df1b2lap.cpp File Reference

(Last Changed on March 22, 2022 for git-revision 6893c6504299646038714c35a4688cce497bcdbe.)

Description not yet available. More...

#include <sstream>
#include <admodel.h>
#include <df1b2fun.h>
#include <adrndeff.h>

Go to the source code of this file.

Functions
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...
void	cleanup_laplace_stuff (laplace_approximation_calculator *l)
	Description not yet available. More...
double	evaluate_function (const dvector &x, function_minimizer *pfmin)
	Description not yet available. More...
double	evaluate_function (double &fval, const dvector &x, function_minimizer *pfmin)
	Description not yet available. More...
double	evaluate_function (double &fval, const dvector &x, const dvector &g, function_minimizer *pfmin)
	Description not yet available. More...
void	evaluate_function_gradient (double &f, const dvector &x, function_minimizer *pfmin, dvector &xadjoint, dvector &uadjoint)
	Description not yet available. More...
double	evaluate_function_no_derivatives (const dvector &x, function_minimizer *pfmin)
	Description not yet available. More...
double	evaluate_function_quiet (const dvector &x, function_minimizer *pfmin)
	Description not yet available. More...
void	get_newton_raphson_info (int xs, int us, const init_df1b2vector _y, dmatrix &Hess, dvector &grad, df1b2_gradlist *f1b2gradlist, function_minimizer *pfmin)
	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 *lpc)
	Description not yet available. More...
ostream &	operator<< (const ostream &_s, const nested_calls_shape &_m)
	Description not yet available. More...
void	random_effects_userfunction (double f, const dvector &x, const dvector &g)
void	set_partition_sizes (int &num_der_blocks, ivector &minder, ivector &maxder, int nvariables)
	Description not yet available. More...

Variables
double	CHECK_HESSIAN_PENALTY =0.0
unsigned int	global_nvar =0
static int	no_stuff =0
int	noboundepen_flag =1

Detailed Description

Description not yet available.

Definition in file df1b2lap.cpp.

Function Documentation

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.

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

void cleanup_laplace_stuff

(

laplace_approximation_calculator *

l

)

Description not yet available.

Parameters

Definition at line 2226 of file df1b2lap.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.

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().

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

Description not yet available.

Parameters

Definition at line 2063 of file df1b2lap.cpp.

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

Description not yet available.

Parameters

Definition at line 2100 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().

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

Description not yet available.

Parameters

Definition at line 2196 of file df1b2lap.cpp.

Referenced by laplace_approximation_calculator::local_minimization().

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

Description not yet available.

Parameters

Definition at line 2137 of file df1b2lap.cpp.

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

void get_newton_raphson_info	(	int	xs,
		int	us,
		const init_df1b2vector	_y,
		dmatrix &	Hess,
		dvector &	grad,
		df1b2_gradlist *	f1b2gradlist,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters

Definition at line 1924 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.

ostream& operator<<	(	const ostream &	_s,
		const nested_calls_shape &	_m
	)

Description not yet available.

Parameters

Definition at line 2525 of file df1b2lap.cpp.

void random_effects_userfunction	(	double	f,
		const dvector &	x,
		const dvector &	g
	)

void set_partition_sizes	(	int &	num_der_blocks,
		ivector &	minder,
		ivector &	maxder,
		int	nvariables
	)

Description not yet available.

Parameters

Definition at line 251 of file df1b2lap.cpp.

Referenced by laplace_approximation_calculator::laplace_approximation_calculator().

Variable Documentation

double CHECK_HESSIAN_PENALTY =0.0

Definition at line 34 of file df1b2lap.cpp.

Referenced by get_second_ders().

unsigned int global_nvar =0

Definition at line 32 of file df1b2lap.cpp.

Referenced by laplace_approximation_calculator::laplace_approximation_calculator().

int no_stuff =0

static

Definition at line 21 of file df1b2lap.cpp.

Referenced by calculate_laplace_approximation(), evaluate_function(), evaluate_function_gradient(), evaluate_function_no_derivatives(), evaluate_function_quiet(), laplace_approximation_calculator::get_uhat_lm_newton2(), and laplace_approximation_calculator::get_uhat_quasi_newton().

int noboundepen_flag =1

Definition at line 31 of file df1b2lap.cpp.

Referenced by laplace_approximation_calculator::do_separable_stuff(), laplace_approximation_calculator::get_uhat_lm_newton2(), and laplace_approximation_calculator::get_uhat_quasi_newton().