laplace_approximation_calculator Class Reference

Description not yet available. More...

#include <adrndeff.h>

Public Member Functions
	laplace_approximation_calculator (int _xsize, int _usize, int _minder, int _maxder, function_minimizer *pfmin)
	Description not yet available.
	laplace_approximation_calculator (int _xsize, int _usize, ivector _minder, ivector _maxder, function_minimizer *pfmin)
	Description not yet available.
	~laplace_approximation_calculator ()
	Description not yet available.
void	allocate_block_diagonal_stuff (void)
	Description not yet available.
dvector	banded_calculations (const dvector &_x, const double &_f, function_minimizer *pfmin)
	Description not yet available.
dvector	banded_calculations_lme (const dvector &_x, const double &_f, function_minimizer *pfmin)
	Description not yet available.
dvector	banded_calculations_trust_region_approach (const dvector &_uhat, function_minimizer *pmin)
	Description not yet available.
void	begin_separable_call_stuff (void)
	Description not yet available.
dvector	block_diagonal_calculations (const dvector &_x, const double &_f, function_minimizer *pfmin)
	Description not yet available.
void	build_up_nested_shape (void)
	Description not yet available.
void	check_derivatives (const dvector &, function_minimizer *pfmin, double fval1)
	Description not yet available.
void	check_for_need_to_reallocate (int ip)
	Does Nothing.
void	check_hessian_type (const dvector &_x, function_minimizer *)
	Description not yet available.
void	check_hessian_type (function_minimizer *pfmin)
	Description not yet available.
void	check_hessian_type2 (function_minimizer *pfmin)
	Description not yet available.
void	check_pool_size (void)
	Description not yet available.
imatrix	check_sparse_matrix_structure (void)
	Description not yet available.
dvector	default_calculations (const dvector &_x, const double &_f, function_minimizer *pfmin)
	Description not yet available.
dvector	default_calculations_check_derivatives (const dvector &_x, function_minimizer *pfmin, const double &f)
	Description not yet available.
dvector	default_calculations_parallel_master (const dvector &_x, const double &_f, function_minimizer *pfmin)
void	default_calculations_parallel_slave (const dvector &_x, const double &_f, function_minimizer *pfmin)
void	do_newton_raphson_banded (function_minimizer *pmin, double, int &)
	Description not yet available.
void	do_newton_raphson_state_space (function_minimizer *pfmin, double f_from_1, int &no_converge_flag)
double	do_one_feval (const dvector &x, function_minimizer *pfmin)
	Description not yet available.
void	do_separable_stuff (void)
	Description not yet available.
void	do_separable_stuff_hessian_type_information (void)
	Description not yet available.
void	do_separable_stuff_laplace_approximation_banded (df1b2variable &)
	Description not yet available.
void	do_separable_stuff_laplace_approximation_banded_adjoint (const df1b2variable &ff)
	Description not yet available.
void	do_separable_stuff_laplace_approximation_block_diagonal (df1b2variable &)
	Calculates the Laplace approximation for a single separable function in the "block diagonal", i.e.
void	do_separable_stuff_laplace_approximation_importance_sampling_adjoint (df1b2variable &)
	Description not yet available.
void	do_separable_stuff_newton_raphson_banded (df1b2variable &)
	Description not yet available.
void	do_separable_stuff_newton_raphson_block_diagonal (df1b2variable &)
	Description not yet available.
void	do_separable_stuff_x_u_block_diagonal (df1b2variable &ff)
	Description not yet available.
void	end_separable_call_stuff (void)
	Description not yet available.
void	generate_antithetical_rvs ()
	Description not yet available.
void	get_block_diagonal_hessian (df1b2variable &)
	Description not yet available.
void	get_complete_hessian (dmatrix &H, function_minimizer *pfmin)
void	get_complete_hessian (dmatrix &H, dvector &g, function_minimizer *pfmin)
	Description not yet available.
double	get_fx_fu (function_minimizer *pfmin)
	Description not yet available.
dmatrix	get_gradient_for_hessian_calcs (const dmatrix &local_Hess, double &f)
	Description not yet available.
dvector	get_gradient_lme (const dvector &x, function_minimizer *pfmin)
	Description not yet available.
dvector	get_gradient_lme (function_minimizer *pfmin)
	Description not yet available.
dvector	get_gradient_lme_hp (const double &x, function_minimizer *pfmin)
	Description not yet available.
void	get_hessian_components_banded_lme (function_minimizer *pfmin)
	Description not yet available.
dvar_matrix	get_hessian_from_components_lme (function_minimizer *pfmin)
	Description not yet available.
void	get_newton_raphson_info (function_minimizer *pmin)
	Description not yet available.
dvector	get_newton_raphson_info_banded (function_minimizer *pmin)
