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roboptim::GenericNumericQuadraticFunction< T > Class Template Reference

Build a quadratic function from a matrix and a vector. More...

#include <roboptim/core/numeric-quadratic-function.hh>

Inheritance diagram for roboptim::GenericNumericQuadraticFunction< T >:
roboptim::GenericQuadraticFunction< T > roboptim::GenericTwiceDifferentiableFunction< T > roboptim::GenericDifferentiableFunction< T > roboptim::GenericFunction< T >

Public Types

typedef matrix_t symmetric_t
 Symmetric matrix type. More...
 
typedef const_matrix_ref const_symmetric_ref
 
- Public Types inherited from roboptim::GenericQuadraticFunction< T >
typedef
GenericTwiceDifferentiableFunction
< T > 
parent_t
 
typedef parent_t::size_type size_type
 
- Public Types inherited from roboptim::GenericTwiceDifferentiableFunction< T >
typedef std::pair< size_type,
size_type
hessianSize_t
 Hessian size type represented as a pair of values. More...
 
- Public Types inherited from roboptim::GenericDifferentiableFunction< T >
typedef std::pair< size_type,
size_type
jacobianSize_t
 Jacobian size type (pair of values). More...
 
- Public Types inherited from roboptim::GenericFunction< T >
typedef T traits_t
 Traits type. More...
 
typedef GenericFunctionTraits
< T >::value_type 
value_type
 Values type. More...
 
typedef GenericFunctionTraits
< T >::size_type 
size_type
 Size type. More...
 
typedef std::string name_t
 Type of a function argument name. More...
 
typedef std::vector< name_tnames_t
 Type of a vector of function argument names. More...
 
typedef std::pair< value_type,
value_type
interval_t
 Interval type (lower, upper). More...
 
typedef std::vector< interval_tintervals_t
 Vector of intervals. More...
 
typedef boost::tuple
< value_type, value_type,
value_type
discreteInterval_t
 Types representing a discrete interval. More...
 

Public Member Functions

 ROBOPTIM_TWICE_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_ (GenericQuadraticFunction< T >)
 
 ROBOPTIM_ADD_FLAG (ROBOPTIM_IS_NUMERIC_QUADRATIC)
 
 GenericNumericQuadraticFunction (const_symmetric_ref A, const_vector_ref b, std::string name=std::string())
 Build a quadratic function from a matrix and a vector. More...
 
 GenericNumericQuadraticFunction (const_symmetric_ref A, const_vector_ref b, const_vector_ref c, std::string name=std::string())
 Build a quadratic function from a matrix and a vector. More...
 
 ~GenericNumericQuadraticFunction ()
 
virtual std::ostream & print (std::ostream &) const
 Display the function on the specified output stream. More...
 
const symmetric_tA () const
 
const vector_t & b () const
 
const vector_t & c () const
 
symmetric_tA ()
 
vector_t & b ()
 
vector_t & c ()
 
- Public Member Functions inherited from roboptim::GenericQuadraticFunction< T >
 ROBOPTIM_ADD_FLAG (ROBOPTIM_IS_QUADRATIC)
 
 GenericQuadraticFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string())
 Concrete class constructor should call this constructor. More...
 
- Public Member Functions inherited from roboptim::GenericTwiceDifferentiableFunction< T >
 ROBOPTIM_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_ (GenericDifferentiableFunction< T >)
 
 ROBOPTIM_ADD_FLAG (ROBOPTIM_IS_TWICE_DIFFERENTIABLE)
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (hessian)
 Hessian type. More...
 
hessianSize_t hessianSize () const
 Return the size of a hessian. More...
 
bool isValidHessian (const_hessian_ref hessian) const
 Check if the hessian is valid (check sizes). More...
 
hessian_t hessian (const_argument_ref argument, size_type functionId=0) const
 Compute the hessian at a given point. More...
 
void hessian (hessian_ref hessian, const_argument_ref argument, size_type functionId=0) const
 Compute the hessian at a given point. More...
 
