Define an abstract derivable function ( ).
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#include <roboptim/core/derivable-function.hh>
Public Types | |
typedef vector_t | gradient_t |
Gradient type. | |
typedef matrix_t | jacobian_t |
Jacobian type. | |
typedef std::pair< value_type, value_type > | jacobianSize_t |
Jacobian size type (pair of values). | |
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typedef double | value_type |
Values type. | |
typedef std::size_t | size_type |
Size type. | |
typedef ublas::vector< value_type > | vector_t |
Basic vector type. | |
typedef ublas::matrix< value_type > | matrix_t |
Basic matrix type. | |
typedef vector_t | result_t |
Type of a function evaluation result. | |
typedef vector_t | argument_t |
Type of a function evaluation argument. | |
typedef std::pair< value_type, value_type > | interval_t |
Interval type (lower, upper). Use negative or positive infinity to respectively disable the lower or upper bound. | |
typedef std::vector< interval_t > | intervals_t |
Vector of intervals. | |
typedef boost::tuple < value_type, value_type, value_type > | discreteInterval_t |
Types representing a discrete interval. A discrete interval is a triplet of values: |
Public Member Functions | |
size_type | gradientSize () const throw () |
Return the gradient size. | |
jacobianSize_t | jacobianSize () const throw () |
Return the jacobian size as a pair. | |
bool | isValidGradient (const gradient_t &gradient) const throw () |
Check if the gradient is valid (check size). | |
bool | isValidJacobian (const jacobian_t &jacobian) const throw () |
Check if the jacobian is valid (check sizes). | |
jacobian_t | jacobian (const argument_t &argument) const throw () |
Computes the jacobian. | |
void | jacobian (jacobian_t &jacobian, const argument_t &argument) const throw () |
Computes the jacobian. | |
gradient_t | gradient (const argument_t &argument, size_type functionId=0) const throw () |
Computes the gradient. | |
void | gradient (gradient_t &gradient, const argument_t &argument, size_type functionId=0) const throw () |
Computes the gradient. | |
virtual std::ostream & | print (std::ostream &o) const throw () |
Display the function on the specified output stream. | |
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bool | isValidResult (const result_t &result) const throw () |
Check the given result size is valid. | |
size_type | inputSize () const throw () |
Return the input size (i.e. argument's vector size). | |
size_type | outputSize () const throw () |
Return the output size (i.e. result's vector size). | |
virtual | ~Function () throw () |
Trivial destructor. | |
result_t | operator() (const argument_t &argument) const throw () |
Evaluate the function at a specified point. | |
void | operator() (result_t &result, const argument_t &argument) const throw () |
Evaluate the function at a specified point. | |
const std::string & | getName () const throw () |
Get function name. |
Protected Member Functions | |
DerivableFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string()) throw () | |
Concrete class constructor should call this constructor. | |
virtual void | impl_jacobian (jacobian_t &jacobian, const argument_t &arg) const throw () |
Jacobian evaluation. | |
virtual void | impl_gradient (gradient_t &gradient, const argument_t &argument, size_type functionId=0) const =0 throw () |
Gradient evaluation. | |
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Function (size_type inputSize, size_type outputSize=1, std::string name=std::string()) throw () | |
Concrete class constructor should call this constructor. | |
virtual void | impl_compute (result_t &result, const argument_t &argument) const =0 throw () |
Function evaluation. |
Additional Inherited Members | |
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static const value_type | infinity () throw () |
Get the value that symbolizes positive infinity. | |
static interval_t | makeInterval (value_type l, value_type u) throw () |
Construct an interval from a lower and upper bound. | |
static interval_t | makeInfiniteInterval () throw () |
Construct an infinite interval. | |
static interval_t | makeLowerInterval (value_type l) throw () |
Construct an interval from a lower bound. | |
static interval_t | makeUpperInterval (value_type u) throw () |
Construct an interval from an upper bound. | |
static double | getLowerBound (const interval_t &interval) throw () |
Get the lower bound of an interval. | |
static double | getUpperBound (const interval_t &interval) throw () |
Get the upper bound of an interval. | |
static discreteInterval_t | makeDiscreteInterval (value_type min, value_type max, value_type step) |
Construct a discrete interval. | |
static discreteInterval_t | makeDiscreteInterval (interval_t interval, value_type step) |
Construct a discrete interval. | |
static double | getLowerBound (const discreteInterval_t &interval) throw () |
Get the lower bound of a discrete interval. | |
static double | getUpperBound (const discreteInterval_t &interval) throw () |
Get the upper bound of a discrete interval. | |
static double | getStep (const discreteInterval_t &interval) throw () |
Get the upper step of a discrete interval. | |
template<typename F > | |
static void | foreach (const discreteInterval_t interval, F functor) |
Iterate on an interval. | |
template<typename F > | |
static void | foreach (const interval_t interval, const size_type n, F functor) |
Iterate on an interval. |
Define an abstract derivable function ( ).
