algo::qn::DavidonFeltcherPowell< T > Class Template Reference

Inheritance diagram for algo::qn::DavidonFeltcherPowell< T >:

Public Types
typedef std::function< T(const ublas::vector< T > &x)>	function_type
Public Types inherited from algo::qn::IQuasiNewton< T >
typedef std::function< T(const ublas::vector< T > &x)>	function_type

Public Member Functions
	DavidonFeltcherPowell (const double epsilon, const std::size_t maxIteration)
Public Member Functions inherited from algo::qn::IQuasiNewton< T >
ublas::vector< double >	operator() (const ublas::vector< double > &x0, const function_type &f, const std::shared_ptr< ILineSearcher > searcher)
	solve $\mathrm{argmin}_{x}f(x) More...
Public Member Functions inherited from util::Object< IQuasiNewton< T > >
const IQuasiNewton< T > &	cast ()
bool	operator== (const IQuasiNewton< T > &o) const
std::shared_ptr< IQuasiNewton< T > >	clone () const

Private Member Functions
ublas::vector< double >	doOperatorParenthesis (const ublas::vector< double > &x0, const function_type &f, const std::shared_ptr< ILineSearcher > searcher)
ublas::matrix< double >	calculateInverseHessian (const ublas::vector< double > &x1, const ublas::vector< double > &x2, const ublas::vector< double > &df1, const ublas::vector< double > &df2, const ublas::matrix< double > &H)
bool	isConverge (const ublas::vector< double > &x1, const ublas::vector< double > &x2)

Private Attributes
const double	_epsilon
const std::size_t	_maxIteration

Constructor & Destructor Documentation

template<typename T >

template algo::qn::DavidonFeltcherPowell< T >::DavidonFeltcherPowell	(	const double	epsilon,
		const std::size_t	maxIteration
	)

Parameters

epsilon	algorithm is converged if error is less than epsilon.
maxIteration	algorithm is iterated until converged or number of maxInteration.

Member Function Documentation

template<typename T >

template ublas::matrix< double > algo::qn::DavidonFeltcherPowell< T >::calculateInverseHessian ( const ublas::vector< double > &  x1, const ublas::vector< double > &  x2, const ublas::vector< double > &  df1, const ublas::vector< double > &  df2, const ublas::matrix< double > &  H  )

private

Parameters

x1
x2
df1
df2
H

Returns

template<typename T >

template ublas::vector< double > algo::qn::DavidonFeltcherPowell< T >::doOperatorParenthesis ( const ublas::vector< double > &  x0, const function_type &  f, const std::shared_ptr< ILineSearcher >  searcher  )

privatevirtual

Parameters

x0
f
gradf

Returns

Implements algo::qn::IQuasiNewton< T >.

template<typename T >

template bool algo::qn::DavidonFeltcherPowell< T >::isConverge ( const ublas::vector< double > &  x1, const ublas::vector< double > &  x2  )

private

Parameters

x1
x2

Returns

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

• algo/qn/DavidonFeltcherPowell.h
• algo/qn/DavidonFeltcherPowell.cpp