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roboptim::GenericDifferentiableFunction< T > Class Template Referenceabstract

Define an abstract derivable function ( $C^1$). More...

#include <roboptim/core/fwd.hh>

Inheritance diagram for roboptim::GenericDifferentiableFunction< T >:
roboptim::GenericFunction< T > roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy > roboptim::GenericTwiceDifferentiableFunction< T > roboptim::SumOfC1Squares roboptim::GenericQuadraticFunction< T > roboptim::NTimesDerivableFunction< 2 > roboptim::GenericLinearFunction< T > roboptim::NumericQuadraticFunction roboptim::ConstantFunction roboptim::GenericNumericLinearFunction< T > roboptim::IdentityFunction

Public Types

typedef GenericFunctionTraits
< T >::gradient_t 
gradient_t
 Gradient type. More...
 
typedef GenericFunctionTraits
< T >::jacobian_t 
jacobian_t
 Jacobian type. More...
 
typedef std::pair< size_type,
size_type
jacobianSize_t
 Jacobian size type (pair of values). More...
 
- Public Types inherited from roboptim::GenericFunction< T >
typedef GenericFunctionTraits
< T >::value_type 
value_type
 Values type. More...
 
typedef GenericFunctionTraits
< T >::vector_t 
vector_t
 Basic vector type. More...
 
typedef GenericFunctionTraits
< T >::matrix_t 
matrix_t
 Basic matrix type. More...
 
typedef GenericFunctionTraits
< T >::size_type 
size_type
 Size type. More...
 
typedef GenericFunctionTraits
< T >::result_t 
result_t
 Type of a function evaluation result. More...
 
typedef GenericFunctionTraits
< T >::argument_t 
argument_t
 Type of a function evaluation argument. More...
 
typedef std::pair< value_type,
value_type
interval_t
 Interval type (lower, upper). More...
 
typedef std::vector< interval_tintervals_t
 Vector of intervals. More...
 
typedef boost::tuple
< value_type, value_type,
value_type
discreteInterval_t
 Types representing a discrete interval. More...
 

Public Member Functions

 ROBOPTIM_FUNCTION_FWD_TYPEDEFS_ (GenericFunction< T >)
 
size_type gradientSize () const throw ()
 Return the gradient size. More...
 
jacobianSize_t jacobianSize () const throw ()
 Return the jacobian size as a pair. More...
 
bool isValidGradient (const gradient_t &gradient) const throw ()
 Check if the gradient is valid (check size). More...
 
bool isValidJacobian (const jacobian_t &jacobian) const throw ()
 Check if the jacobian is valid (check sizes). More...
 
jacobian_t jacobian (const argument_t &argument) const throw ()
 Computes the jacobian. More...
 
void jacobian (jacobian_t &jacobian, const argument_t &argument) const throw ()
 Computes the jacobian. More...
 
gradient_t gradient (const argument_t &argument, size_type functionId=0) const throw ()
 Computes the gradient. More...
 
void gradient (gradient_t &gradient, const argument_t &argument, size_type functionId=0) const throw ()
 Computes the gradient. More...
 
virtual std::ostream & print (std::ostream &o) const throw ()
 Display the function on the specified output stream. More...
 
- Public Member Functions inherited from roboptim::GenericFunction< T >
bool isValidResult (const result_t &result) const throw ()
 Check the given result size is valid. More...
 
GenericFunction< T >::size_type inputSize () const throw ()
 Return the input size (i.e. More...
 
GenericFunction< T >::size_type outputSize () const throw ()
 Return the output size (i.e. More...
 
virtual ~GenericFunction () throw ()
 Trivial destructor. More...
 
result_t operator() (const argument_t &argument) const throw ()
 Evaluate the function at a specified point. More...
 
void operator() (result_t &result, const argument_t &argument) const throw ()
 Evaluate the function at a specified point. More...
 
const std::string & getName () const throw ()
 Get function name. More...
 

Protected Member Functions

 GenericDifferentiableFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string()) throw ()
 Concrete class constructor should call this constructor. More...
 
virtual void impl_jacobian (jacobian_t &jacobian, const argument_t &arg) const throw ()
 Jacobian evaluation. More...
 
virtual void impl_gradient (gradient_t &gradient, const argument_t &argument, size_type functionId=0) const =0 throw ()
 Gradient evaluation. More...
 
template<>
void impl_jacobian (jacobian_t &jacobian, const argument_t &argument) const throw()
 
- Protected Member Functions inherited from roboptim::GenericFunction< T >
 GenericFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string()) throw ()
 Concrete class constructor should call this constructor. More...
 
virtual void impl_compute (result_t &result, const argument_t &argument) const =0 throw ()
 Function evaluation. More...
 

