MathUtils::VectorLambdaWithGradient< ValueLambda, GradLambda > Class Template Reference

Lambda wrapper for N-D objective functions with gradient. Wraps a lambda/callable into a functor with Value() and Gradient() methods. More...

#include <MathUtils_FunctorVector.hxx>

Public Member Functions
	VectorLambdaWithGradient (ValueLambda theValueLambda, GradLambda theGradLambda)
	Constructor from value and gradient lambdas.
bool	Value (const math_Vector &theX, double &theY) const
	Evaluates the function value at theX.
bool	Gradient (const math_Vector &theX, math_Vector &theG) const
	Evaluates the gradient at theX.
bool	Values (const math_Vector &theX, double &theY, math_Vector &theG) const
	Evaluates both value and gradient at theX.

Detailed Description

template<typename ValueLambda, typename GradLambda>
class MathUtils::VectorLambdaWithGradient< ValueLambda, GradLambda >

Lambda wrapper for N-D objective functions with gradient. Wraps a lambda/callable into a functor with Value() and Gradient() methods.

Usage:

auto aFunc = VectorLambdaWithGradient(
  [](const math_Vector& x, double& y) {
    y = x(1)*x(1) + x(2)*x(2);
    return true;
  },
  [](const math_Vector& x, math_Vector& g) {
    g(1) = 2.0 * x(1);
    g(2) = 2.0 * x(2);
    return true;
  });
auto aResult = MathOpt::BFGS(aFunc, aStartPoint);

Template Parameters

ValueLambda	callable for value: bool(const math_Vector&, double&)
GradLambda	callable for gradient: bool(const math_Vector&, math_Vector&)

Constructor & Destructor Documentation

VectorLambdaWithGradient()

template<typename ValueLambda , typename GradLambda >

MathUtils::VectorLambdaWithGradient< ValueLambda, GradLambda >::VectorLambdaWithGradient ( ValueLambda theValueLambda, GradLambda theGradLambda )

inline

Constructor from value and gradient lambdas.

Parameters

theValueLambda	callable for value evaluation
theGradLambda	callable for gradient evaluation

Member Function Documentation

Gradient()

template<typename ValueLambda , typename GradLambda >

bool MathUtils::VectorLambdaWithGradient< ValueLambda, GradLambda >::Gradient ( const math_Vector & theX, math_Vector & theG ) const

inline

Evaluates the gradient at theX.

Parameters

[in]	theX	input vector
[out]	theG	gradient vector

Returns

true if evaluation succeeded

Value()

template<typename ValueLambda , typename GradLambda >

bool MathUtils::VectorLambdaWithGradient< ValueLambda, GradLambda >::Value ( const math_Vector & theX, double & theY ) const

inline

Evaluates the function value at theX.

Parameters

[in]	theX	input vector
[out]	theY	function value f(theX)

Returns

true if evaluation succeeded

Values()

template<typename ValueLambda , typename GradLambda >

bool MathUtils::VectorLambdaWithGradient< ValueLambda, GradLambda >::Values ( const math_Vector & theX, double & theY, math_Vector & theG ) const

inline

Evaluates both value and gradient at theX.

Parameters

[in]	theX	input vector
[out]	theY	function value
[out]	theG	gradient vector

Returns

true if evaluation succeeded

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The documentation for this class was generated from the following file:

• MathUtils_FunctorVector.hxx