Cost function for least-square problems. More...
#include <ql/math/optimization/leastsquare.hpp>
Inheritance diagram for LeastSquareFunction:
Collaboration diagram for LeastSquareFunction:
Public Member Functions | |
| LeastSquareFunction (LeastSquareProblem &lsp) | |
| Default constructor. More... | |
| ~LeastSquareFunction () override=default | |
| Destructor. More... | |
| Real | value (const Array &x) const override |
| compute value of the least square function More... | |
| Array | values (const Array &) const override |
| method to overload to compute the cost function values in x More... | |
| void | gradient (Array &grad_f, const Array &x) const override |
| compute vector of derivatives of the least square function More... | |
| Real | valueAndGradient (Array &grad_f, const Array &x) const override |
| compute value and gradient of the least square function More... | |
| Public Member Functions inherited from CostFunction | |
| virtual | ~CostFunction ()=default |
| virtual Real | value (const Array &x) const |
| method to overload to compute the cost function value in x More... | |
| virtual Array | values (const Array &x) const =0 |
| method to overload to compute the cost function values in x More... | |
| virtual void | gradient (Array &grad, const Array &x) const |
| method to overload to compute grad_f, the first derivative of More... | |
| virtual Real | valueAndGradient (Array &grad, const Array &x) const |
| method to overload to compute grad_f, the first derivative of More... | |
| virtual void | jacobian (Matrix &jac, const Array &x) const |
| method to overload to compute J_f, the jacobian of More... | |
| virtual Array | valuesAndJacobian (Matrix &jac, const Array &x) const |
| method to overload to compute J_f, the jacobian of More... | |
| virtual Real | finiteDifferenceEpsilon () const |
| Default epsilon for finite difference method : More... | |
Protected Attributes | |
| LeastSquareProblem & | lsp_ |
| least square problem More... | |
Detailed Description
Cost function for least-square problems.
Implements a cost function using the interface provided by the LeastSquareProblem class.
Definition at line 60 of file leastsquare.hpp.
Constructor & Destructor Documentation
◆ LeastSquareFunction()
| LeastSquareFunction | ( | LeastSquareProblem & | lsp | ) |
Default constructor.
Definition at line 63 of file leastsquare.hpp.
◆ ~LeastSquareFunction()
|
overridedefault |
Destructor.
Member Function Documentation
◆ value()
compute value of the least square function
Reimplemented from CostFunction.
Definition at line 28 of file leastsquare.cpp.
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◆ values()
method to overload to compute the cost function values in x
Implements CostFunction.
Definition at line 39 of file leastsquare.cpp.
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◆ gradient()
compute vector of derivatives of the least square function
Reimplemented from CostFunction.
Definition at line 49 of file leastsquare.cpp.
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◆ valueAndGradient()
compute value and gradient of the least square function
Reimplemented from CostFunction.
Definition at line 63 of file leastsquare.cpp.
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Member Data Documentation
◆ lsp_
|
protected |
least square problem
Definition at line 77 of file leastsquare.hpp.