	Description not yet available.
dvector	get_newton_raphson_info_block_diagonal (function_minimizer *pmin)
	Description not yet available.
void	get_newton_raphson_info_master (function_minimizer *pmin)
void	get_newton_raphson_info_slave (function_minimizer *pmin)
dvector	get_uhat (const dvector &x, function_minimizer *pfmin)
dvector	get_uhat_lm_newton (const dvector &x, function_minimizer *pfmin)
	Description not yet available.
dvector	get_uhat_lm_newton2 (const dvector &x, function_minimizer *pfmin)
	Description not yet available.
dvector	get_uhat_quasi_newton (const dvector &x, function_minimizer *pfmin)
	Description not yet available.
dvector	get_uhat_quasi_newton_block_diagonal (const dvector &x, function_minimizer *pfmin)
	Description not yet available.
dvector	get_uhat_quasi_newton_qd (const dvector &x, function_minimizer *pfmin)
	Description not yet available.
double	inner_optimization_banded (dvector &x, function_minimizer *pfmin, int &no_converge_flag)
	Description not yet available.
dvector	lincg (dvector &x, dvector &c, dmatrix &H, double tol, double Delta, function_minimizer *pfmin, double &truef, double &e, double &f, double &fbest, int &iflag, int &iter, int maxfn)
	Description not yet available.
dvector	local_minimization (dvector &s, dmatrix &Hess, dvector &grad, double lambda)
	Description not yet available.
dvector	local_minimization_routine (dvector &s, dmatrix &Hess, dvector &grad, double lambda)
	Description not yet available.
void	make_sparse_triplet (void)
	Description not yet available.
dvector	operator() (const dvector &_x, const double &_f, function_minimizer *pfmin)
	Description not yet available.
void	pvm_slave_function_evaluation_random_effects (void)
void	set_default_hessian_type (void)
	Description not yet available.
void	set_u_dot (int i)
	Description not yet available.
double	standard_type3_loop (int no_converge_flag)
void	test_trust_region_method (function_minimizer *pmin)
dvector	test_trust_region_method (const dvector &_x, const double &_f, function_minimizer *pfmin)
	Description not yet available.
Public Attributes
dmatrix *	antiepsilon
banded_symmetric_dmatrix *	bHess
int	bHess_pd_flag
banded_symmetric_dmatrix *	bHessadjoint
d3_array *	block_diagonal_ch
d3_array *	block_diagonal_Dux
imatrix *	block_diagonal_fe_list
int	block_diagonal_flag
d3_array *	block_diagonal_hessian
imatrix *	block_diagonal_re_list
dvar3_array *	block_diagonal_vch
dvar3_array *	block_diagonal_vhessian
d3_array *	block_diagonal_vhessianadjoint
int	bw
imatrix *	calling_set
dvector	check_local_uadjoint
dvector	check_local_uadjoint2
dvector	check_local_xadjoint
dvector	check_local_xadjoint2
imatrix *	compressed_triplet_information
dvector	curv
int	dd_nr_flag
imatrix *	derindex
dmatrix	Dux
dmatrix	epsilon
fmm	fmc
fmm	fmc1
gauss_hermite_stuff *	gh
dvector	grad
dvector *	grad_x
dvector *	grad_x_u
int	have_bounded_random_effects
int	have_users_hesstype
dmatrix	Hess
d3_array *	Hess_components
dmatrix	Hessadjoint
int	hesstype
dvar_matrix *	importance_sampling_components
int	importance_sampling_counter
dvector *	importance_sampling_values
dvector *	importance_sampling_weights
int	in_gauss_hermite_phase
int	init_switch
double	inner_crit
int	inner_iprint
int	inner_lmnflag
int	inner_lmnsteps
int	inner_maxfn
int	inner_noprintx
int	is_diagnostics_flag
int	isfunnel_flag
dvector	local_dtemp
double	max_separable_g
ivector	maxder
ivector	minder
int	multi_random_effects
nested_calls_indices	nested_indices
ivector	nested_separable_calls_counter
nested_calls_shape	nested_shape
ivector	nested_tree_position
int	nfunnelblocks
int	no_function_component_flag
int	no_re_ders_flag
double	nr_crit
int	nr_debug
int	num_der_blocks
int	num_importance_samples
ivector *	num_local_fixed_array
ivector *	num_local_re_array
int	num_nr_iters
int	num_separable_calls
unsigned int	nvar
int	nvariables
dmatrix *	pHess_non_quadprior_part
function_minimizer *	pmin
int	rseed
dvector	scale
int	separable_call_level
int	separable_calls_counter
dvector *	separable_function_difference
int	sparse_count
int	sparse_count_adjoint
ivector *	sparse_iterator
hs_symbolic *	sparse_symbolic
hs_symbolic *	sparse_symbolic2
dcompressed_triplet *	sparse_triplet
dcompressed_triplet *	sparse_triplet2
dvector	step
i3_array *	triplet_information
dvector	uadjoint
dvector	ubest
dvector	uhat
int	use_gauss_hermite
int	use_outliers
ivector	used_flags
int	usize
int	var_flag
dvar_compressed_triplet *	vsparse_triplet
dcompressed_triplet *	vsparse_triplet_adjoint
dvector	xadjoint
int	xsize
init_df1b2vector	y
Static Public Attributes
static int	alternative_user_function_flag = 0
static int	antiflag = 0
static int	print_importance_sampling_weights_flag = 0
static int	saddlepointflag = 0
static int	sparse_hessian_flag = 0
static dvar_vector *	variance_components_vector = 0
static int	where_are_we_flag = 0

---

Detailed Description

Description not yet available.

Definition at line 182 of file adrndeff.h.

---

Constructor & Destructor Documentation

laplace_approximation_calculator::laplace_approximation_calculator	(	int	_xsize,
		int	_usize,
		int	_minder,
		int	_maxder,
		function_minimizer *	_pmin
	)

Description not yet available.

Parameters:

Definition at line 315 of file df1b2lap.cpp.

laplace_approximation_calculator::laplace_approximation_calculator	(	int	_xsize,
		int	_usize,
		ivector	_minder,
		ivector	_maxder,
		function_minimizer *	_pmin
	)

Description not yet available.

Parameters:

Definition at line 1012 of file df1b2lap.cpp.

laplace_approximation_calculator::~laplace_approximation_calculator

(

)

Description not yet available.

Parameters:

Definition at line 1120 of file df1b2lap.cpp.

---

Member Function Documentation

void laplace_approximation_calculator::allocate_block_diagonal_stuff

(

void

)

Description not yet available.

Parameters:

Definition at line 821 of file df1b2lp8.cpp.

dvector laplace_approximation_calculator::banded_calculations	(	const dvector &	_x,
		const double &	_f,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 332 of file df1b2lp6.cpp.

dvector laplace_approximation_calculator::banded_calculations_lme	(	const dvector &	_x,
		const double &	_f,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 178 of file df1b2lme.cpp.

dvector laplace_approximation_calculator::banded_calculations_trust_region_approach	(	const dvector &	_uhat,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Todo:

Unreachable code, check above return statement. initial_params::set_active_only_random_effects(); if (!inner_lmnflag) { if (!ADqd_flag) { uhat=get_uhat_quasi_newton(uhat_new,pfmin); double maxg=fabs(fmc1.gmax); double f_from_1=fmc1.fbest; } else { uhat=get_uhat_quasi_newton_qd(uhat_new,pfmin); } } else { uhat=get_uhat_lm_newton(uhat_new,pfmin); } return uhat;

Definition at line 1104 of file df1b2lp6.cpp.

Referenced by do_newton_raphson_banded().

void laplace_approximation_calculator::begin_separable_call_stuff

(

void

)

Description not yet available.

Parameters:

Definition at line 2319 of file df1b2lap.cpp.

dvector laplace_approximation_calculator::block_diagonal_calculations	(	const dvector &	_x,
		const double &	_f,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 32 of file df1b2lp2.cpp.

void laplace_approximation_calculator::build_up_nested_shape

(

void

)

Description not yet available.

