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

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

Inheritance diagram for roboptim::GenericNumericQuadraticFunction< 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_t >	names_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_t >	intervals_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_t &	A () const

const vector_t &	b () const

const vector_t &	c () const

symmetric_t &	A ()

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

A	A symmetric matrix
b	b vector
name	function'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

A	A symmetric matrix (inputSize * inputSize)
b	b vector (size inputSize)
c	c vector (size one)
name	function's name

References ROBOPTIM_ASSERT_MSG.

template<typename T >

roboptim::GenericNumericQuadraticFunction< T >::~GenericNumericQuadraticFunction ( )

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

result	result will be stored in this vector
argument	point 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

gradient	gradient will be stored in this vector
argument	point where the gradient will be computed
functionId	evaluated 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

gradient	gradient will be stored in this vector
argument	point where the gradient will be computed
functionId	evaluated 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

hessian	hessian will be stored here
argument	point where the hessian will be computed
functionId	evaluated 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

jacobian	jacobian will be store in this argument
arg	point where the jacobian will be computed

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

jacobian	jacobian will be store in this argument
arg	point 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

o	output 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 > )

Public Types

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

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

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

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