- Public Member Functions inherited from roboptim::GenericDifferentiableFunction< T >
 ROBOPTIM_FUNCTION_FWD_TYPEDEFS_ (GenericFunction< T >)
 
 ROBOPTIM_ADD_FLAG (ROBOPTIM_IS_DIFFERENTIABLE)
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (gradient)
 Gradient type. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (jacobian)
 Jacobian type. More...
 
size_type gradientSize () const
 Return the gradient size. More...
 
jacobianSize_t jacobianSize () const
 Return the jacobian size as a pair. More...
 
bool isValidGradient (const_gradient_ref gradient) const
 Check if the gradient is valid (check size). More...
 
bool isValidJacobian (const_jacobian_ref jacobian) const
 Check if the jacobian is valid (check sizes). More...
 
jacobian_t jacobian (const_argument_ref argument) const
 Computes the jacobian. More...
 
void jacobian (jacobian_ref jacobian, const_argument_ref argument) const
 Computes the jacobian. More...
 
gradient_t gradient (const_argument_ref argument, size_type functionId=0) const
 Computes the gradient. More...
 
void gradient (gradient_ref gradient, const_argument_ref argument, size_type functionId=0) const
 Computes the gradient. More...
 
- Public Member Functions inherited from roboptim::GenericFunction< T >
 ROBOPTIM_DEFINE_FLAG_TYPE ()
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (vector)
 Basic (column) vector type. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (rowVector)
 Row vector type. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (matrix)
 Basic matrix type. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (result)
 Type of a function evaluation result. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (argument)
 Type of a function evaluation argument. More...
 
bool isValidResult (const_result_ref result) const
 Check the given result size is valid. More...
 
GenericFunction< T >::size_type inputSize () const
 Return the input size (i.e. More...
 
GenericFunction< T >::size_type outputSize () const
 Return the output size (i.e. More...
 
virtual ~GenericFunction ()
 Trivial destructor. More...
 
result_t operator() (const_argument_ref argument) const
 Evaluate the function at a specified point. More...
 
void operator() (result_ref result, const_argument_ref argument) const
 Evaluate the function at a specified point. More...
 
const std::string & getName () const
 Get function name. More...
 
virtual flag_t getFlags () const
 Get the type-checking flag. More...
 
template<typename F >
void foreach (const discreteInterval_t interval, F functor)
 
template<typename F >
void foreach (const interval_t interval, const size_type n, F functor)
 
template<class ExpectedType >
ExpectedType * castInto (bool check=false)
 Cast function to ExpectedType. More...
 
template<class ExpectedType >
const ExpectedType * castInto (bool check=false) const
 Cast function to ExpectedType (const). More...
 
template<class ExpectedType >
bool asType () const
 Fonction type checking. More...
 

Protected Member Functions

void impl_compute (result_ref, const_argument_ref) const
 Function evaluation. More...
 
void impl_gradient (gradient_ref, const_argument_ref, size_type=0) const
 Gradient evaluation. More...
 
void impl_jacobian (jacobian_ref, const_argument_ref) const
 Jacobian evaluation. More...
 
void impl_hessian (hessian_ref hessian, const_argument_ref argument, size_type functionId=0) const
 Hessian evaluation. More...
 
template<>
void impl_jacobian (jacobian_ref jacobian, const_argument_ref x) const
 Jacobian evaluation. More...
 
template<>
void impl_gradient (gradient_ref gradient, const_argument_ref x, size_type) const
 Gradient evaluation. More...
 