Parameters:

Definition at line 2343 of file df1b2lap.cpp.

void laplace_approximation_calculator::check_derivatives	(	const dvector &	_x,
		function_minimizer *	pfmin,
		double	f
	)

Description not yet available.

Parameters:

Definition at line 42 of file df1b2chkder.cpp.

Referenced by default_calculations_check_derivatives().

void laplace_approximation_calculator::check_for_need_to_reallocate

(

int

ip

)

Does Nothing.

Definition at line 1926 of file df1b2lap.cpp.

Referenced by check_hessian_type(), check_hessian_type2(), and get_newton_raphson_info_banded().

void laplace_approximation_calculator::check_hessian_type	(	const dvector &	_x,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 360 of file df1b2lp8.cpp.

Referenced by function_minimizer::limited_memory_quasi_newton_block(), function_minimizer::prof_minimize_re(), and function_minimizer::quasi_newton_block().

void laplace_approximation_calculator::check_hessian_type

(

function_minimizer *

pfmin

)

Description not yet available.

Parameters:

Definition at line 400 of file df1b2lp8.cpp.

void laplace_approximation_calculator::check_hessian_type2

(

function_minimizer *

pfmin

)

Description not yet available.

Parameters:

Definition at line 98 of file df1b2lp10.cpp.

Referenced by function_minimizer::limited_memory_quasi_newton_block(), function_minimizer::prof_minimize_re(), and function_minimizer::quasi_newton_block().

void laplace_approximation_calculator::check_pool_size

(

void

)

Description not yet available.

Parameters:

Definition at line 847 of file df1b2lp1.cpp.

Referenced by default_calculations_check_derivatives().

imatrix laplace_approximation_calculator::check_sparse_matrix_structure

(

void

)

Description not yet available.

Parameters:

Definition at line 1173 of file df1b2lp8.cpp.

dvector laplace_approximation_calculator::default_calculations	(	const dvector &	_x,
		const double &	_f,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 44 of file df1b2lp1.cpp.

dvector laplace_approximation_calculator::default_calculations_check_derivatives	(	const dvector &	_x,
		function_minimizer *	pfmin,
		const double &	_f
	)

Description not yet available.

Parameters:

Definition at line 53 of file df1b2chkder.cpp.

dvector laplace_approximation_calculator::default_calculations_parallel_master	(	const dvector &	_x,
		const double &	_f,
		function_minimizer *	pfmin
	)

void laplace_approximation_calculator::default_calculations_parallel_slave	(	const dvector &	_x,
		const double &	_f,
		function_minimizer *	pfmin
	)

void laplace_approximation_calculator::do_newton_raphson_banded	(	function_minimizer *	pfmin,
		double	f_from_1,
		int &	no_converge_flag
	)

Description not yet available.

Parameters:

Definition at line 53 of file df1b2lp6.cpp.

void laplace_approximation_calculator::do_newton_raphson_state_space	(	function_minimizer *	pfmin,
		double	f_from_1,
		int &	no_converge_flag
	)

Todo:

Needs testing

Definition at line 202 of file df1b2lp11.cpp.

double laplace_approximation_calculator::do_one_feval	(	const dvector &	x,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 527 of file test_trust.cpp.

void laplace_approximation_calculator::do_separable_stuff

(

void

)

Description not yet available.

Parameters:

Definition at line 26 of file f1b2fnl2.cpp.

void laplace_approximation_calculator::do_separable_stuff_hessian_type_information

(

void

)

Description not yet available.

Parameters:

Definition at line 1021 of file df1b2lp8.cpp.

Referenced by do_separable_stuff().

void laplace_approximation_calculator::do_separable_stuff_laplace_approximation_banded

(

df1b2variable &

ff

)

Description not yet available.

Parameters:

Definition at line 881 of file df1b2lp6.cpp.

Referenced by do_separable_stuff().

void laplace_approximation_calculator::do_separable_stuff_laplace_approximation_banded_adjoint

(

const df1b2variable &

ff

)

Description not yet available.

Parameters:

Definition at line 24 of file df1b2lp7.cpp.

Referenced by do_separable_stuff().

void laplace_approximation_calculator::do_separable_stuff_laplace_approximation_block_diagonal

(

df1b2variable &

ff

)

Calculates the Laplace approximation for a single separable function in the "block diagonal", i.e.

each u(i) occurs only in a single separable function.

