sgpp::optimization::InterpolantVectorFunctionHessian Class Reference

Sparse grid interpolant Hessian of a vector-valued function. More...

#include <InterpolantVectorFunctionHessian.hpp>

Inheritance diagram for sgpp::optimization::InterpolantVectorFunctionHessian:

Public Member Functions
void	clone (std::unique_ptr< VectorFunctionHessian > &clone) const override
void	eval (const base::DataVector &x, base::DataVector &value, base::DataMatrix &gradient, std::vector< base::DataMatrix > &hessian) override
	Evaluation of the function and its gradient. More...
const base::DataMatrix &	getAlpha () const
	InterpolantVectorFunctionHessian (base::Grid &grid, const base::DataMatrix &alpha)
	Constructor. More...
void	setAlpha (const base::DataMatrix &alpha)
	~InterpolantVectorFunctionHessian () override
	Destructor. More...
Public Member Functions inherited from sgpp::optimization::VectorFunctionHessian
size_t	getNumberOfComponents () const
size_t	getNumberOfParameters () const
	VectorFunctionHessian (size_t d, size_t m)
	Constructor. More...
virtual	~VectorFunctionHessian ()
	Destructor. More...

Protected Attributes
base::DataMatrix	alpha
	coefficient matrix More...
base::Grid &	grid
	sparse grid More...
std::unique_ptr< base::OperationEvalHessian >	opEvalHessian
	pointer to evaluation operation More...
Protected Attributes inherited from sgpp::optimization::VectorFunctionHessian
size_t	d
	dimension of the domain More...
size_t	m
	number of components More...

Detailed Description

Sparse grid interpolant Hessian of a vector-valued function.

See also

InterpolantVectorFunction

Constructor & Destructor Documentation

InterpolantVectorFunctionHessian()

sgpp::optimization::InterpolantVectorFunctionHessian::InterpolantVectorFunctionHessian ( base::Grid &  grid, const base::DataMatrix &  alpha  )

inline

Constructor.

Do not destruct the grid before the InterpolantVectorFunctionGradient object!

Parameters

grid	sparse grid
alpha	coefficient matrix (j-th column contains hierarchical surplusses \(\alpha_{\cdot,j}\) of \(g_j\))

Referenced by clone().

~InterpolantVectorFunctionHessian()

sgpp::optimization::InterpolantVectorFunctionHessian::~InterpolantVectorFunctionHessian ( )

inlineoverride

Destructor.

Member Function Documentation

clone()

void sgpp::optimization::InterpolantVectorFunctionHessian::clone ( std::unique_ptr< VectorFunctionHessian > &  clone ) const

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::optimization::VectorFunctionHessian.

References alpha, grid, and InterpolantVectorFunctionHessian().

eval()

void sgpp::optimization::InterpolantVectorFunctionHessian::eval ( const base::DataVector &  x, base::DataVector &  value, base::DataMatrix &  gradient, std::vector< base::DataMatrix > &  hessian  )

inlineoverridevirtual

Evaluation of the function and its gradient.

Parameters

[in]	x	evaluation point \(\vec{x} \in [0, 1]^d\)
[out]	value	\(g(\vec{x})\)
[out]	gradient	Jacobian \(\nabla g(\vec{x}) \in \mathbb{R}^{m \times d}\)
[out]	hessian	\(m\)-vector of Hessians \(\nabla^2 g_i(\vec{x}) \in \mathbb{R}^{d \times d}\)

Implements sgpp::optimization::VectorFunctionHessian.

References alpha, sgpp::optimization::VectorFunctionHessian::d, opEvalHessian, and sgpp::base::DataVector::setAll().

getAlpha()

const base::DataMatrix& sgpp::optimization::InterpolantVectorFunctionHessian::getAlpha ( ) const

inline

Returns

coefficient matrix

References alpha.

setAlpha()

void sgpp::optimization::InterpolantVectorFunctionHessian::setAlpha ( const base::DataMatrix &  alpha )

inline

Parameters

alpha

coefficient matrix

References alpha.

Member Data Documentation

alpha

base::DataMatrix sgpp::optimization::InterpolantVectorFunctionHessian::alpha

protected

coefficient matrix

Referenced by clone(), eval(), getAlpha(), python.learner.Classifier.Classifier::refineGrid(), and setAlpha().

grid

base::Grid& sgpp::optimization::InterpolantVectorFunctionHessian::grid

protected

sparse grid

Referenced by clone(), python.uq.learner.Interpolant.Interpolant::doLearningIteration(), python.learner.Classifier.Classifier::evalError(), python.uq.learner.Interpolant.Interpolant::evalError(), python.uq.learner.SimulationLearner.SimulationLearner::getCollocationNodes(), python.uq.learner.SimulationLearner.SimulationLearner::getGrid(), python.uq.learner.SimulationLearner.SimulationLearner::getLearner(), python.uq.learner.Regressor.Regressor::learnData(), python.uq.learner.Regressor.Regressor::learnDataWithFolding(), python.uq.learner.Regressor.Regressor::learnDataWithTest(), python.learner.Classifier.Classifier::refineGrid(), python.learner.Regressor.Regressor::refineGrid(), python.uq.learner.Regressor.Regressor::refineGrid(), python.uq.learner.SimulationLearner.SimulationLearner::refineGrid(), python.learner.Classifier.Classifier::updateResults(), python.learner.Regressor.Regressor::updateResults(), and python.uq.learner.Regressor.Regressor::updateResults().

opEvalHessian

std::unique_ptr<base::OperationEvalHessian> sgpp::optimization::InterpolantVectorFunctionHessian::opEvalHessian

protected

pointer to evaluation operation

Referenced by eval().

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

• optimization/src/sgpp/optimization/function/vector/InterpolantVectorFunctionHessian.hpp