Additional Inherited Members

- Static Public Member Functions inherited from roboptim::GenericFunction< T >
static value_type epsilon ()
 Get the value of the machine epsilon, useful for floating types comparison. More...
 
static value_type infinity ()
 Get the value that symbolizes positive infinity. More...
 
static interval_t makeInterval (value_type l, value_type u)
 Construct an interval from a lower and upper bound. More...
 
static interval_t makeInfiniteInterval ()
 Construct an infinite interval. More...
 
static interval_t makeLowerInterval (value_type l)
 Construct an interval from a lower bound. More...
 
static interval_t makeUpperInterval (value_type u)
 Construct an interval from an upper bound. More...
 
static value_type getLowerBound (const interval_t &interval)
 Get the lower bound of an interval. More...
 
static value_type getUpperBound (const interval_t &interval)
 Get the upper bound of an interval. More...
 
static discreteInterval_t makeDiscreteInterval (value_type min, value_type max, value_type step)
 Construct a discrete interval. More...
 
static discreteInterval_t makeDiscreteInterval (interval_t interval, value_type step)
 Construct a discrete interval. More...
 
static value_type getLowerBound (const discreteInterval_t &interval)
 Get the lower bound of a discrete interval. More...
 
static value_type getUpperBound (const discreteInterval_t &interval)
 Get the upper bound of a discrete interval. More...
 
static value_type getStep (const discreteInterval_t &interval)
 Get the upper step of a discrete interval. More...
 
template<typename F >
static void foreach (const discreteInterval_t interval, F functor)
 Iterate on an interval. More...
 
template<typename F >
static void foreach (const interval_t interval, const size_type n, F functor)
 Iterate on an interval. More...
 
- Static Public Attributes inherited from roboptim::GenericFunction< T >
static const flag_t flags = ROBOPTIM_IS_FUNCTION
 Flag representing the Roboptim Function type. More...
 

Detailed Description

template<typename T>
class roboptim::GenericNumericQuadraticFunction< T >

Build a quadratic function from a matrix and a vector.

Implement a quadratic function using the general formula:

\[f(x) = x^t A x + b^t x + c\]

where \(A\) and \(B\) are set when the class is instantiated.

Note
A is a symmetric matrix.
Examples:
numeric-quadratic-function.cc.

Member Typedef Documentation

template<typename T>
typedef const_matrix_ref roboptim::GenericNumericQuadraticFunction< T >::const_symmetric_ref
template<typename T>
typedef matrix_t roboptim::GenericNumericQuadraticFunction< T >::symmetric_t

Symmetric matrix type.

Constructor & Destructor Documentation

template<typename T >
roboptim::GenericNumericQuadraticFunction< T >::GenericNumericQuadraticFunction ( const_symmetric_ref  A,
const_vector_ref  b,
std::string  name = std::string () 
)

Build a quadratic function from a matrix and a vector.

c here is omitted and set to zero.

See class documentation for A and b definition.

Parameters
AA symmetric matrix
bb vector
namefunction's name

References ROBOPTIM_ASSERT_MSG.

template<typename T >
roboptim::GenericNumericQuadraticFunction< T >::GenericNumericQuadraticFunction ( const_symmetric_ref  A,
const_vector_ref  b,
const_vector_ref  c,
std::string  name = std::string () 
)

Build a quadratic function from a matrix and a vector.

See class documentation for A, b, c definition.

Parameters
AA symmetric matrix (inputSize * inputSize)
bb vector (size inputSize)
cc vector (size one)
namefunction's name

References ROBOPTIM_ASSERT_MSG.

Member Function Documentation

template<typename T>
const symmetric_t& roboptim::GenericNumericQuadraticFunction< T >::A ( ) const
inline
template<typename T>
symmetric_t& roboptim::GenericNumericQuadraticFunction< T >::A ( )
inline
template<typename T>
const vector_t& roboptim::GenericNumericQuadraticFunction< T >::b ( ) const
inline
template<typename T>
vector_t& roboptim::GenericNumericQuadraticFunction< T >::b ( )
inline
template<typename T>
const vector_t& roboptim::GenericNumericQuadraticFunction< T >::c ( ) const
inline
template<typename T>
vector_t& roboptim::GenericNumericQuadraticFunction< T >::c ( )
inline
template<typename T >
void roboptim::GenericNumericQuadraticFunction< T >::impl_compute ( result_ref  result,
const_argument_ref  argument 
) const
protectedvirtual

Function evaluation.

Evaluate the function, has to be implemented in concrete classes.

