This class provides function objects representing linear combinations of the elements of their vector arguments. More...

#include <LinearCombination.hpp>

Inheritance diagram for ipo_function::concrete::LinearCombination:

Collaboration diagram for ipo_function::concrete::LinearCombination:

Public Member Functions
	LinearCombination (size_t const size=0)
	The constructor sets up function as a linear combination of size entries. More...

void	resize (size_t const size)
	Resize the vector of coefficients. More...

void	setCoefficient (size_t const index, double const value)
	Set the value of a coefficient. More...

double	getCoefficient (size_t const index) const
	Get the value of a coefficient. More...

gsl::vector const &	getCoefficients () const
	Get the coefficients as a vector by reference. More...

void	setCoefficients (gsl::vector const &vector)
	Set coefficients from a vector. More...

virtual double	operator() (gsl::vector const &vector)
	The function operator: computes the sum of the vector entries. More...

virtual gsl::vector	gradient (gsl::vector const &vector)
	The function operator: returns the gradient: the coefficients. More...

virtual gsl::matrix	hessian (gsl::vector const &vector)
	The function operator: returns the Hessian: a matrix of 0s. More...

virtual void	setVector (gsl::vector const &vector)
	Set a vector and compute function value, gradient and Hessian efficiently. More...

Public Member Functions inherited from ipo_function::Function
	Function (size_t const size=0)
	Constructor. More...

virtual std::tuple < gsl::vector, gsl::matrix >	derivatives (gsl::vector const &vector)
	Compute or estimate derivative values. More...

Public Member Functions inherited from ipo_function::detail::FunctionBase
	FunctionBase (size_t const size=0)
	Constructor. More...

virtual	~FunctionBase ()=0
	Make the class abstract. More...

size_t	getSize () const
	Get size of vector for function arguments or zero for arbitrary size. More...

Public Member Functions inherited from ipo_function::DerivativesEstimates
	DerivativesEstimates (size_t const size=0)
	Constructor. More...

virtual gsl::matrix	hessian () const

Public Member Functions inherited from ipo_function::GradientEstimate
	GradientEstimate (size_t const size=0)
	Constructor. More...

virtual double	value () const

virtual gsl::vector	gradient () const

Protected Attributes
gsl::vector	coefficients
	The vector of coefficients;. More...

Protected Attributes inherited from ipo_function::Function
double	h = std::sqrt( std::numeric_limits<double>::epsilon() )
	Value used for default gradient estimates. More...

double	h2 = std::sqrt( h )
	Value used for default Hessian estimates. More...

Protected Attributes inherited from ipo_function::detail::FunctionBase
size_t const	size
	Size of vector arguments to supply to subclass functions. More...

Protected Attributes inherited from ipo_function::DerivativesEstimates
gsl::matrix	functionHessian
	The Hessian value. More...

Protected Attributes inherited from ipo_function::GradientEstimate
double	functionValue
	The function value. More...

gsl::vector	functionGradient
	The gradient value. More...

Detailed Description

This class provides function objects representing linear combinations of the elements of their vector arguments.

Each object of this class stores a vector $\mathbf{c}=(c_1,\ldots,c_k)^\top$ of coefficients. When the function object is called with a vector argument $\mathbf{v}=(v_1,\ldots,v_k)^\top$ it returns $\mathbf{c}^\top\mathbf{v}$ .

Definition at line 37 of file LinearCombination.hpp.

Constructor & Destructor Documentation

LinearCombination::LinearCombination ( size_t const size = 0 )

The constructor sets up function as a linear combination of size entries.

Initially the coefficient of each entry is zero so that a call to function returns zero.

Parameters

size	The size of vectors in the function and derivatives

Definition at line 28 of file LinearCombination.cc.

Member Function Documentation

double LinearCombination::getCoefficient ( size_t const index ) const

Get the value of a coefficient.

Parameters

index The index of the coefficient

Returns: The value of the coefficient

Exceptions

IPOException if index out of range

Definition at line 57 of file LinearCombination.cc.

References coefficients, and IPOE.

gsl::vector const & LinearCombination::getCoefficients ( ) const

Get the coefficients as a vector by reference.

Returns: the vector of coefficients

Definition at line 67 of file LinearCombination.cc.

References coefficients.

gsl::vector LinearCombination::gradient ( gsl::vector const & vector )

virtual

The function operator: returns the gradient: the coefficients.

The return value may change if the coefficients change.

Parameters

vector A vector argument

Returns: The gradient (a vector of 1s)

Reimplemented from ipo_function::Function.

Definition at line 101 of file LinearCombination.cc.

References coefficients, ipo_function::GradientEstimate::functionGradient, and IPOE.

gsl::matrix LinearCombination::hessian ( gsl::vector const & vector )

virtual

The function operator: returns the Hessian: a matrix of 0s.

The return value may change if the number of coefficients change.

Parameters

vector A vector argument

Returns: The Hessian: a matrix of zeros

Reimplemented from ipo_function::Function.

Definition at line 119 of file LinearCombination.cc.

References coefficients, ipo_function::DerivativesEstimates::functionHessian, and IPOE.

double LinearCombination::operator() ( gsl::vector const & vector )

virtual

The function operator: computes the sum of the vector entries.

Parameters

vector A vector argument

Returns: The sum of vector entries

Implements ipo_function::Function.

Definition at line 86 of file LinearCombination.cc.

References coefficients, and IPOE.

void LinearCombination::resize ( size_t const size )

Resize the vector of coefficients.

Any new entries are set to zero.

Parameters

size	The new size

Definition at line 32 of file LinearCombination.cc.

References coefficients, and ipo_function::detail::FunctionBase::size.

void LinearCombination::setCoefficient	(	size_t const	index,
		double const	value
	)

Set the value of a coefficient.

Parameters

index	The index of the coefficient
value	The new value of the coefficient

Exceptions

IPOException if index out of range

Definition at line 47 of file LinearCombination.cc.

References coefficients, IPOE, and ipo_function::GradientEstimate::value().

void LinearCombination::setCoefficients ( gsl::vector const & vector )

Set coefficients from a vector.

This can resize the coefficients.

Parameters

vector The new coefficients vector

Definition at line 72 of file LinearCombination.cc.

References coefficients, and IPOE.

void LinearCombination::setVector ( gsl::vector const & vector )

virtual

Set a vector and compute function value, gradient and Hessian efficiently.

Parameters

vector A vector argument

Implements ipo_function::GradientEstimate.

Definition at line 136 of file LinearCombination.cc.

References coefficients, ipo_function::GradientEstimate::functionGradient, ipo_function::DerivativesEstimates::functionHessian, ipo_function::GradientEstimate::functionValue, and IPOE.

Member Data Documentation

gsl::vector ipo_function::concrete::LinearCombination::coefficients

protected

The vector of coefficients;.

Definition at line 106 of file LinearCombination.hpp.

Referenced by getCoefficient(), getCoefficients(), gradient(), hessian(), operator()(), resize(), setCoefficient(), setCoefficients(), and setVector().

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

Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation