roboptim::NumericQuadraticFunction Class Reference

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

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

+ Inheritance diagram for roboptim::NumericQuadraticFunction:

Public Types

typedef
ublas::symmetric_matrix
< double, ublas::lower > 
symmetric_t
 Symmetric matrix type. More...
 

Public Member Functions

 NumericQuadraticFunction (const symmetric_t &A, const vector_t &b) throw ()
 Build a quadratic function from a matrix and a vector. More...
 
 ~NumericQuadraticFunction () throw ()
 
virtual std::ostream & print (std::ostream &) const throw ()
 Display the function on the specified output stream. More...
 
- Public Member Functions inherited from roboptim::QuadraticFunction
 QuadraticFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string()) throw ()
 Concrete class constructor should call this constructor. More...
 
- Public Member Functions inherited from roboptim::TwiceDerivableFunction
hessianSize_t hessianSize () const throw ()
 Return the size of a hessian. More...
 
bool isValidHessian (const hessian_t &hessian) const throw ()
 Check if the hessian is valid (check sizes). More...
 
hessian_t hessian (const argument_t &argument, size_type functionId=0) const throw ()
 Compute the hessian at a given point. More...
 
void hessian (hessian_t &hessian, const argument_t &argument, size_type functionId=0) const throw ()
 Compute the hessian at a given point. More...
 
- Public Member Functions inherited from roboptim::DerivableFunction
size_type gradientSize () const throw ()
 Return the gradient size. More...
 
jacobianSize_t jacobianSize () const throw ()
 Return the jacobian size as a pair. More...
 
bool isValidGradient (const gradient_t &gradient) const throw ()
 Check if the gradient is valid (check size). More...
 
bool isValidJacobian (const jacobian_t &jacobian) const throw ()
 Check if the jacobian is valid (check sizes). More...
 
jacobian_t jacobian (const argument_t &argument) const throw ()
 Computes the jacobian. More...
 
void jacobian (jacobian_t &jacobian, const argument_t &argument) const throw ()
 Computes the jacobian. More...
 
gradient_t gradient (const argument_t &argument, size_type functionId=0) const throw ()
 Computes the gradient. More...
 
void gradient (gradient_t &gradient, const argument_t &argument, size_type functionId=0) const throw ()
 Computes the gradient. More...
 
- Public Member Functions inherited from roboptim::Function
bool isValidResult (const result_t &result) const throw ()
 Check the given result size is valid. More...
 
size_type inputSize () const throw ()
 Return the input size (i.e. argument's vector size). More...
 
size_type outputSize () const throw ()
 Return the output size (i.e. result's vector size). More...
 
virtual ~Function () throw ()
 Trivial destructor. More...
 
result_t operator() (const argument_t &argument) const throw ()
 Evaluate the function at a specified point. More...
 
void operator() (result_t &result, const argument_t &argument) const throw ()
 Evaluate the function at a specified point. More...
 
const std::string & getName () const throw ()
 Get function name. More...
 

Protected Member Functions

void impl_compute (result_t &, const argument_t &) const throw ()
 Function evaluation. More...
 
void impl_gradient (gradient_t &, const argument_t &, size_type=0) const throw ()
 Gradient evaluation. More...
 
void impl_hessian (hessian_t &hessian, const argument_t &argument, size_type functionId=0) const throw ()
 Hessian evaluation. More...
 

Additional Inherited Members

- Static Public Member Functions inherited from roboptim::Function
static const value_type infinity () throw ()
 Get the value that symbolizes positive infinity. More...
 
static interval_t makeInterval (value_type l, value_type u) throw ()
 Construct an interval from a lower and upper bound. More...
 
static interval_t makeInfiniteInterval () throw ()
 Construct an infinite interval. More...
 
static interval_t makeLowerInterval (value_type l) throw ()
 Construct an interval from a lower bound. More...
 
static interval_t makeUpperInterval (value_type u) throw ()
 Construct an interval from an upper bound. More...
 
static double getLowerBound (const interval_t &interval) throw ()
 Get the lower bound of an interval. More...
 
static double getUpperBound (const interval_t &interval) throw ()
 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 double getLowerBound (const discreteInterval_t &interval) throw ()
 Get the lower bound of a discrete interval. More...
 
static double getUpperBound (const discreteInterval_t &interval) throw ()
 Get the upper bound of a discrete interval. More...
 
static double getStep (const discreteInterval_t &interval) throw ()
 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...
 

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
AA symmetric matrix
bb vector
roboptim::NumericQuadraticFunction::~NumericQuadraticFunction ( ) throw ()

Member Function Documentation

void roboptim::NumericQuadraticFunction::impl_compute ( result_t result,
const argument_t argument 
) const throw ()
protectedvirtual

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
resultresult will be stored in this vector
argumentpoint 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 ()
protectedvirtual

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
gradientgradient will be store in this argument
argumentpoint where the gradient will be computed
functionIdevaluated 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 ()
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
hessianhessian will be stored here
argumentpoint where the hessian will be computed
functionIdevaluated 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
ooutput stream used for display
Returns
output stream

Reimplemented from roboptim::QuadraticFunction.

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