Parameters:

ff	value of separable function (???) This function will be called multiple times (once for each separable function). Notation: x = fixed effects (parameters) and u = random effects.

Definition at line 120 of file f1b2fnl3.cpp.

Referenced by do_separable_stuff().

void laplace_approximation_calculator::do_separable_stuff_laplace_approximation_importance_sampling_adjoint

(

df1b2variable &

ff

)

Description not yet available.

Parameters:

Definition at line 133 of file f1b2fnl5.cpp.

Referenced by do_separable_stuff().

void laplace_approximation_calculator::do_separable_stuff_newton_raphson_banded

(

df1b2variable &

ff

)

Description not yet available.

Parameters:

Definition at line 677 of file df1b2lp6.cpp.

Referenced by do_separable_stuff().

void laplace_approximation_calculator::do_separable_stuff_newton_raphson_block_diagonal

(

df1b2variable &

ff

)

Description not yet available.

Parameters:

Definition at line 143 of file f1b2fnl2.cpp.

Referenced by do_separable_stuff().

void laplace_approximation_calculator::do_separable_stuff_x_u_block_diagonal

(

df1b2variable &

ff

)

Description not yet available.

Parameters:

Definition at line 24 of file f1b2fnl3.cpp.

Referenced by do_separable_stuff().

void laplace_approximation_calculator::end_separable_call_stuff

(

void

)

Description not yet available.

Parameters:

Definition at line 2332 of file df1b2lap.cpp.

void laplace_approximation_calculator::generate_antithetical_rvs

(

)

Description not yet available.

Parameters:

Definition at line 136 of file df1b2lp8.cpp.

Referenced by check_hessian_type().

void laplace_approximation_calculator::get_block_diagonal_hessian

(

df1b2variable &

ff

)

Description not yet available.

Parameters:

Definition at line 23 of file f1b2fnl5.cpp.

Referenced by do_separable_stuff().

void laplace_approximation_calculator::get_complete_hessian	(	dmatrix &	H,
		function_minimizer *	pfmin
	)

void laplace_approximation_calculator::get_complete_hessian	(	dmatrix &	H,
		dvector &	g,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 210 of file test_trust.cpp.

double laplace_approximation_calculator::get_fx_fu

(

function_minimizer *

pfmin

)

Description not yet available.

Parameters:

Definition at line 2282 of file df1b2lap.cpp.

dmatrix laplace_approximation_calculator::get_gradient_for_hessian_calcs	(	const dmatrix &	local_Hess,
		double &	f
	)

Description not yet available.

Parameters:

Definition at line 261 of file f1b2fnl3.cpp.

Referenced by do_separable_stuff_laplace_approximation_block_diagonal().

dvector laplace_approximation_calculator::get_gradient_lme	(	const dvector &	x,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 263 of file df1b2lme.cpp.

dvector laplace_approximation_calculator::get_gradient_lme

(

function_minimizer *

pfmin

)

Description not yet available.

Parameters:

Definition at line 236 of file df1b2lme.cpp.

dvector laplace_approximation_calculator::get_gradient_lme_hp	(	const double &	_f,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 289 of file df1b2lme.cpp.

void laplace_approximation_calculator::get_hessian_components_banded_lme

(

function_minimizer *

pfmin

)

Description not yet available.

Parameters:

Definition at line 20 of file df1b2lme.cpp.

Referenced by function_minimizer::limited_memory_quasi_newton_block(), function_minimizer::prof_minimize_re(), and function_minimizer::quasi_newton_block().

dvar_matrix laplace_approximation_calculator::get_hessian_from_components_lme

(

function_minimizer *

pfmin

)

Description not yet available.

Parameters:

Definition at line 128 of file df1b2lme.cpp.

void laplace_approximation_calculator::get_newton_raphson_info

(

function_minimizer *

pfmin

)

Description not yet available.

Parameters:

Definition at line 700 of file df1b2lp1.cpp.

dvector laplace_approximation_calculator::get_newton_raphson_info_banded

(

function_minimizer *

pfmin

)

Description not yet available.

Parameters:

Definition at line 806 of file df1b2lp6.cpp.

Referenced by do_newton_raphson_banded(), and do_newton_raphson_state_space().

dvector laplace_approximation_calculator::get_newton_raphson_info_block_diagonal

(

function_minimizer *

pfmin

)

Description not yet available.

