Namespaces
	file_io
	Namespace with functions to write data (vectors, matrices, grids, ...) to a file.

	math
	Namespace with linear algebra functions.

	optimizer

	sle_solver

	test_problems

Classes
class	CloneableSLE
	Abstract class for "cloneable" linear systems. More...

class	ComponentScalarFunction
	One component of a vector-valued function. More...

class	ComponentScalarFunctionGradient
	One component of a vector-valued function gradient. More...

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

class	EmptyVectorFunction
	Singleton containing an empty implementation of VectorFunction. More...

class	EmptyVectorFunctionGradient
	Singleton containing an empty implementation of VectorFunctionGradient. More...

class	FullSLE
	Full linear system, essentially a wrapper around base::DataMatrix. More...

class	HashRefinementMultiple
	Descendant of base::HashRefinement refining without the generation of hierarchical ancestors. More...

class	HierarchisationSLE
	Linear system of the hierarchization in a sparse grid. More...

class	InterpolantScalarFunction
	Sparse grid interpolant of a scalar-valued function. More...

class	InterpolantScalarFunctionGradient
	Sparse grid interpolant gradient of a scalar-valued function. More...

class	InterpolantScalarFunctionHessian
	Sparse grid interpolant Hessian of a scalar-valued function. More...

class	InterpolantVectorFunction
	Sparse grid interpolant of a vector-valued function. More...

class	InterpolantVectorFunctionGradient
	Sparse grid interpolant gradient of a vector-valued function. More...

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

class	IterativeGridGenerator
	Abstract base class for iterative grid generation methods. More...

class	IterativeGridGeneratorLinearSurplus
	Iterative grid generation based on linear surplusses. More...

class	IterativeGridGeneratorRitterNovak
	Iterative grid generation based on Ritter/Novak's refinement criterion. More...

class	IterativeGridGeneratorSOO
	Iterative grid generator using simultaneous optimistic optimization (SOO). More...

class	MutexType
	Wrapper for OpenMP nested locks. More...

class	OperationMultipleHierarchisation
	Abstract operation for hierarchization and dehierarchization for multiple sets of function values at the grid nodes. More...

class	OperationMultipleHierarchisationBspline
	Hierarchisation operation for B-spline basis functions on Noboundary grids. More...

class	OperationMultipleHierarchisationBsplineBoundary
	Hierarchisation operation for B-spline basis functions on Boundary grids. More...

class	OperationMultipleHierarchisationBsplineClenshawCurtis
	Hierarchisation operation for B-spline basis functions on Clenshaw-Curtis grids. More...

class	OperationMultipleHierarchisationFundamentalSpline
	Hierarchisation operation for B-spline basis functions on Noboundary grids. More...

class	OperationMultipleHierarchisationLinear
	Hierarchisation operation for linear basis functions on Noboundary grids. More...

class	OperationMultipleHierarchisationLinearBoundary
	Hierarchisation operation for linear basis functions on Boundary grids. More...

class	OperationMultipleHierarchisationLinearClenshawCurtis
	Hierarchisation operation for linear basis functions on Clenshaw-Curtis grids. More...

class	OperationMultipleHierarchisationModBspline
	Hierarchisation operation for modified B-spline basis functions on Noboundary grids. More...

class	OperationMultipleHierarchisationModBsplineClenshawCurtis
	Hierarchisation operation for modified B-spline basis functions on Noboundary grids. More...

class	OperationMultipleHierarchisationModFundamentalSpline
	Hierarchisation operation for modified B-spline basis functions on Noboundary grids. More...

class	OperationMultipleHierarchisationModLinear
	Hierarchisation operation for modified linear basis functions on Noboundary grids. More...

class	OperationMultipleHierarchisationModWavelet
	Hierarchisation operation for modified wavelet basis functions on Noboundary grids. More...

class	OperationMultipleHierarchisationWavelet
	Hierarchisation operation for wavelet basis functions on Noboundary grids. More...

class	OperationMultipleHierarchisationWaveletBoundary
	Hierarchisation operation for wavelet basis functions on Boundary grids. More...

class	Printer
	Singleton class to facilitate debugging output. More...

class	RandomNumberGenerator
	Singleton class for generating pseudo-random numbers (wrapper around std::mt19937 from <random>). More...

