Build a quadratic function from a matrix and a vector. More...
#include <roboptim/core/numeric-quadratic-function.hh>
Public Types | |
typedef matrix_t | symmetric_t |
Symmetric matrix type. | |
Public Member Functions | |
NumericQuadraticFunction (const symmetric_t &A, const vector_t &b) throw () | |
Build a quadratic function from a matrix and a vector. | |
~NumericQuadraticFunction () throw () | |
virtual std::ostream & | print (std::ostream &) const throw () |
Display the function on the specified output stream. | |
Protected Member Functions | |
void | impl_compute (result_t &, const argument_t &) const throw () |
Function evaluation. | |
void | impl_gradient (gradient_t &, const argument_t &, size_type=0) const throw () |
Gradient evaluation. | |
void | impl_hessian (hessian_t &hessian, const argument_t &argument, size_type functionId=0) const throw () |
Hessian evaluation. |
Build a quadratic function from a matrix and a vector.
Implement a quadratic function using the general formula:
where and are set when the class is instantiated.
Symmetric matrix type.
roboptim::NumericQuadraticFunction::NumericQuadraticFunction | ( | const symmetric_t & | A, |
const vector_t & | b | ||
) | throw () |
Build a quadratic function from a matrix and a vector.
See class documentation for A and b definition.
A | A symmetric matrix |
b | b vector |
void roboptim::NumericQuadraticFunction::impl_compute | ( | result_t & | result, |
const argument_t & | argument | ||
) | const throw () [protected, virtual] |
Function evaluation.
Evaluate the function, has to be implemented in concrete classes.
result | result will be stored in this vector |
argument | point at which the function will be evaluated |
Implements roboptim::GenericFunction< T >.
void roboptim::NumericQuadraticFunction::impl_gradient | ( | gradient_t & | gradient, |
const argument_t & | argument, | ||
size_type | functionId = 0 |
||
) | const throw () [protected, virtual] |
Gradient evaluation.
Compute the gradient, has to be implemented in concrete classes. The gradient is computed for a specific sub-function which id is passed through the functionId argument.
gradient | gradient will be store in this argument |
argument | point where the gradient will be computed |
functionId | evaluated function id in the split representation |
Implements roboptim::GenericDifferentiableFunction< T >.
void roboptim::NumericQuadraticFunction::impl_hessian | ( | hessian_t & | hessian, |
const argument_t & | argument, | ||
size_type | functionId = 0 |
||
) | const throw () [protected, virtual] |
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.
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 >.
std::ostream & roboptim::NumericQuadraticFunction::print | ( | std::ostream & | o | ) | const throw () [virtual] |
Display the function on the specified output stream.
o | output stream used for display |
Reimplemented from roboptim::GenericQuadraticFunction< T >.
References roboptim::decindent(), roboptim::iendl(), and roboptim::incindent().