Compute automatically a gradient with finite differences. More...

#include <roboptim/core/finite-difference-gradient.hh>

Inheritance diagram for roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >:

Public Member Functions
	ROBOPTIM_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_ (GenericDifferentiableFunction< T >)
	GenericFiniteDifferenceGradient (const GenericFunction< T > &f, value_type e=finiteDifferenceEpsilon) throw ()
	Instantiate a finite differences gradient.
	~GenericFiniteDifferenceGradient () throw ()
Public Member Functions inherited from roboptim::GenericDifferentiableFunction< T >
	ROBOPTIM_FUNCTION_FWD_TYPEDEFS_ (GenericFunction< T >)
size_type	gradientSize () const throw ()
	Return the gradient size.
jacobianSize_t	jacobianSize () const throw ()
	Return the jacobian size as a pair.
bool	isValidGradient (const gradient_t &gradient) const throw ()
	Check if the gradient is valid (check size).
bool	isValidJacobian (const jacobian_t &jacobian) const throw ()
	Check if the jacobian is valid (check sizes).
jacobian_t	jacobian (const argument_t &argument) const throw ()
	Computes the jacobian.
void	jacobian (jacobian_t &jacobian, const argument_t &argument) const throw ()
	Computes the jacobian.
gradient_t	gradient (const argument_t &argument, size_type functionId=0) const throw ()
	Computes the gradient.
void	gradient (gradient_t &gradient, const argument_t &argument, size_type functionId=0) const throw ()
	Computes the gradient.
virtual std::ostream &	print (std::ostream &o) const throw ()
	Display the function on the specified output stream.
Public Member Functions inherited from roboptim::GenericFunction< T >
bool	isValidResult (const result_t &result) const throw ()
	Check the given result size is valid.
GenericFunction< T >::size_type	inputSize () const throw ()
	Return the input size (i.e.
GenericFunction< T >::size_type	outputSize () const throw ()
	Return the output size (i.e.
virtual	~GenericFunction () throw ()
	Trivial destructor.
result_t	operator() (const argument_t &argument) const throw ()
	Evaluate the function at a specified point.
void	operator() (result_t &result, const argument_t &argument) const throw ()
	Evaluate the function at a specified point.
const std::string &	getName () const throw ()
	Get function name.

Protected Member Functions
void	impl_compute (result_t &, const argument_t &) const throw ()
	Function evaluation.
void	impl_gradient (gradient_t &, const argument_t &argument, size_type=0) const throw ()
	Gradient evaluation.
Protected Member Functions inherited from roboptim::GenericDifferentiableFunction< T >
	GenericDifferentiableFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string()) throw ()
	Concrete class constructor should call this constructor.
virtual void	impl_jacobian (jacobian_t &jacobian, const argument_t &arg) const throw ()
	Jacobian evaluation.
template<>
void	impl_jacobian (jacobian_t &jacobian, const argument_t &argument) const throw()
Protected Member Functions inherited from roboptim::GenericFunction< T >
	GenericFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string()) throw ()
	Concrete class constructor should call this constructor.

Protected Attributes
const GenericFunction< T > &	adaptee_
	Reference to the wrapped function.
const value_type	epsilon_
argument_t	xEps_

