finite-difference-gradient.hh File Reference

#include <stdexcept>
#include <roboptim/core/fwd.hh>
#include <roboptim/core/differentiable-function.hh>
#include <roboptim/core/portability.hh>
#include <roboptim/core/finite-difference-gradient.hxx>

Classes
class	roboptim::BadGradient< T >
	Exception thrown when a gradient check fails. More...
class	roboptim::BadJacobian< T >
	Exception thrown when a Jacobian check fails. More...
class	roboptim::finiteDifferenceGradientPolicies::Policy< T >
	Interface for the finite difference gradient policies. More...
class	roboptim::finiteDifferenceGradientPolicies::Simple< T >
	Fast finite difference gradient computation. More...
class	roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >
	Precise finite difference gradient computation. More...
class	roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >
	Compute automatically a gradient with finite differences. More...
Namespaces
namespace	roboptim
	Meta-functions, functions and solver-related classes.
namespace	roboptim::finiteDifferenceGradientPolicies
	Contains finite difference gradients policies.
Functions
template<typename T >
std::ostream &	roboptim::operator<< (std::ostream &o, const BadGradient< T > &f)
	Override operator<< to handle exception display.
template<typename T >
std::ostream &	roboptim::operator<< (std::ostream &o, const BadJacobian< T > &f)
	Override operator<< to handle exception display.
template<typename T >
bool	roboptim::checkGradient (const GenericDifferentiableFunction< T > &function, typename GenericDifferentiableFunction< T >::size_type functionId, typename GenericDifferentiableFunction< T >::const_argument_ref x, typename GenericDifferentiableFunction< T >::value_type threshold=finiteDifferenceThreshold)
	Check if a gradient is valid.
template<typename T >
void	roboptim::checkGradientAndThrow (const GenericDifferentiableFunction< T > &function, typename GenericDifferentiableFunction< T >::size_type functionId, typename GenericDifferentiableFunction< T >::const_argument_ref x, typename GenericDifferentiableFunction< T >::value_type threshold=finiteDifferenceThreshold) throw (BadGradient<T>)
template<typename T >
bool	roboptim::checkJacobian (const GenericDifferentiableFunction< T > &function, typename GenericDifferentiableFunction< T >::const_argument_ref x, typename GenericDifferentiableFunction< T >::value_type threshold=finiteDifferenceThreshold)
	Check if a Jacobian is valid.
template<typename T >
void	roboptim::checkJacobianAndThrow (const GenericDifferentiableFunction< T > &function, typename GenericDifferentiableFunction< T >::const_argument_ref x, typename GenericDifferentiableFunction< T >::value_type threshold=finiteDifferenceThreshold) throw (BadJacobian<T>)
Variables
static const double	roboptim::finiteDifferenceThreshold = 1e-4
	Default threshold for checkGradient.
static const double	roboptim::finiteDifferenceEpsilon = 1e-8
	Default epsilon for finite difference class.