFunctionHessian()

sgpp::optimization::ComponentScalarFunctionHessian::~ComponentScalarFunctionHessian ( )

inlineoverride

Destructor.

Member Function Documentation

clone()

void sgpp::optimization::ComponentScalarFunctionHessian::clone ( std::unique_ptr< ScalarFunctionHessian > &  clone ) const

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::optimization::ScalarFunctionHessian.

References ComponentScalarFunctionHessian().

eval()

double sgpp::optimization::ComponentScalarFunctionHessian::eval ( const base::DataVector &  x, base::DataVector &  gradient, base::DataMatrix &  hessian  )

inlineoverridevirtual

Parameters

[in]	x	evaluation point \(\vec{x} \in [0, 1]^n\)
[out]	gradient	\(\nabla_{\vec{x}} g(\vec{x})\)
[out]	hessian	\(\nabla_{\vec{x}}^2 g(\vec{x})\)

Returns

\(g(\vec{x}) := f_k(y_1, \dotsc, y_d)\) where \((x_1, \dotsc, x_n) = (y_{i_1}, \dotsc, y_{i_n})\)

Implements sgpp::optimization::ScalarFunctionHessian.

References defaultValues, dF, sgpp::optimization::ScalarFunctionHessian::eval(), sgpp::optimization::VectorFunctionHessian::eval(), fHessianScalar, fHessianVector, k, tmpMat, tmpVec1, tmpVec2, and tmpVecMat.

initialize()

void sgpp::optimization::ComponentScalarFunctionHessian::initialize ( )

inlineprotected

References dF.

Referenced by ComponentScalarFunctionHessian().

Member Data Documentation

defaultValues

std::vector<double> sgpp::optimization::ComponentScalarFunctionHessian::defaultValues

protected

vector of default values, indicating free variables with NAN

Referenced by eval().

dF

size_t sgpp::optimization::ComponentScalarFunctionHessian::dF

protected

dimension of underlying function

Referenced by eval(), and initialize().

fHessianScalar

ScalarFunctionHessian* sgpp::optimization::ComponentScalarFunctionHessian::fHessianScalar

protected

scalar-valued function Hessian

Referenced by eval().

fHessianVector

VectorFunctionHessian* sgpp::optimization::ComponentScalarFunctionHessian::fHessianVector

protected

vector-valued function Hessian

Referenced by eval().

k

size_t sgpp::optimization::ComponentScalarFunctionHessian::k

protected

index of component

Referenced by eval().

tmpMat

base::DataMatrix sgpp::optimization::ComponentScalarFunctionHessian::tmpMat

protected

temporary matrix

Referenced by eval().

tmpVec1

base::DataVector sgpp::optimization::ComponentScalarFunctionHessian::tmpVec1

protected

temporary vector 1

Referenced by eval().

tmpVec2

base::DataVector sgpp::optimization::ComponentScalarFunctionHessian::tmpVec2

protected

temporary vector 2

Referenced by eval().

tmpVecMat

std::vector<base::DataMatrix> sgpp::optimization::ComponentScalarFunctionHessian::tmpVecMat

protected

temporary vector of matrices

Referenced by eval().

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

• optimization/src/sgpp/optimization/function/scalar/ComponentScalarFunctionHessian.hpp