Differentiator Class Reference

#include <Differentiator.h>

List of all members.

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Detailed Description

Given a function f(y), where f, y or both can be vectors, calculate the derivative (gradient, Jacobian) df/dy.

Calculation is done using numerical differencing, which should be considered a last resort for cases in which the analytic derivative is unavailable. (Note that you can obtain an analytic gradient automatically from the source code for f using complex step derivatives, ADIFOR, etc.)

Public Types
enum	Method { UnspecifiedMethod = 0, ForwardDifference = 1, CentralDifference = 2 }
Public Member Functions
virtual	~Differentiator ()
	Differentiator (const Function &f, Method defaultMethod=UnspecifiedMethod)
Differentiator &	setDefaultMethod (Method)
Method	getDefaultMethod () const
void	calcDerivative (Real y0, Real fy0, Real &dfdy, Method=UnspecifiedMethod) const
void	calcGradient (const Vector &y0, Real fy0, Vector &gf, Method=UnspecifiedMethod) const
void	calcJacobian (const Vector &y0, const Vector &fy0, Matrix &dfdy, Method=UnspecifiedMethod) const
Real	calcDerivative (Real y0, Method=UnspecifiedMethod) const
Vector	calcGradient (const Vector &y0, Method=UnspecifiedMethod) const
Matrix	calcJacobian (const Vector &y0, Method=UnspecifiedMethod) const
void	resetAllStatistics ()
long	getNDifferentiations () const
long	getNDifferentiationFailures () const
long	getNCallsToUserFunction () const
Static Public Member Functions
static bool	isValidMethod (Method)
static const char *	getMethodName (Method)
static int	getMethodOrder (Method)
Friends
class	DifferentiatorRep
Classes
class	Function
	This abstract class defines a function to be differentiated (repeatedly) by a Differentiator object. More...
class	GradientFunction
	Derive a concrete class from this one if you have a scalar function of multiple variables that you want to differentiate. More...
class	JacobianFunction
	Derive a concrete class from this one if you have a set of functions (i.e., a vector-valued function) of multiple variables that you want to differentiate. More...
class	ScalarFunction
	Derive a concrete class from this one if you have a scalar function of a single scalar variable that you want to differentiate. More...

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Member Enumeration Documentation

enum Method

Enumerator:

UnspecifiedMethod
ForwardDifference
CentralDifference

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Constructor & Destructor Documentation

virtual ~Differentiator

(

)

[virtual]

Differentiator	(	const Function &	f,
		Method	defaultMethod = UnspecifiedMethod
	)			[explicit]

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Member Function Documentation

static bool isValidMethod

(

Method

)

[static]

static const char* getMethodName

(

Method

)

[static]

static int getMethodOrder

(

Method

)

[static]

Differentiator& setDefaultMethod

(

Method

)

Referenced by main().

Method getDefaultMethod

(

)

const

Referenced by main().

void calcDerivative	(	Real	y0,
		Real	fy0,
		Real &	dfdy,
		Method	= UnspecifiedMethod
	)			const

Referenced by main().

void calcGradient	(	const Vector &	y0,
		Real	fy0,
		Vector &	gf,
		Method	= UnspecifiedMethod
	)			const

Referenced by main().

void calcJacobian	(	const Vector &	y0,
		const Vector &	fy0,
		Matrix &	dfdy,
		Method	= UnspecifiedMethod
	)			const

Referenced by main().

Real calcDerivative	(	Real	y0,
		Method	= UnspecifiedMethod
	)			const

Vector calcGradient	(	const Vector &	y0,
		Method	= UnspecifiedMethod
	)			const

Matrix calcJacobian	(	const Vector &	y0,
		Method	= UnspecifiedMethod
	)			const

void resetAllStatistics

(

)

long getNDifferentiations

(

)

const

Referenced by main().

long getNDifferentiationFailures

(

)

const

Referenced by main().

long getNCallsToUserFunction

(

)

const

Referenced by main().

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Friends And Related Function Documentation

friend class DifferentiatorRep [friend]

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The documentation for this class was generated from the following file:

• Differentiator.h