finite-difference-gradient.hh File Reference

#include <roboptim/core/sys.hh>
#include <roboptim/core/debug.hh>
#include <stdexcept>
#include <roboptim/core/fwd.hh>
#include <roboptim/core/derivable-function.hh>
#include <roboptim/core/finite-difference-gradient.hxx>

Classes
class	roboptim::BadGradient
	Exception thrown when a gradient check fail. More...
struct	roboptim::finiteDifferenceGradientPolicies::Simple
	Fast finite difference gradient computation. More...
struct	roboptim::finiteDifferenceGradientPolicies::FivePointsRule
	Precise finite difference gradient computation. More...
class	roboptim::FiniteDifferenceGradient< FdgPolicy >
	Compute automatically a gradient with finite differences. More...
Namespaces
namespace	roboptim
	Meta-functions, functions and solvers related classes.
namespace	roboptim::finiteDifferenceGradientPolicies
	Contains finite difference gradients policies.
Functions
ROBOPTIM_DLLAPI std::ostream &	roboptim::operator<< (std::ostream &o, const BadGradient &f)
	Override operator<< to handle exception display.
ROBOPTIM_DLLAPI bool	roboptim::checkGradient (const DerivableFunction &function, int functionId, const Function::vector_t &x, Function::value_type threshold=finiteDifferenceThreshold) throw ()
	Check if a gradient is valid.
ROBOPTIM_DLLAPI void	roboptim::checkGradientAndThrow (const DerivableFunction &function, int functionId, const Function::vector_t &x, Function::value_type threshold=finiteDifferenceThreshold) throw (BadGradient)
Variables
static const double	roboptim::finiteDifferenceThreshold = 1e-4
	Default threshold for checkGradient.
static const double	roboptim::finiteDifferenceEpsilon = 1e-8
	Default epsilon for finite difference class.