Mathematical functions

Classes

class  roboptim::ConstantFunction
 Constant function. More...
class  roboptim::FiniteDifferenceGradient< FdgPolicy >
 Compute automatically a gradient with finite differences. More...
class  roboptim::IdentityFunction
 Identity function. More...
class  roboptim::NTimesDerivableFunction< 2 >
 Explicit specialization for the stop case of NTimesDerivable class. More...
class  roboptim::NTimesDerivableFunction< DerivabilityOrder >
 Define a $\mathbb{R} \rightarrow \mathbb{R}^m$ function, derivable n times ( $n \geq 2$). More...
class  roboptim::NumericLinearFunction
 Build a linear function from a vector and a matrix. More...
class  roboptim::NumericQuadraticFunction
 Build a quadratic function from a matrix and a vector. More...

Functions

ROBOPTIM_DLLAPI bool roboptim::checkGradient (const DerivableFunction &function, int functionId, const Function::vector_t &x, Function::value_type threshold=finiteDifferenceThreshold) throw ()
 Check if a gradient is valid.
ROBOPTIM_DLLAPI void roboptim::checkGradientAndThrow (const DerivableFunction &function, int functionId, const Function::vector_t &x, Function::value_type threshold=finiteDifferenceThreshold) throw (BadGradient)

Detailed Description


Function Documentation

bool roboptim::checkGradient ( const DerivableFunction &  function,
int  functionId,
const Function::vector_t &  x,
Function::value_type  threshold = finiteDifferenceThreshold 
) throw ()

Check if a gradient is valid.

Check if a gradient is valid by comparing the distance between its gradient and an automatically computed finite differences gradient.

Parameters:
functionfunction that will be checked
functionIdfunction id in split representation
xpoint where the gradient will be evaluated
thresholdmaximum tolerated error
Returns:
true if valid, false if not
Examples:
finite-difference-gradient.cc.

References roboptim::DerivableFunction::gradient().

Referenced by roboptim::checkGradientAndThrow().

void roboptim::checkGradientAndThrow ( const DerivableFunction &  function,
int  functionId,
const Function::vector_t &  x,
Function::value_type  threshold = finiteDifferenceThreshold 
) throw (BadGradient)