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Functions
df1b2lp1.cpp File Reference

(Last Changed on February 18, 2022 for git-revision d0dd4a9b55214f972abe747a2af5fc755043a646.)

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#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)
 Description not yet available. More...
 
void evaluate_function_gradient (double &f, const dvector &x, function_minimizer *pfmin, dvector &, dvector &)
 Description not yet available. 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...
 

Detailed Description

Description not yet available.

Definition in file df1b2lp1.cpp.

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.

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.

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 
)

Description not yet available.

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

Parameters

Definition at line 2026 of file df1b2lap.cpp.

void evaluate_function_gradient ( double &  f,
const dvector x,
function_minimizer pfmin,
dvector xadjoint,
dvector uadjoint 
)

Description not yet available.

Parameters

Definition at line 2166 of file df1b2lap.cpp.

Referenced by laplace_approximation_calculator::default_calculations().

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.