Warning
Do not call this function directly, call operator()(result_ref, const_argument_ref) const instead.
Parameters
resultresult will be stored in this vector
argumentpoint at which the function will be evaluated

Implements roboptim::GenericFunction< T >.

template<typename T >
void roboptim::GenericNumericQuadraticFunction< T >::impl_gradient ( gradient_ref  gradient,
const_argument_ref  argument,
size_type  functionId = 0 
) const
protectedvirtual

Gradient evaluation.

Compute the gradient, has to be implemented in concrete classes. The gradient is computed for a specific sub-function whose id is passed through the functionId argument.

Warning
Do not call this function directly, call gradient instead.
Parameters
gradientgradient will be stored in this vector
argumentpoint where the gradient will be computed
functionIdevaluated function id in the split representation

Implements roboptim::GenericDifferentiableFunction< T >.

template<>
void roboptim::GenericNumericQuadraticFunction< EigenMatrixSparse >::impl_gradient ( gradient_ref  gradient,
const_argument_ref  argument,
size_type  functionId 
) const
inlineprotectedvirtual

Gradient evaluation.

Compute the gradient, has to be implemented in concrete classes. The gradient is computed for a specific sub-function whose id is passed through the functionId argument.

Warning
Do not call this function directly, call gradient instead.
Parameters
gradientgradient will be stored in this vector
argumentpoint where the gradient will be computed
functionIdevaluated function id in the split representation

Implements roboptim::GenericDifferentiableFunction< T >.

template<typename T >
void roboptim::GenericNumericQuadraticFunction< T >::impl_hessian ( hessian_ref  hessian,
const_argument_ref  argument,
size_type  functionId = 0 
) const
protectedvirtual

Hessian evaluation.

Compute the hessian, has to be implemented in concrete classes. The hessian is computed for a specific sub-function which id is passed through the functionId argument.

Warning
Do not call this function directly, call hessian instead.
Parameters
hessianhessian will be stored here
argumentpoint where the hessian will be computed
functionIdevaluated function id in the split representation

Implements roboptim::GenericTwiceDifferentiableFunction< T >.

template<>
void roboptim::GenericNumericQuadraticFunction< EigenMatrixSparse >::impl_jacobian ( jacobian_ref  jacobian,
const_argument_ref  arg 
) const
inlineprotectedvirtual

Jacobian evaluation.

Computes the jacobian, can be overridden by concrete classes. The default behavior is to compute the jacobian from the gradient.

Warning
Do not call this function directly, call jacobian instead.
Parameters
jacobianjacobian will be store in this argument
argpoint where the jacobian will be computed

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

Reimplemented from roboptim::GenericDifferentiableFunction< T >.

References roboptim::is_malloc_allowed(), and roboptim::set_is_malloc_allowed().

template<typename T >
void roboptim::GenericNumericQuadraticFunction< T >::impl_jacobian ( jacobian_ref  jacobian,
const_argument_ref  arg 
) const
protectedvirtual

Jacobian evaluation.

Computes the jacobian, can be overridden by concrete classes. The default behavior is to compute the jacobian from the gradient.

Warning
Do not call this function directly, call jacobian instead.
Parameters
jacobianjacobian will be store in this argument
argpoint where the jacobian will be computed

Reimplemented from roboptim::GenericDifferentiableFunction< T >.

template<typename T >
std::ostream & roboptim::GenericNumericQuadraticFunction< T >::print ( std::ostream &  o) const
virtual

Display the function on the specified output stream.

Parameters
ooutput stream used for display
Returns
output stream

Reimplemented from roboptim::GenericQuadraticFunction< T >.

References roboptim::decindent(), roboptim::iendl(), roboptim::incindent(), and roboptim::toDense().

template<typename T>
roboptim::GenericNumericQuadraticFunction< T >::ROBOPTIM_ADD_FLAG ( ROBOPTIM_IS_NUMERIC_QUADRATIC  )
template<typename T>
roboptim::GenericNumericQuadraticFunction< T >::ROBOPTIM_TWICE_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_ ( GenericQuadraticFunction< T >  )