Mathematical functions

Classes
class	roboptim::ConstantFunction
	Constant function. More...
class	roboptim::FiniteDifferenceGradient< FdgPolicy >
	Compute automatically a gradient with finite differences. More...
class	roboptim::IdentityFunction
	Identity function. More...
class	roboptim::NTimesDerivableFunction< 2 >
	Explicit specialization for the stop case of NTimesDerivable class. More...
class	roboptim::NTimesDerivableFunction< DerivabilityOrder >
	Define a $\mathbb{R} \rightarrow \mathbb{R}^m$ function, derivable n times ( $n \geq 2$ ). More...
class	roboptim::NumericLinearFunction
	Build a linear function from a vector and a matrix. More...
class	roboptim::NumericQuadraticFunction
	Build a quadratic function from a matrix and a vector. More...
Functions
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)

Function Documentation

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.

Check if a gradient is valid by comparing the distance between its gradient and an automatically computed finite differences gradient.

Parameters:

	function	function that will be checked
	functionId	function id in split representation
	x	point where the gradient will be evaluated
	threshold	maximum tolerated error

void roboptim::checkGradientAndThrow	(	const DerivableFunction &	function,
		int	functionId,
		const Function::vector_t &	x,
		Function::value_type	threshold = `finiteDifferenceThreshold`
	)			throw (BadGradient)