Additional Inherited Members
Public Types inherited from roboptim::GenericDifferentiableFunction< T >
typedef GenericFunctionTraits < T >::gradient_t	gradient_t
	Gradient type.
typedef GenericFunctionTraits < T >::jacobian_t	jacobian_t
	Jacobian type.
typedef std::pair< size_type, size_type >	jacobianSize_t
	Jacobian size type (pair of values).
Static Public Member Functions inherited from roboptim::GenericFunction< T >
static value_type	epsilon () throw ()
	Get the value of the machine epsilon, useful for floating types comparison.
static value_type	infinity () throw ()
	Get the value that symbolizes positive infinity.
static interval_t	makeInterval (value_type l, value_type u) throw ()
	Construct an interval from a lower and upper bound.
static interval_t	makeInfiniteInterval () throw ()
	Construct an infinite interval.
static interval_t	makeLowerInterval (value_type l) throw ()
	Construct an interval from a lower bound.
static interval_t	makeUpperInterval (value_type u) throw ()
	Construct an interval from an upper bound.
static double	getLowerBound (const interval_t &interval) throw ()
	Get the lower bound of an interval.
static double	getUpperBound (const interval_t &interval) throw ()
	Get the upper bound of an interval.
static discreteInterval_t	makeDiscreteInterval (value_type min, value_type max, value_type step)
	Construct a discrete interval.
static discreteInterval_t	makeDiscreteInterval (interval_t interval, value_type step)
	Construct a discrete interval.
static double	getLowerBound (const discreteInterval_t &interval) throw ()
	Get the lower bound of a discrete interval.
static double	getUpperBound (const discreteInterval_t &interval) throw ()
	Get the upper bound of a discrete interval.
static double	getStep (const discreteInterval_t &interval) throw ()
	Get the upper step of a discrete interval.
template<typename F >
static void	foreach (const discreteInterval_t interval, F functor)
	Iterate on an interval.
template<typename F >
static void	foreach (const interval_t interval, const size_type n, F functor)
	Iterate on an interval.
Static Protected Attributes inherited from roboptim::GenericFunction< T >
static log4cxx::LoggerPtr	logger
	Pointer to function logger (see log4cxx documentation).

Detailed Description

template<typename T, typename FdgPolicy>
class roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >

Compute automatically a gradient with finite differences.

Finite difference gradient is a method to approximate a function's gradient. It is particularly useful in RobOptim to avoid the need to compute the analytical gradient manually.

This class takes a Function as its input and wraps it into a derivable function.

The one dimensional formula is:

$f'(x)\approx {f(x+\epsilon)-f(x)\over \epsilon}$

where $\epsilon$ is a constant given when calling the class constructor.

Examples:: finite-difference-gradient.cc.

Constructor & Destructor Documentation

template<typename T, typename FdgPolicy>

roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::GenericFiniteDifferenceGradient	(	const GenericFunction< T > &	f,
		value_type	e = `finiteDifferenceEpsilon`
	)		throw ()

Instantiate a finite differences gradient.

Instantiate a derivable function that will wraps a non derivable function and compute automatically its gradient using finite differences.

Parameters

f	function that will e wrapped
e	epsilon used in finite difference computation

template<typename T , typename FdgPolicy >

roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::~GenericFiniteDifferenceGradient ( ) throw ()

Member Function Documentation

template<typename T , typename FdgPolicy >

void roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::impl_compute	(	result_t &	result,
		const argument_t &	argument
	)		const throw ()

protectedvirtual

Function evaluation.

Evaluate the function, has to be implemented in concrete classes.

Warning: Do not call this function directly, call operator()(result_t&, const argument_t&) const throw () instead.

Parameters

result	result will be stored in this vector
argument	point at which the function will be evaluated

Implements roboptim::GenericFunction< T >.

template<typename T , typename FdgPolicy >

void roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::impl_gradient	(	gradient_t &	gradient,
		const argument_t &	argument,
		size_type	functionId = `0`
	)		const throw ()

protectedvirtual

Gradient evaluation.

Compute the gradient, has to be implemented in concrete classes. The gradient is computed for a specific sub-function which id is passed through the functionId argument.

Warning: Do not call this function directly, call gradient instead.

Parameters

gradient	gradient will be store in this argument
argument	point where the gradient will be computed
functionId	evaluated function id in the split representation

ROBOPTIM_DO_NOT_CHECK_ALLOCATION

Implements roboptim::GenericDifferentiableFunction< T >.

template<typename T, typename FdgPolicy>

roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::ROBOPTIM_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_ ( GenericDifferentiableFunction< T > )