class	ScalarFunction
	Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) (e.g., objective functions in optimization). More...

class	ScalarFunctionGradient
	Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) together with their gradients \(\nabla f\colon [0, 1]^d \to \mathbb{R}^d\) (e.g., gradients of objective functions in optimization). More...

class	ScalarFunctionHessian
	Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) together with their gradients \(\nabla f\colon [0, 1]^d \to \mathbb{R}^d\) and Hessians \(H_f\colon [0, 1]^d \to \mathbb{R}^{d \times d}\) (e.g., Hessians of objective functions in optimization). More...

class	ScopedLock
	Wrapper around MutexType which locks and unlocks upon construction/destruction. More...

class	SLE
	Abstract class representing a system of linear equations. More...

class	VectorFunction
	Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) (e.g., equality/inequality constraints \(g(\vec{x}) \le \vec{0}\) or \(g(\vec{x}) = \vec{0}\) in optimization). More...

class	VectorFunctionGradient
	Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) together with their Jacobians \(\nabla g\colon [0, 1]^d \to \mathbb{R}^{m \times d}\), i.e. More...

class	VectorFunctionHessian
	Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) together with their Jacobians \(\nabla g\colon [0, 1]^d \to \mathbb{R}^{m \times d}\), i.e. More...

class	WrapperScalarFunction
	Implementation of ScalarFunction that wraps a std::function object. More...

class	WrapperScalarFunctionGradient
	Implementation of ScalarFunctionGradient that wraps a std::function object. More...

class	WrapperScalarFunctionHessian
	Implementation of ScalarFunctionHessian that wraps a std::function object. More...

class	WrapperVectorFunction
	Implementation of VectorFunction that wraps a std::function object. More...

class	WrapperVectorFunctionGradient
	Implementation of VectorFunctionGradient that wraps a std::function object. More...

class	WrapperVectorFunctionHessian
	Implementation of VectorFunctionHessian that wraps a std::function object. More...

Functions
double	fastPow (double a, double b)
	Fast and approximative version of std::pow. More...

template<class T >
std::ostream &	operator<< (std::ostream &stream, const std::vector< T > &x)
	Concatenate output stream with std::vector. More...

std::ostream &	operator<< (std::ostream &stream, const base::DataVector &x)
	Concatenate output stream with base::DataVector. More...

std::ostream &	operator<< (std::ostream &stream, const sgpp::base::GridPoint &x)
	Concatenate output stream with base::GridPoint. More...

Function Documentation

◆ fastPow()

double sgpp::optimization::fastPow	(	double	a,
		double	b
	)

inline

Fast and approximative version of std::pow.

Source: http://martin.ankerl.com/2012/01/25/optimized-approximative-pow-in-c-and-cpp/

Parameters

a	base
b	exponent

Returns: approximation to \(a^b\)

References python.utils.pca_normalize_dataset::u.

Referenced by sgpp::optimization::IterativeGridGeneratorRitterNovak::generate().

◆ operator<<() [1/3]

template<class T >

std::ostream& sgpp::optimization::operator<<	(	std::ostream &	stream,
		const std::vector< T > &	x
	)

inline

Concatenate output stream with std::vector.

Parameters

stream	output stream
x	vector

Returns: stream

References python.statsfileInfo::i.

◆ operator<<() [2/3]

std::ostream& sgpp::optimization::operator<<	(	std::ostream &	stream,
		const base::DataVector &	x
	)

inline

Concatenate output stream with base::DataVector.

Parameters

stream	output stream
x	vector

Returns: stream

References sgpp::base::DataVector::toString().

◆ operator<<() [3/3]

std::ostream& sgpp::optimization::operator<<	(	std::ostream &	stream,
		const sgpp::base::GridPoint &	x
	)

inline

Concatenate output stream with base::GridPoint.

Parameters

stream	output stream
x	pointer to grid point

Returns: stream

References sgpp::base::HashGridPoint::getDimension(), and sgpp::base::HashGridPoint::getStandardCoordinate().

Namespaces

Classes

Functions

Function Documentation

◆ fastPow()

◆ operator<<() [1/3]

◆ operator<<() [2/3]

◆ operator<<() [3/3]