Differentiator Class Reference
Given a function f(y), where f, y or both can be vectors, calculate the derivative (gradient, Jacobian) df/dy.
More...
#include <Differentiator.h>
List of all members.
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...
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| 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...
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| 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...
|
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) |
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.)
Member Enumeration Documentation
- Enumerator:
| UnspecifiedMethod |
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| ForwardDifference |
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| CentralDifference |
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Constructor & Destructor Documentation
Member Function Documentation
| Real calcDerivative |
( |
Real |
y0, |
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Method |
= UnspecifiedMethod | |
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) |
| | const |
| void calcDerivative |
( |
Real |
y0, |
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Real |
fy0, |
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Real & |
dfdy, |
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Method |
= UnspecifiedMethod | |
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) |
| | const |
| void calcGradient |
( |
const Vector & |
y0, |
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Real |
fy0, |
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Vector & |
gf, |
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Method |
= UnspecifiedMethod | |
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) |
| | const |
| Method getDefaultMethod |
( |
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const |
| static const char* getMethodName |
( |
Method |
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) |
[static] |
| static int getMethodOrder |
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Method |
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) |
[static] |
| long getNCallsToUserFunction |
( |
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const |
| long getNDifferentiationFailures |
( |
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) |
const |
| long getNDifferentiations |
( |
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const |
| static bool isValidMethod |
( |
Method |
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) |
[static] |
| void resetAllStatistics |
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) |
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The documentation for this class was generated from the following file:
