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roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy > Class Template Reference

Compute automatically a gradient with finite differences. More...

#include <roboptim/core/fwd.hh>

Inheritance diagram for roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >:
roboptim::GenericDifferentiableFunction< T > roboptim::GenericFunction< T >

Public Member Functions

 ROBOPTIM_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_ (GenericDifferentiableFunction< T >)
 
 GenericFiniteDifferenceGradient (const GenericFunction< T > &f, value_type e=finiteDifferenceEpsilon) throw ()
 Instantiate a finite differences gradient. More...
 
 ~GenericFiniteDifferenceGradient () throw ()
 
- Public Member Functions inherited from roboptim::GenericDifferentiableFunction< T >
 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

void impl_compute (result_t &, const argument_t &) const throw ()
 Function evaluation. More...
 
void impl_gradient (gradient_t &, const argument_t &argument, size_type=0) const throw ()
 Gradient evaluation. More...
 
- Protected Member Functions inherited from roboptim::GenericDifferentiableFunction< T >
 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...
 
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...
 

Protected Attributes

const GenericFunction< T > & adaptee_
 Reference to the wrapped function. More...
 
const value_type epsilon_
 
argument_t xEps_
 

Additional Inherited Members

- Public Types inherited from roboptim::GenericDifferentiableFunction< T >
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...
 
- 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, typename FdgPolicy>
class roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >

Compute automatically a gradient with finite differences.

Finite difference gradient is a method to approximate a function's gradient. It is particularly useful in RobOptim to avoid the need to compute the analytical gradient manually.

This class takes a Function as its input and wraps it into a derivable function.

The one dimensional formula is:

\[f'(x)\approx {f(x+\epsilon)-f(x)\over \epsilon}\]

where $\epsilon$ is a constant given when calling the class constructor.

Examples:
finite-difference-gradient.cc.

Constructor & Destructor Documentation

template<typename T, typename FdgPolicy>
roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::GenericFiniteDifferenceGradient ( const GenericFunction< T > &  f,
value_type  e = finiteDifferenceEpsilon 
)
throw (
)

Instantiate a finite differences gradient.

Instantiate a derivable function that will wraps a non derivable function and compute automatically its gradient using finite differences.

Parameters
ffunction that will e wrapped
eepsilon used in finite difference computation
template<typename T , typename FdgPolicy >
roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::~GenericFiniteDifferenceGradient ( )
throw (
)

Member Function Documentation

template<typename T , typename FdgPolicy >
void roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::impl_compute ( result_t result,
const argument_t argument 
) const
throw (
)
protectedvirtual

Function evaluation.

Evaluate the function, has to be implemented in concrete classes.

Warning
Do not call this function directly, call operator()(result_t&, const argument_t&) const throw () instead.
Parameters
resultresult will be stored in this vector
argumentpoint at which the function will be evaluated

Implements roboptim::GenericFunction< T >.

template<typename T , typename FdgPolicy >
void roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::impl_gradient ( gradient_t gradient,
const argument_t argument,
size_type  functionId = 0 
) const
throw (
)
protectedvirtual

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

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

Implements roboptim::GenericDifferentiableFunction< T >.

template<typename T, typename FdgPolicy>
roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::ROBOPTIM_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_ ( GenericDifferentiableFunction< T >  )

Member Data Documentation

template<typename T, typename FdgPolicy>
const GenericFunction<T>& roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::adaptee_
protected

Reference to the wrapped function.

template<typename T, typename FdgPolicy>
const value_type roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::epsilon_
protected
template<typename T, typename FdgPolicy>
argument_t roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::xEps_
mutableprotected