df1b2chkder.cpp File Reference

(Last Changed on April 18, 2021 for git-revision 2f49cf0a350158606b797a93c77a327f2d4b3a10.)

#include <fvar.hpp>
#include <admodel.h>
#include <df1b2fun.h>
#include <adrndeff.h>

Go to the source code of this file.

Functions
double	calculate_importance_sample (const dvector &x, const dvector &u0, const dmatrix &Hess, const dvector &_xadjoint, const dvector &_uadjoint, const dmatrix &_Hessadjoint, function_minimizer *pmin)
	Description not yet available. More...
double	calculate_importance_sample_funnel (const dvector &x, const dvector &u0, const dmatrix &Hess, const dvector &_xadjoint, const dvector &_uadjoint, const dmatrix &_Hessadjoint, function_minimizer *pmin)
	Description not yet available. More...
double	calculate_laplace_approximation (const dvector &x, const dvector &u0, const dmatrix &Hess, const dvector &_xadjoint, const dvector &_uadjoint, const dmatrix &_Hessadjoint, function_minimizer *pmin)
	Description not yet available. More...
dmatrix	choleski_decomp_positive (const dmatrix &M, double b)
	Description not yet available. More...
double	evaluate_function (const dvector &x, function_minimizer *pfmin)
	Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California. More...
void	get_second_ders (int xs, int us, const init_df1b2vector y, dmatrix &Hess, dmatrix &Dux, df1b2_gradlist *f1b2gradlist, function_minimizer *pfmin, laplace_approximation_calculator *lap)
	Description not yet available. More...

Function Documentation

double calculate_importance_sample	(	const dvector &	x,
		const dvector &	u0,
		const dmatrix &	Hess,
		const dvector &	_xadjoint,
		const dvector &	_uadjoint,
		const dmatrix &	_Hessadjoint,
		function_minimizer *	pmin
	)

Description not yet available.

Parameters

Definition at line 23 of file df1b2imp.cpp.

Referenced by laplace_approximation_calculator::banded_calculations(), laplace_approximation_calculator::default_calculations(), and laplace_approximation_calculator::default_calculations_check_derivatives().

double calculate_importance_sample_funnel	(	const dvector &	x,
		const dvector &	u0,
		const dmatrix &	Hess,
		const dvector &	_xadjoint,
		const dvector &	_uadjoint,
		const dmatrix &	_Hessadjoint,
		function_minimizer *	pmin
	)

Description not yet available.

Parameters

Definition at line 23 of file df1b2impf.cpp.

Referenced by laplace_approximation_calculator::default_calculations(), and laplace_approximation_calculator::default_calculations_check_derivatives().

double calculate_laplace_approximation	(	const dvector &	x,
		const dvector &	u0,
		const dmatrix &	_Hess,
		const dvector &	_xadjoint,
		const dvector &	_uadjoint,
		const dmatrix &	_Hessadjoint,
		function_minimizer *	pmin
	)

Description not yet available.

Parameters

Definition at line 1476 of file df1b2lap.cpp.

dmatrix choleski_decomp_positive	(	const dmatrix &	MM,
		double	bound
	)

Description not yet available.

Parameters

Definition at line 33 of file dmat35.cpp.

double evaluate_function	(	const dvector &	x,
		function_minimizer *	pfmin
	)

Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.

Description not yet available.

Parameters

Author,:	David Fournier Copyright (c) 2008-2012 Regents of the University of California.

Definition at line 2026 of file df1b2lap.cpp.

Referenced by laplace_approximation_calculator::banded_calculations(), laplace_approximation_calculator::banded_calculations_trust_region_approach(), laplace_approximation_calculator::block_diagonal_calculations(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), laplace_approximation_calculator::do_newton_raphson_banded(), and laplace_approximation_calculator::do_newton_raphson_state_space().

void get_second_ders	(	int	xs,
		int	us,
		const init_df1b2vector	_y,
		dmatrix &	Hess,
		dmatrix &	Dux,
		df1b2_gradlist *	f1b2gradlist,
		function_minimizer *	pfmin,
		laplace_approximation_calculator *	lpc
	)

Description not yet available.

Parameters

Definition at line 1390 of file df1b2lap.cpp.