partialderivative< EXP > Class Template Reference

Evaluate a functions partial derivative. More...

#include <partialderivative.h>

Collaboration diagram for partialderivative< EXP >:

List of all members.

Public Types
typedef typeop< EXP > ::Tbare::FNtype	FN
typedef typeop< EXP >::Tbare::Ttype	T
Public Member Functions
	partialderivative (typename typeop< EXP >::Tref exp_)
	Construct with explorer.
	~partialderivative ()
	Clean up memory.
void	operator() ()
	Evaluate the partial derivative, store result in dxi.
T const	squared () const
	The partial derivative doted with itself.
T const	absvalue () const
	The sum of the absolute value of the components.
Public Attributes
typeop< EXP >::Tref	exp
	Explorer.
T *	dxi
	The partial derivative.
uintc	N
	The dimension.

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Detailed Description

template<typename EXP>
class partialderivative< EXP >

Evaluate a functions partial derivative.

This class numerically calculates the partial derivative from another algorithm exp which has f(x).

Definition at line 17 of file partialderivative.h.

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Member Typedef Documentation

template<typename EXP>

typedef typeop<EXP>::Tbare::FNtype partialderivative< EXP >::FN

Definition at line 24 of file partialderivative.h.

template<typename EXP>

typedef typeop<EXP>::Tbare::Ttype partialderivative< EXP >::T

Definition at line 25 of file partialderivative.h.

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Constructor & Destructor Documentation

template<typename EXP >

partialderivative< EXP >::partialderivative

(

typename typeop< EXP >::Tref

exp_

)

[inline]

Construct with explorer.

Definition at line 102 of file partialderivative.h.

  : exp(exp_), N(exp_.N)
{
  dxi = new T[N];
}

template<typename EXP >

partialderivative< EXP >::~partialderivative

(

)

[inline]

Clean up memory.

Definition at line 111 of file partialderivative.h.

References partialderivative< EXP >::dxi.

{
  delete[] dxi;
}

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Member Function Documentation

template<typename EXP>

T const partialderivative< EXP >::absvalue

(

)

const [inline]

The sum of the absolute value of the components.

Definition at line 56 of file partialderivative.h.

References partialderivative< EXP >::dxi, and partialderivative< EXP >::N.

Referenced by partialderivativetest01().

  {
    T val(0);
    for (uint i=0; i<N; ++i)
      val += abs(dxi[i]);

    return val;
  }

template<typename EXP >

void partialderivative< EXP >::operator()

(

)

[inline]

Evaluate the partial derivative, store result in dxi.

Definition at line 71 of file partialderivative.h.

References partialderivative< EXP >::dxi, partialderivative< EXP >::exp, and partialderivative< EXP >::N.

{
  T x;
  T fnb;
  T fna;

  T h;

  // O(N).O(fn) complexity
  for (uint i=0; i<N; ++i)
  {
    h = exp.hi[i];
    x = exp.fn.xi[i];
    exp.fn.xi[i] -= h;
    exp.fn(fna);
    exp.fn.xi[i] = x + h;
    exp.fn(fnb);
    // Restore xi
    exp.fn.xi[i] = x;
    
    // Compute the partial derivative.
    assert(h!=0.0);
    dxi[i] = (fnb-fna)/h*0.5;
  }

  // Restore the current state.
  exp.fn(fna);
}

template<typename EXP>

T const partialderivative< EXP >::squared

(

)

const [inline]

The partial derivative doted with itself.

Definition at line 46 of file partialderivative.h.

References partialderivative< EXP >::dxi, and partialderivative< EXP >::N.

  {
    T val(0);
    for (uint i=0; i<N; ++i)
      val += dxi[i]*dxi[i];

    return val;
  }

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Member Data Documentation

template<typename EXP>

T* partialderivative< EXP >::dxi

The partial derivative.

Definition at line 28 of file partialderivative.h.

Referenced by partialderivative< EXP >::absvalue(), partialderivative< EXP >::operator()(), partialderivative< EXP >::squared(), and partialderivative< EXP >::~partialderivative().

template<typename EXP>

typeop<EXP>::Tref partialderivative< EXP >::exp

Explorer.

Definition at line 22 of file partialderivative.h.

Referenced by partialderivative< EXP >::operator()().

template<typename EXP>

uintc partialderivative< EXP >::N

The dimension.

Definition at line 31 of file partialderivative.h.

Referenced by partialderivative< EXP >::absvalue(), partialderivative< EXP >::operator()(), and partialderivative< EXP >::squared().

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

• patternsearch/partialderivative.h