roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy > Class Template Reference

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

#include <roboptim/core/fwd.hh>

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

Public Member Functions

 ROBOPTIM_DIFFERENTIABLE_FUNCTION_FWD_TYPEDEFS_ (GenericDifferentiableFunction< T >)
 
 GenericFiniteDifferenceGradient (const GenericFunction< T > &f, value_type e=finiteDifferenceEpsilon)
 Instantiate a finite differences gradient. More...
 
 ~GenericFiniteDifferenceGradient ()
 
- Public Member Functions inherited from roboptim::GenericDifferentiableFunction< T >
 ROBOPTIM_FUNCTION_FWD_TYPEDEFS_ (GenericFunction< T >)
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (gradient)
 Gradient type. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (jacobian)
 Jacobian type. More...
 
size_type gradientSize () const
 Return the gradient size. More...
 
jacobianSize_t jacobianSize () const
 Return the jacobian size as a pair. More...
 
bool isValidGradient (const_gradient_ref gradient) const
 Check if the gradient is valid (check size). More...
 
bool isValidJacobian (const_jacobian_ref jacobian) const
 Check if the jacobian is valid (check sizes). More...
 
jacobian_t jacobian (const_argument_ref argument) const
 Computes the jacobian. More...
 
void jacobian (jacobian_ref jacobian, const_argument_ref argument) const
 Computes the jacobian. More...
 
gradient_t gradient (const_argument_ref argument, size_type functionId=0) const
 Computes the gradient. More...
 
void gradient (gradient_ref gradient, const_argument_ref argument, size_type functionId=0) const
 Computes the gradient. More...
 
virtual std::ostream & print (std::ostream &o) const
 Display the function on the specified output stream. More...
 
- Public Member Functions inherited from roboptim::GenericFunction< T >
 ROBOPTIM_GENERATE_TRAITS_REFS_ (vector)
 Basic (column) vector type. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (rowVector)
 Row vector type. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (matrix)
 Basic matrix type. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (result)
 Type of a function evaluation result. More...
 
 ROBOPTIM_GENERATE_TRAITS_REFS_ (argument)
 Type of a function evaluation argument. More...
 
bool isValidResult (const_result_ref result) const
 Check the given result size is valid. More...
 
GenericFunction< T >::size_type inputSize () const
 Return the input size (i.e. More...
 
GenericFunction< T >::size_type outputSize () const
 Return the output size (i.e. More...
 
virtual ~GenericFunction ()
 Trivial destructor. More...
 
result_t operator() (const_argument_ref argument) const
 Evaluate the function at a specified point. More...
 
void operator() (result_ref result, const_argument_ref argument) const
 Evaluate the function at a specified point. More...
 
const std::string & getName () const
 Get function name. More...
 

Protected Member Functions

virtual void impl_compute (result_ref, const_argument_ref) const
 Function evaluation. More...
 
virtual void impl_gradient (gradient_ref, const_argument_ref argument, size_type=0) const
 Gradient evaluation. More...
 
virtual void impl_jacobian (jacobian_ref jacobian, const_argument_ref argument) const
 Jacobian evaluation. More...
 
- Protected Member Functions inherited from roboptim::GenericDifferentiableFunction< T >
 GenericDifferentiableFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string())
 Concrete class constructor should call this constructor. More...
 
template<>
void impl_jacobian (jacobian_ref jacobian, const_argument_ref argument) const
 
- Protected Member Functions inherited from roboptim::GenericFunction< T >
 GenericFunction (size_type inputSize, size_type outputSize=1, std::string name=std::string())
 Concrete class constructor should call this constructor. More...
 

Protected Attributes

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

Additional Inherited Members

- Public Types inherited from roboptim::GenericDifferentiableFunction< T >
typedef std::pair< size_type, size_typejacobianSize_t
 Jacobian size type (pair of values). More...
 
