roboptim::NumericQuadraticFunction Class Reference
[Mathematical functions]

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

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

Inheritance diagram for roboptim::NumericQuadraticFunction:
roboptim::QuadraticFunction roboptim::TwiceDerivableFunction roboptim::DerivableFunction roboptim::Function

List of all members.

Public Types

typedef
ublas::symmetric_matrix
< double, ublas::lower > 
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.

Detailed Description

Build a quadratic function from a matrix and a vector.

Implement a quadratic function using the general formula:

\[f(x) = \frac{1}{2} x^t A x + b^t x\]

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

typedef ublas::symmetric_matrix<double, ublas::lower> roboptim::NumericQuadraticFunction::symmetric_t

Symmetric matrix type.


Constructor & Destructor Documentation

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.

Parameters:
A A symmetric matrix
b b vector
roboptim::NumericQuadraticFunction::~NumericQuadraticFunction (  )  throw ()

Member Function Documentation

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.

Warning:
Do not call this function directly, call operator()(result_t&, const argument_t&) const throw () instead.
Parameters:
result result will be stored in this vector
argument point at which the function will be evaluated

Implements roboptim::Function.

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.

Warning:
Do not call this function directly, call gradient instead.
Parameters:
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::DerivableFunction.

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.

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::TwiceDerivableFunction.

std::ostream & roboptim::NumericQuadraticFunction::print ( std::ostream &  o  )  const throw () [virtual]

Display the function on the specified output stream.

Parameters:
o output stream used for display
Returns:
output stream

Reimplemented from roboptim::QuadraticFunction.

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