Define an abstract function which is derivable twice ( ).
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#include <roboptim/core/twice-derivable-function.hh>
Public Types | |
typedef ublas::symmetric_matrix < value_type, ublas::lower > | hessian_t |
Hessian type. | |
typedef std::pair< size_type, size_type > | hessianSize_t |
Hessian size type represented as a pair of values. | |
Public Member Functions | |
hessianSize_t | hessianSize () const throw () |
Return the size of a hessian. | |
bool | isValidHessian (const hessian_t &hessian) const throw () |
Check if the hessian is valid (check sizes). | |
hessian_t | hessian (const argument_t &argument, size_type functionId=0) const throw () |
Compute the hessian at a given point. | |
void | hessian (hessian_t &hessian, const argument_t &argument, size_type functionId=0) const throw () |
Compute the hessian at a given point. | |
virtual std::ostream & | print (std::ostream &) const throw () |
Display the function on the specified output stream. | |
Protected Member Functions | |
TwiceDerivableFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string()) throw () | |
Concrete class constructor should call this constructor. | |
virtual void | impl_hessian (hessian_t &hessian, const argument_t &argument, size_type functionId=0) const =0 throw () |
Hessian evaluation. |
Define an abstract function which is derivable twice ( ).
A twice derivable function is a derivable function which provides a way to compute its hessian.
,
where
is the input size and
is the output size.
Hessian computation is done through the impl_hessian method that has to implemented by the concrete class inheriting this class.
The hessian of a function where
and
is a tensor. To avoid this costly representation, the function is split into
functions. See DerivableFunction documentation for more information.
typedef ublas::symmetric_matrix<value_type, ublas::lower> roboptim::TwiceDerivableFunction::hessian_t |
Hessian type.
Hessians are symmetric matrices.
typedef std::pair<size_type, size_type> roboptim::TwiceDerivableFunction::hessianSize_t |
Hessian size type represented as a pair of values.
roboptim::TwiceDerivableFunction::TwiceDerivableFunction | ( | size_type | inputSize, |
size_type | outputSize = 1 , |
||
std::string | name = std::string () |
||
) | throw () [protected] |
Concrete class constructor should call this constructor.
inputSize | input size (argument size) |
outputSize | output size (result size) |
name | function's name |
hessian_t roboptim::TwiceDerivableFunction::hessian | ( | const argument_t & | argument, |
size_type | functionId = 0 |
||
) | const throw () [inline] |
Compute the hessian at a given point.
Program will abort if the argument size is wrong.
argument | point where the hessian will be computed |
functionId | evaluated function id in the split representation |
void roboptim::TwiceDerivableFunction::hessian | ( | hessian_t & | hessian, |
const argument_t & | argument, | ||
size_type | functionId = 0 |
||
) | const throw () [inline] |
Compute the hessian at a given point.
Program will abort if the argument size is wrong.
hessian | hessian will be stored here |
argument | point where the hessian will be computed |
functionId | evaluated function id in the split representation |
References RoboptimCoreDout.
hessianSize_t roboptim::TwiceDerivableFunction::hessianSize | ( | ) | const throw () [inline] |
Return the size of a hessian.
Hessian size is equales to (input size, input size).
virtual void roboptim::TwiceDerivableFunction::impl_hessian | ( | hessian_t & | hessian, |
const argument_t & | argument, | ||
size_type | functionId = 0 |
||
) | const throw () [protected, pure 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 |
Implemented in roboptim::NTimesDerivableFunction< 2 >, roboptim::NumericQuadraticFunction, and roboptim::LinearFunction.
bool roboptim::TwiceDerivableFunction::isValidHessian | ( | const hessian_t & | hessian | ) | const throw () [inline] |
Check if the hessian is valid (check sizes).
hessian | hessian that will be checked |
std::ostream & roboptim::TwiceDerivableFunction::print | ( | std::ostream & | o | ) | const throw () [virtual] |
Display the function on the specified output stream.
o | output stream used for display |
Reimplemented from roboptim::DerivableFunction.
Reimplemented in roboptim::NTimesDerivableFunction< 2 >, roboptim::NumericQuadraticFunction, roboptim::QuadraticFunction, roboptim::LinearFunction, roboptim::NumericLinearFunction, roboptim::ConstantFunction, and roboptim::IdentityFunction.