- Public Types inherited from roboptim::GenericFunction< T >
typedef T traits_t
 Traits type. More...
 
typedef GenericFunctionTraits< T >::value_type value_type
 Values type. More...
 
typedef GenericFunctionTraits< T >::size_type size_type
 Size type. More...
 
typedef std::string name_t
 Type of a function argument name. More...
 
typedef std::vector< name_tnames_t
 Type of a vector of function argument names. More...
 
typedef std::pair< value_type, value_typeinterval_t
 Interval type (lower, upper). More...
 
typedef std::vector< interval_tintervals_t
 Vector of intervals. More...
 
typedef boost::tuple< value_type, value_type, value_typediscreteInterval_t
 Types representing a discrete interval. More...
 
- Static Public Member Functions inherited from roboptim::GenericFunction< T >
static value_type epsilon ()
 Get the value of the machine epsilon, useful for floating types comparison. More...
 
static value_type infinity ()
 Get the value that symbolizes positive infinity. More...
 
static interval_t makeInterval (value_type l, value_type u)
 Construct an interval from a lower and upper bound. More...
 
static interval_t makeInfiniteInterval ()
 Construct an infinite interval. More...
 
static interval_t makeLowerInterval (value_type l)
 Construct an interval from a lower bound. More...
 
static interval_t makeUpperInterval (value_type u)
 Construct an interval from an upper bound. More...
 
static value_type getLowerBound (const interval_t &interval)
 Get the lower bound of an interval. More...
 
static value_type getUpperBound (const interval_t &interval)
 Get the upper bound of an interval. More...
 
static discreteInterval_t makeDiscreteInterval (value_type min, value_type max, value_type step)
 Construct a discrete interval. More...
 
static discreteInterval_t makeDiscreteInterval (interval_t interval, value_type step)
 Construct a discrete interval. More...
 
static value_type getLowerBound (const discreteInterval_t &interval)
 Get the lower bound of a discrete interval. More...
 
static value_type getUpperBound (const discreteInterval_t &interval)
 Get the upper bound of a discrete interval. More...
 
static value_type getStep (const discreteInterval_t &interval)
 Get the upper step of a discrete interval. More...
 
template<typename F >
static void foreach (const discreteInterval_t interval, F functor)
 Iterate on an interval. More...
 
template<typename F >
static void foreach (const interval_t interval, const size_type n, F functor)
 Iterate on an interval. More...
 
- Static Protected Attributes inherited from roboptim::GenericFunction< T >
static log4cxx::LoggerPtr logger
 Pointer to function logger (see log4cxx documentation). More...
 

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.

Constructor & Destructor Documentation

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

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
ffunction that will e wrapped
eepsilon used in finite difference computation
template<typename T , typename FdgPolicy >
roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::~GenericFiniteDifferenceGradient ( )

Member Function Documentation

template<typename T , typename FdgPolicy >
void roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::impl_compute ( result_ref  result,
const_argument_ref  argument 
) const
protectedvirtual

Function evaluation.

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

Warning
Do not call this function directly, call operator()(result_ref, const_argument_ref) const instead.
Parameters
resultresult will be stored in this vector
argumentpoint at which the function will be evaluated

Implements roboptim::GenericFunction< T >.

template<typename T , typename FdgPolicy >
void roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::impl_gradient ( gradient_ref  gradient,
const_argument_ref  argument,
size_type  functionId = 0 
) const
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
gradientgradient will be store in this argument
argumentpoint where the gradient will be computed
functionIdevaluated function id in the split representation

Implements roboptim::GenericDifferentiableFunction< T >.

template<typename T , typename FdgPolicy >
void roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::impl_jacobian ( jacobian_ref  jacobian,
const_argument_ref  arg 
) const
protectedvirtual

Jacobian evaluation.

Computes the jacobian, can be overridden by concrete classes. The default behavior is to compute the jacobian from the gradient.

Warning
Do not call this function directly, call jacobian instead.
Parameters
jacobianjacobian will be store in this argument
argpoint where the jacobian will be computed

Reimplemented from roboptim::GenericDifferentiableFunction< T >.

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

Member Data Documentation

template<typename T, typename FdgPolicy>
const GenericFunction<T>& roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::adaptee_
protected

Reference to the wrapped function.

template<typename T, typename FdgPolicy>
const value_type roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::epsilon_
protected
template<typename T, typename FdgPolicy>
argument_t roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >::xEps_
mutableprotected