finite-difference-gradient.hh File Reference

Classes

class  roboptim::BadGradient
 Exception thrown when a gradient check fail. More...
struct  roboptim::finiteDifferenceGradientPolicies::Simple
 Fast finite difference gradient computation. More...
struct  roboptim::finiteDifferenceGradientPolicies::FivePointsRule
 Precise finite difference gradient computation. More...
class  roboptim::FiniteDifferenceGradient< FdgPolicy >
 Compute automatically a gradient with finite differences. More...

Namespaces

namespace  roboptim
 Meta-functions, functions and solvers related classes.
namespace  roboptim::finiteDifferenceGradientPolicies
 Contains finite difference gradients policies.

Functions

ROBOPTIM_DLLAPI std::ostream & roboptim::operator<< (std::ostream &o, const BadGradient &f)
 Override operator<< to handle exception display.
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)

Variables

static const double roboptim::finiteDifferenceThreshold = 1e-4
 Default threshold for checkGradient.
static const double roboptim::finiteDifferenceEpsilon = 1e-8
 Default epsilon for finite difference class.