Additional Inherited Members

- Static Public Member Functions inherited from roboptim::GenericFunction< T >
static value_type epsilon () throw ()
 Get the value of the machine epsilon, useful for floating types comparison. More...
 
static value_type infinity () throw ()
 Get the value that symbolizes positive infinity. More...
 
static interval_t makeInterval (value_type l, value_type u) throw ()
 Construct an interval from a lower and upper bound. More...
 
static interval_t makeInfiniteInterval () throw ()
 Construct an infinite interval. More...
 
static interval_t makeLowerInterval (value_type l) throw ()
 Construct an interval from a lower bound. More...
 
static interval_t makeUpperInterval (value_type u) throw ()
 Construct an interval from an upper bound. More...
 
static double getLowerBound (const interval_t &interval) throw ()
 Get the lower bound of an interval. More...
 
static double getUpperBound (const interval_t &interval) throw ()
 Get the upper bound of an interval. More...
 
static discreteInterval_t makeDiscreteInterval (value_type min, value_type max, value_type step)
 Construct a discrete interval. More...
 
static discreteInterval_t makeDiscreteInterval (interval_t interval, value_type step)
 Construct a discrete interval. More...
 
static double getLowerBound (const discreteInterval_t &interval) throw ()
 Get the lower bound of a discrete interval. More...
 
static double getUpperBound (const discreteInterval_t &interval) throw ()
 Get the upper bound of a discrete interval. More...
 
static double getStep (const discreteInterval_t &interval) throw ()
 Get the upper step of a discrete interval. More...
 
template<typename F >
static void foreach (const discreteInterval_t interval, F functor)
 Iterate on an interval. More...
 
template<typename F >
static void foreach (const interval_t interval, const size_type n, F functor)
 Iterate on an interval. More...
 
- Static Protected Attributes inherited from roboptim::GenericFunction< T >
static log4cxx::LoggerPtr logger
 Pointer to function logger (see log4cxx documentation). More...
 

Detailed Description

template<typename T>
class roboptim::GenericDifferentiableFunction< T >

Define an abstract derivable function ( $C^1$).

A derivable function which provides a way to compute its gradient/jacobian.

\[ f : x \rightarrow f(x) \]

$x \in \mathbb{R}^n$, $f(x) \in \mathbb{R}^m$ where $n$ is the input size and $m$ is the output size.

Gradient computation is done through the impl_gradient method that has to implemented by the concrete class inheriting this class.

Jacobian computation is automatically done by concatenating gradients together, however this naive implementation can be overridden by the concrete class.

The gradient of a $\mathbb{R}^n \rightarrow \mathbb{R}^m$ function where $n > 1$ and $m > 1$ is a matrix. As this representation is costly, RobOptim considers these functions as $m$ $\mathbb{R}^n \rightarrow \mathbb{R}$ functions. Through that mechanism, gradients are always vectors and jacobian are always matrices. When the gradient or the jacobian has to be computed, one has to precise which of the $m$ functions should be considered.

If $m = 1$, then the function id must always be 0 and can be safely ignored in the gradient/jacobian computation. The class provides a default value for the function id so that these functions do not have to explicitly set the function id.

Examples:
finite-difference-gradient.cc.

Member Typedef Documentation

Gradient type.

Jacobian type.

template<typename T>
typedef std::pair<size_type, size_type> roboptim::GenericDifferentiableFunction< T >::jacobianSize_t

Jacobian size type (pair of values).

Constructor & Destructor Documentation

template<typename T >
roboptim::GenericDifferentiableFunction< T >::GenericDifferentiableFunction ( size_type  inputSize,
size_type  outputSize = 1,
std::string  name = std::string () 
)
throw (
)
protected

Concrete class constructor should call this constructor.

Parameters
inputSizeinput size (argument size)
outputSizeoutput size (result size)
namefunction's name

Member Function Documentation

template<typename T>
gradient_t roboptim::GenericDifferentiableFunction< T >::gradient ( const argument_t argument,
size_type  functionId = 0 
) const
throw (
)
inline

Computes the gradient.

Parameters
argumentpoint at which the gradient will be computed
functionIdfunction id in split representation
Returns
gradient vector
Examples:
constant-function.cc, finite-difference-gradient.cc, identity-function.cc, and numeric-quadratic-function.cc.

References roboptim::GenericDifferentiableFunction< T >::gradientSize().

