sgpp::base::WrapperScalarFunctionHessian Class Reference

Implementation of ScalarFunctionHessian that wraps a std::function object. More...

#include <WrapperScalarFunctionHessian.hpp>

Inheritance diagram for sgpp::base::WrapperScalarFunctionHessian:

Public Types
typedef std::function< double(const DataVector &, DataVector &, DataMatrix &)>	FunctionHessianEvalType

Public Member Functions
void	clone (std::unique_ptr< ScalarFunctionHessian > &clone) const override
double	eval (const DataVector &x, DataVector &gradient, DataMatrix &hessian) override
	WrapperScalarFunctionHessian (size_t d, FunctionHessianEvalType fHessian)
	Constructor.
	~WrapperScalarFunctionHessian () override
	Destructor.
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
FunctionHessianEvalType	fHessian
	function Hessian to be wrapped
Protected Attributes inherited from sgpp::base::ScalarFunctionHessian
size_t	d
	dimension of the domain

Detailed Description

Implementation of ScalarFunctionHessian that wraps a std::function object.

Member Typedef Documentation

FunctionHessianEvalType

typedef std::function<double(const DataVector&, DataVector&, DataMatrix&)> sgpp::base::WrapperScalarFunctionHessian::FunctionHessianEvalType

Constructor & Destructor Documentation

WrapperScalarFunctionHessian()

sgpp::base::WrapperScalarFunctionHessian::WrapperScalarFunctionHessian ( size_t  d, FunctionHessianEvalType  fHessian  )

inline

Constructor.

Parameters

d	dimension of the domain
fHessian	function gradient to be wrapped

~WrapperScalarFunctionHessian()

sgpp::base::WrapperScalarFunctionHessian::~WrapperScalarFunctionHessian ( )

inlineoverride

Destructor.

Member Function Documentation

clone()

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

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::base::ScalarFunctionHessian.

References clone(), sgpp::base::ScalarFunctionHessian::d, and fHessian.

Referenced by clone().

eval()

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

inlineoverridevirtual

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 fHessian.

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

Member Data Documentation

fHessian

FunctionHessianEvalType sgpp::base::WrapperScalarFunctionHessian::fHessian

protected

function Hessian to be wrapped

Referenced by clone(), and eval().

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

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