Mathematical functions

Classes

class  roboptim::ConstantFunction
 Constant function. More...
 
class  roboptim::FiniteDifferenceGradient< FdgPolicy >
 Compute automatically a gradient with finite differences. More...
 
class  roboptim::IdentityFunction
 Identity function. More...
 
class  roboptim::NTimesDerivableFunction< DerivabilityOrder >
 Define a $\mathbb{R} \rightarrow \mathbb{R}^m$ function, derivable n times ( $n \geq 2$). More...
 
class  roboptim::NTimesDerivableFunction< 2 >
 Explicit specialization for the stop case of NTimesDerivable class. More...
 
class  roboptim::NumericLinearFunction
 Build a linear function from a vector and a matrix. More...
 
class  roboptim::NumericQuadraticFunction
 Build a quadratic function from a matrix and a vector. More...
 

Functions

ROBOPTIM_DLLAPI bool roboptim::checkGradient (const DerivableFunction &function, int functionId, const Function::vector_t &x, Function::value_type threshold=finiteDifferenceThreshold) throw ()
 Check if a gradient is valid. More...
 
ROBOPTIM_DLLAPI void roboptim::checkGradientAndThrow (const DerivableFunction &function, int functionId, const Function::vector_t &x, Function::value_type threshold=finiteDifferenceThreshold) throw (BadGradient)
 

Detailed Description

Function Documentation

bool roboptim::checkGradient ( const DerivableFunction &  function,
int  functionId,
const Function::vector_t &  x,
Function::value_type  threshold = finiteDifferenceThreshold 
)
throw (
)

Check if a gradient is valid.

Check if a gradient is valid by comparing the distance between its gradient and an automatically computed finite differences gradient.

Parameters
functionfunction that will be checked
functionIdfunction id in split representation
xpoint where the gradient will be evaluated
thresholdmaximum tolerated error
Returns
true if valid, false if not
Examples:
finite-difference-gradient.cc.

References roboptim::DerivableFunction::gradient().

Referenced by roboptim::checkGradientAndThrow().

void roboptim::checkGradientAndThrow ( const DerivableFunction &  function,
int  functionId,
const Function::vector_t &  x,
Function::value_type  threshold = finiteDifferenceThreshold 
)
throw (BadGradient
)