Referenced by roboptim::checkGradient(), roboptim::checkGradientAndThrow(), and roboptim::GenericDifferentiableFunction< T >::isValidGradient().

template<typename T>
void roboptim::GenericDifferentiableFunction< T >::gradient ( gradient_t gradient,
const argument_t argument,
size_type  functionId = 0 
) const
throw (
)
inline

Computes the gradient.

Program will abort if the gradient size is wrong before or after the gradient computation.

Parameters
gradientgradient will be stored in this argument
argumentpoint at which the gradient will be computed
functionIdfunction id in split representation
Returns
gradient vector

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

References roboptim::GenericFunction< T >::inputSize(), roboptim::GenericDifferentiableFunction< T >::isValidGradient(), and roboptim::GenericFunction< T >::logger.

template<typename T>
size_type roboptim::GenericDifferentiableFunction< T >::gradientSize ( ) const
throw (
)
inline
template<typename T>
virtual void roboptim::GenericDifferentiableFunction< T >::impl_gradient ( gradient_t gradient,
const argument_t argument,
size_type  functionId = 0 
) const
throw (
)
protectedpure virtual

Gradient evaluation.

Compute the gradient, has to be implemented in concrete classes. The gradient is computed for a specific sub-function which id is passed through the functionId argument.

Warning
Do not call this function directly, call gradient instead.
Parameters
gradientgradient will be store in this argument
argumentpoint where the gradient will be computed
functionIdevaluated function id in the split representation

Implemented in roboptim::NTimesDerivableFunction< 2 >, roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >, roboptim::SumOfC1Squares, roboptim::GenericNumericLinearFunction< T >, roboptim::NumericQuadraticFunction, roboptim::IdentityFunction, and roboptim::ConstantFunction.

template<>
void roboptim::GenericDifferentiableFunction< EigenMatrixSparse >::impl_jacobian ( jacobian_t jacobian,
const argument_t argument 
) const
throw(
)
inlineprotected

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

template<typename T >
void roboptim::GenericDifferentiableFunction< T >::impl_jacobian ( jacobian_t jacobian,
const argument_t arg 
) const
throw (
)
protectedvirtual

Jacobian evaluation.

Computes the jacobian, can be overridden by concrete classes. The default behavior is to compute the jacobian from the gradient.

Warning
Do not call this function directly, call jacobian instead.
Parameters
jacobianjacobian will be store in this argument
argpoint where the jacobian will be computed

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

Reimplemented in roboptim::GenericNumericLinearFunction< T >, roboptim::IdentityFunction, and roboptim::ConstantFunction.

template<typename T>
bool roboptim::GenericDifferentiableFunction< T >::isValidGradient ( const gradient_t gradient) const
throw (
)
inline

Check if the gradient is valid (check size).

Parameters
gradientchecked gradient
Returns
true if valid, false if not

References roboptim::GenericDifferentiableFunction< T >::gradient(), and roboptim::GenericDifferentiableFunction< T >::gradientSize().

Referenced by roboptim::GenericDifferentiableFunction< T >::gradient().

template<typename T>
bool roboptim::GenericDifferentiableFunction< T >::isValidJacobian ( const jacobian_t jacobian) const
throw (
)
inline

Check if the jacobian is valid (check sizes).

Parameters
jacobianchecked jacobian
Returns
true if valid, false if not

References roboptim::GenericDifferentiableFunction< T >::jacobian(), and roboptim::GenericDifferentiableFunction< T >::jacobianSize().

Referenced by roboptim::GenericDifferentiableFunction< T >::jacobian().

template<typename T>
jacobian_t roboptim::GenericDifferentiableFunction< T >::jacobian ( const argument_t argument) const
throw (
)
inline
template<typename T>
void roboptim::GenericDifferentiableFunction< T >::jacobian ( jacobian_t jacobian,
const argument_t argument 
) const
throw (
)
inline

Computes the jacobian.

Program will abort if the jacobian size is wrong before or after the jacobian computation.

Parameters
jacobianjacobian will be stored in this argument
argumentpoint at which the jacobian will be computed

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

References roboptim::GenericFunction< T >::inputSize(), roboptim::GenericDifferentiableFunction< T >::isValidJacobian(), roboptim::GenericDifferentiableFunction< T >::jacobian(), and roboptim::GenericFunction< T >::logger.

template<typename T>
jacobianSize_t roboptim::GenericDifferentiableFunction< T >::jacobianSize ( ) const
throw (
)
inline
template<typename T >
std::ostream & roboptim::GenericDifferentiableFunction< T >::print ( std::ostream &  o) const
throw (
)
virtual
template<typename T>
roboptim::GenericDifferentiableFunction< T >::ROBOPTIM_FUNCTION_FWD_TYPEDEFS_ ( GenericFunction< T >  )