roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T > Class Template Reference

Precise finite difference gradient computation. More...

#include <roboptim/core/decorator/finite-difference-gradient.hh>

Inheritance diagram for roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >:

List of all members.

Public Member Functions
	ROBOPTIM_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_ (GenericDifferentiableFunction< T >)
	FivePointsRule (const GenericFunction< T > &adaptee)
void	computeColumn (value_type epsilon, gradient_ref column, const_argument_ref argument, size_type colIdx, argument_ref xEps) const
void	computeGradient (value_type epsilon, gradient_ref gradient, const_argument_ref argument, size_type idFunction, argument_ref xEps) const
void	computeJacobian (value_type epsilon, jacobian_ref jacobian, const_argument_ref argument, argument_ref xEps) const
void	compute_deriv (typename GenericFunction< T >::size_type j, double h, double &result, double &round, double &trunc, typename GenericFunction< T >::const_argument_ref argument, typename GenericFunction< T >::size_type idFunction, typename GenericFunction< T >::argument_ref xEps) const
	Algorithm from the Gnu Scientific Library.
template<>
void	computeGradient (value_type epsilon, gradient_ref gradient, const_argument_ref argument, size_type idFunction, argument_ref xEps) const
template<>
void	computeJacobian (value_type epsilon, jacobian_ref jacobian, const_argument_ref argument, argument_ref xEps) const
template<>
void	computeColumn (value_type, gradient_ref, const_argument_ref, size_type, argument_ref) const

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Detailed Description

template<typename T>
class roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >

Precise finite difference gradient computation.

Finite difference is computed using five-points stencil (i.e. ).

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Constructor & Destructor Documentation

template<typename T >

roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >::FivePointsRule

(

const GenericFunction< T > &

adaptee

)

[inline, explicit]

---

Member Function Documentation

template<typename T >

void roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >::compute_deriv	(	typename GenericFunction< T >::size_type	j,
		double	h,
		double &	result,
		double &	round,
		double &	trunc,
		typename GenericFunction< T >::const_argument_ref	argument,
		typename GenericFunction< T >::size_type	idFunction,
		typename GenericFunction< T >::argument_ref	xEps
	)		const

Algorithm from the Gnu Scientific Library.

template<typename T >

void roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >::computeColumn	(	value_type	epsilon,
		gradient_ref	column,
		const_argument_ref	argument,
		size_type	colIdx,
		argument_ref	xEps
	)		const [virtual]

Implements roboptim::finiteDifferenceGradientPolicies::Policy< T >.

template<>

void roboptim::finiteDifferenceGradientPolicies::FivePointsRule< EigenMatrixSparse >::computeColumn	(	value_type	,
		gradient_ref	,
		const_argument_ref	,
		size_type	,
		argument_ref
	)		const [inline, virtual]

Implements roboptim::finiteDifferenceGradientPolicies::Policy< T >.

template<typename T >

void roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >::computeGradient	(	value_type	epsilon,
		gradient_ref	gradient,
		const_argument_ref	argument,
		size_type	idFunction,
		argument_ref	xEps
	)		const [virtual]

Implements roboptim::finiteDifferenceGradientPolicies::Policy< T >.

template<>

void roboptim::finiteDifferenceGradientPolicies::FivePointsRule< EigenMatrixSparse >::computeGradient	(	value_type	epsilon,
		gradient_ref	gradient,
		const_argument_ref	argument,
		size_type	idFunction,
		argument_ref	xEps
	)		const [inline, virtual]

Implements roboptim::finiteDifferenceGradientPolicies::Policy< T >.

template<typename T >

void roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >::computeJacobian	(	value_type	epsilon,
		jacobian_ref	jacobian,
		const_argument_ref	argument,
		argument_ref	xEps
	)		const [virtual]

Reimplemented from roboptim::finiteDifferenceGradientPolicies::Policy< T >.

template<>

void roboptim::finiteDifferenceGradientPolicies::FivePointsRule< EigenMatrixSparse >::computeJacobian	(	value_type	epsilon,
		jacobian_ref	jacobian,
		const_argument_ref	argument,
		argument_ref	xEps
	)		const [inline, virtual]

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

Reimplemented from roboptim::finiteDifferenceGradientPolicies::Policy< T >.

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

template<typename T >

roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >::ROBOPTIM_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_

(

GenericDifferentiableFunction< T >

)

Reimplemented from roboptim::finiteDifferenceGradientPolicies::Policy< T >.