sgpp::base::WrapperVectorFunctionHessian Class Reference

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

#include <WrapperVectorFunctionHessian.hpp>

Inheritance diagram for sgpp::base::WrapperVectorFunctionHessian:

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

Public Member Functions
void	clone (std::unique_ptr< VectorFunctionHessian > &clone) const override
void	eval (const DataVector &x, DataVector &value, DataMatrix &gradient, std::vector< DataMatrix > &hessian) override
	WrapperVectorFunctionHessian (size_t d, size_t m, FunctionHessianEvalType fHessian)
	Constructor.
	~WrapperVectorFunctionHessian () override
	Destructor.
Public Member Functions inherited from sgpp::base::VectorFunctionHessian
size_t	getNumberOfComponents () const
size_t	getNumberOfParameters () const
	VectorFunctionHessian (size_t d, size_t m)
	Constructor.
virtual	~VectorFunctionHessian ()
	Destructor.

Protected Attributes
FunctionHessianEvalType	fHessian
	function Hessian to be wrapped
Protected Attributes inherited from sgpp::base::VectorFunctionHessian
size_t	d
	dimension of the domain
size_t	m
	number of components

Detailed Description

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

Member Typedef Documentation

FunctionHessianEvalType

typedef std::function<void(const DataVector&, DataVector&, DataMatrix&, std::vector<DataMatrix>&)> sgpp::base::WrapperVectorFunctionHessian::FunctionHessianEvalType

Constructor & Destructor Documentation

WrapperVectorFunctionHessian()

sgpp::base::WrapperVectorFunctionHessian::WrapperVectorFunctionHessian ( size_t  d, size_t  m, FunctionHessianEvalType  fHessian  )

inline

Constructor.

Parameters

d	dimension of the domain
m	number of components
fHessian	function gradient to be wrapped

~WrapperVectorFunctionHessian()

sgpp::base::WrapperVectorFunctionHessian::~WrapperVectorFunctionHessian ( )

inlineoverride

Destructor.

Member Function Documentation

clone()

void sgpp::base::WrapperVectorFunctionHessian::clone ( std::unique_ptr< VectorFunctionHessian > &  clone ) const

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::base::VectorFunctionHessian.

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

Referenced by clone().

eval()

void sgpp::base::WrapperVectorFunctionHessian::eval ( const DataVector &  x, DataVector &  value, DataMatrix &  gradient, std::vector< DataMatrix > &  hessian  )

inlineoverridevirtual

Parameters

[in]	x	evaluation point \(\vec{x} \in [0, 1]^d\)
[out]	value	\(g(\vec{x})\)
[out]	gradient	Jacobian \(\nabla g(\vec{x}) \in \mathbb{R}^{m \times d}\)
[out]	hessian	\(m\)-vector of Hessians \(\nabla^2 g_i(\vec{x}) \in \mathbb{R}^{d \times d}\)

Implements sgpp::base::VectorFunctionHessian.

References fHessian.

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

Member Data Documentation

fHessian

FunctionHessianEvalType sgpp::base::WrapperVectorFunctionHessian::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/vector/WrapperVectorFunctionHessian.hpp