sgpp::base::ScaledScalarFunctionHessian Class Reference

#include <ScaledScalarFunctionHessian.hpp>

Inheritance diagram for sgpp::base::ScaledScalarFunctionHessian:

Public Member Functions
void	clone (std::unique_ptr< ScalarFunctionHessian > &clone) const override
	Pure virtual method for cloning the Hessian.
double	eval (const DataVector &x, DataVector &gradient, DataMatrix &hessian) override
	Pure virtual method for calculating \(f(\vec{x})\) together with \(\nabla f(\vec{x})\) and \(H_f(\vec{x}) \in \mathbb{R}^{d \times d}\).
const DataVector &	getLowerBounds () const
const DataVector &	getUpperBounds () const
double	getValueFactor (double valueFactor) const
	ScaledScalarFunctionHessian (const ScalarFunctionHessian &fHessianOrig)
	ScaledScalarFunctionHessian (const ScalarFunctionHessian &fHessianOrig, const DataVector &lowerBounds, const DataVector &upperBounds, double valueFactor)
void	setLowerBounds (const DataVector &lowerBounds)
void	setUpperBounds (const DataVector &upperBounds)
void	setValueFactor (double valueFactor)
	~ScaledScalarFunctionHessian () override
Public Member Functions inherited from sgpp::base::ScalarFunctionHessian
void	eval (const DataMatrix &x, DataVector &value, DataMatrix &gradient, std::vector< DataMatrix > &hessian)
	Convenience method for calculating \(f(\vec{x})\) together with \(\nabla f(\vec{x})\) and \(H_f(\vec{x}) \in \mathbb{R}^{d \times d}\) for multiple \(\vec{x}\).
size_t	getNumberOfParameters () const
	ScalarFunctionHessian (size_t d)
	Constructor.
virtual	~ScalarFunctionHessian ()
	Destructor.

Protected Attributes
std::unique_ptr< ScalarFunctionHessian >	fHessianOrig
DataVector	lowerBounds
DataVector	upperBounds
double	valueFactor
DataVector	xScaled
Protected Attributes inherited from sgpp::base::ScalarFunctionHessian
size_t	d
	dimension of the domain

Constructor & Destructor Documentation

ScaledScalarFunctionHessian() [1/2]

sgpp::base::ScaledScalarFunctionHessian::ScaledScalarFunctionHessian ( const ScalarFunctionHessian &  fHessianOrig )

inlineexplicit

ScaledScalarFunctionHessian() [2/2]

sgpp::base::ScaledScalarFunctionHessian::ScaledScalarFunctionHessian ( const ScalarFunctionHessian &  fHessianOrig, const DataVector &  lowerBounds, const DataVector &  upperBounds, double  valueFactor  )

inline

References fHessianOrig.

~ScaledScalarFunctionHessian()

sgpp::base::ScaledScalarFunctionHessian::~ScaledScalarFunctionHessian ( )

inlineoverride

Member Function Documentation

clone()

void sgpp::base::ScaledScalarFunctionHessian::clone ( std::unique_ptr< ScalarFunctionHessian > &  clone ) const

inlineoverridevirtual

Pure virtual method for cloning the Hessian.

It should generate a pointer to the cloned object and it's used for parallel computations (the eval() method might not be thread-safe).

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::base::ScalarFunctionHessian.

References clone(), fHessianOrig, lowerBounds, upperBounds, and valueFactor.

Referenced by clone().

eval()

double sgpp::base::ScaledScalarFunctionHessian::eval ( const DataVector &  x, DataVector &  gradient, DataMatrix &  hessian  )

inlineoverridevirtual

Pure virtual method for calculating \(f(\vec{x})\) together with \(\nabla f(\vec{x})\) and \(H_f(\vec{x}) \in \mathbb{R}^{d \times d}\).

Parameters

	x	evaluation point \(\vec{x} \in [0, 1]^d\)
[out]	gradient	gradient \(\nabla f(\vec{x}) \in \mathbb{R}^d\)
[out]	hessian	Hessian matrix \(H_f(\vec{x}) \in \mathbb{R}^{d \times d}\)

Returns

\(f(\vec{x})\)

Implements sgpp::base::ScalarFunctionHessian.

References sgpp::base::ScalarFunctionHessian::d, fHessianOrig, lowerBounds, upperBounds, valueFactor, and xScaled.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::estimateDensity().

getLowerBounds()

const DataVector & sgpp::base::ScaledScalarFunctionHessian::getLowerBounds ( ) const

inline

References lowerBounds.

getUpperBounds()

const DataVector & sgpp::base::ScaledScalarFunctionHessian::getUpperBounds ( ) const

inline

References upperBounds.

getValueFactor()

double sgpp::base::ScaledScalarFunctionHessian::getValueFactor ( double  valueFactor ) const

inline

References valueFactor.

setLowerBounds()

void sgpp::base::ScaledScalarFunctionHessian::setLowerBounds ( const DataVector &  lowerBounds )

inline

References lowerBounds.

Referenced by sgpp::optimization::FuzzyExtensionPrincipleViaOptimization::optimizeForSingleAlphaLevel().

setUpperBounds()

void sgpp::base::ScaledScalarFunctionHessian::setUpperBounds ( const DataVector &  upperBounds )

inline

References upperBounds.

Referenced by sgpp::optimization::FuzzyExtensionPrincipleViaOptimization::optimizeForSingleAlphaLevel().

setValueFactor()

void sgpp::base::ScaledScalarFunctionHessian::setValueFactor ( double  valueFactor )

inline

References valueFactor.

Referenced by sgpp::optimization::FuzzyExtensionPrincipleViaOptimization::optimizeForSingleAlphaLevel().

Member Data Documentation

fHessianOrig

std::unique_ptr<ScalarFunctionHessian> sgpp::base::ScaledScalarFunctionHessian::fHessianOrig

protected

Referenced by clone(), eval(), and ScaledScalarFunctionHessian().

lowerBounds

DataVector sgpp::base::ScaledScalarFunctionHessian::lowerBounds

protected

Referenced by clone(), eval(), getLowerBounds(), and setLowerBounds().

upperBounds

DataVector sgpp::base::ScaledScalarFunctionHessian::upperBounds

protected

Referenced by clone(), eval(), getUpperBounds(), and setUpperBounds().

valueFactor

double sgpp::base::ScaledScalarFunctionHessian::valueFactor

protected

Referenced by clone(), eval(), getValueFactor(), and setValueFactor().

xScaled

DataVector sgpp::base::ScaledScalarFunctionHessian::xScaled

protected

Referenced by eval().

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

• base/src/sgpp/base/function/scalar/ScaledScalarFunctionHessian.hpp