A derivable function which provides a way to compute its gradient/jacobian.
,
where
is the input size and
is the output size.
Gradient computation is done through the #impl_gradient method that has to implemented by the concrete class inheriting this class. Jacobian computation is automatically done by concatenating gradients together, however this naive implementation can be overridden by the concrete class. The gradient of a \form#8 function where \form#9 and \form#10 is a matrix. As this representation is costly, RobOptim considers these functions as \form#7 \form#11 functions. Through that mechanism, gradients are always vectors and jacobian are always matrices. When the gradient or the jacobian has to be computed, one has to precise which of the \form#7 functions should be considered. If \form#12, then the function id must always be 0 and can be safely ignored in the gradient/jacobian computation. The class provides a default value for the function id so that these functions do not have to explicitly set the function id.
Gradient type.
Jacobian type.
typedef std::pair<value_type, value_type> roboptim::DerivableFunction::jacobianSize_t |
Jacobian size type (pair of values).
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protected |
Concrete class constructor should call this constructor.
inputSize | input size (argument size) |
outputSize | output size (result size) |
name | function's name |
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inline |
Computes the gradient.
argument | point at which the gradient will be computed |
functionId | function id in split representation |
Referenced by roboptim::checkGradient(), roboptim::checkGradientAndThrow(), and roboptim::IdentityFunction::impl_gradient().
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inline |
Computes the gradient.
Program will abort if the gradient size is wrong before or after the gradient computation.
gradient | gradient will be stored in this argument |
argument | point at which the gradient will be computed |
functionId | function id in split representation |
References RoboptimCoreDout.
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inline |
Return the gradient size.
Gradient size is equals to the input size.
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protectedpure 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.
gradient | gradient will be store in this argument |
argument | point where the gradient will be computed |
functionId | evaluated function id in the split representation |
Implemented in roboptim::NTimesDerivableFunction< 2 >, roboptim::FiniteDifferenceGradient< FdgPolicy >, roboptim::NumericQuadraticFunction, roboptim::NumericLinearFunction, roboptim::ConstantFunction, and roboptim::IdentityFunction.
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protectedvirtual |
Jacobian evaluation.
Computes the jacobian, can be overridden by concrete classes. The default behavior is to compute the jacobian from the gradient.
jacobian | jacobian will be store in this argument |
arg | point where the jacobian will be computed |
Reimplemented in roboptim::NumericLinearFunction, roboptim::ConstantFunction, and roboptim::IdentityFunction.
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inline |
Check if the gradient is valid (check size).
gradient | checked gradient |
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inline |
Check if the jacobian is valid (check sizes).
jacobian | checked jacobian |
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inline |
Computes the jacobian.
argument | point at which the jacobian will be computed |
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inline |
Computes the jacobian.
Program will abort if the jacobian size is wrong before or after the jacobian computation.
jacobian | jacobian will be stored in this argument |
argument | point at which the jacobian will be computed |
References RoboptimCoreDout.
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inline |
Return the jacobian size as a pair.
Gradient size is equals to (output size, input size).
Referenced by roboptim::IdentityFunction::impl_jacobian().
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virtual |
Display the function on the specified output stream.
o | output stream used for display |
Reimplemented from roboptim::Function.
Reimplemented in roboptim::NTimesDerivableFunction< 2 >, roboptim::TwiceDerivableFunction, roboptim::NumericQuadraticFunction, roboptim::QuadraticFunction, roboptim::LinearFunction, roboptim::NumericLinearFunction, roboptim::ConstantFunction, and roboptim::IdentityFunction.