Parameters:

Definition at line 413 of file df1b2lp2.cpp.

void laplace_approximation_calculator::get_newton_raphson_info_master

(

function_minimizer *

pmin

)

void laplace_approximation_calculator::get_newton_raphson_info_slave

(

function_minimizer *

pmin

)

dvector laplace_approximation_calculator::get_uhat	(	const dvector &	x,
		function_minimizer *	pfmin
	)

dvector laplace_approximation_calculator::get_uhat_lm_newton	(	const dvector &	x,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 209 of file df1b2lap.cpp.

Referenced by inner_optimization_banded().

dvector laplace_approximation_calculator::get_uhat_lm_newton2	(	const dvector &	x,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 2766 of file df1b2lap.cpp.

dvector laplace_approximation_calculator::get_uhat_quasi_newton	(	const dvector &	x,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 57 of file df1b2lap.cpp.

Referenced by inner_optimization_banded().

dvector laplace_approximation_calculator::get_uhat_quasi_newton_block_diagonal	(	const dvector &	x,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 31 of file df1b2lp9.cpp.

dvector laplace_approximation_calculator::get_uhat_quasi_newton_qd	(	const dvector &	x,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 28 of file f1b2lapqd.cpp.

Referenced by inner_optimization_banded().

double laplace_approximation_calculator::inner_optimization_banded	(	dvector &	x,
		function_minimizer *	pfmin,
		int &	no_converge_flag
	)

Description not yet available.

Parameters:

Definition at line 294 of file df1b2lp6.cpp.

dvector laplace_approximation_calculator::lincg	(	dvector &	xinit,
		dvector &	c,
		dmatrix &	H1,
		double	tol,
		double	Delta,
		function_minimizer *	pfmin,
		double &	truef,
		double &	estdiff,
		double &	truediff,
		double &	bestf,
		int &	iflag,
		int &	inner_iter,
		int	maxfn
	)

Description not yet available.

Parameters:

Definition at line 630 of file test_trust.cpp.

dvector laplace_approximation_calculator::local_minimization	(	dvector &	s,
		dmatrix &	H,
		dvector &	grad,
		double	lambda
	)

Description not yet available.

Parameters:

Definition at line 42 of file dflocmin.cpp.

dvector laplace_approximation_calculator::local_minimization_routine	(	dvector &	s,
		dmatrix &	H,
		dvector &	grad,
		double	lambda
	)

Description not yet available.

Parameters:

Definition at line 97 of file dflocmin.cpp.

void laplace_approximation_calculator::make_sparse_triplet

(

void

)

Description not yet available.

Parameters:

Definition at line 25 of file df1b2lp8.cpp.

Referenced by check_hessian_type().

dvector laplace_approximation_calculator::operator()	(	const dvector &	_x,
		const double &	_f,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 1278 of file df1b2lap.cpp.

void laplace_approximation_calculator::pvm_slave_function_evaluation_random_effects

(

void

)

void laplace_approximation_calculator::set_default_hessian_type

(

void

)

Description not yet available.

Parameters:

Definition at line 2254 of file df1b2lap.cpp.

void laplace_approximation_calculator::set_u_dot

(

int

ip

)

Description not yet available.

Parameters:

Definition at line 832 of file df1b2lp1.cpp.

Referenced by default_calculations_check_derivatives(), and get_second_ders().

double laplace_approximation_calculator::standard_type3_loop

(

int

no_converge_flag

)

void laplace_approximation_calculator::test_trust_region_method

(

function_minimizer *

pmin

)

dvector laplace_approximation_calculator::test_trust_region_method	(	const dvector &	_x,
		const double &	_f,
		function_minimizer *	pfmin
	)

Description not yet available.

Parameters:

Definition at line 38 of file test_trust.cpp.

---

Member Data Documentation

int laplace_approximation_calculator::alternative_user_function_flag = 0 [static]

Definition at line 199 of file adrndeff.h.

Referenced by calculate_laplace_approximation(), and function_minimizer::hess_routine().

dmatrix* laplace_approximation_calculator::antiepsilon

Definition at line 191 of file adrndeff.h.

Referenced by calculate_importance_sample_block_diagonal_option_antithetical(), generate_antithetical_rvs(), and laplace_approximation_calculator().

int laplace_approximation_calculator::antiflag = 0 [static]

Definition at line 201 of file adrndeff.h.

Referenced by check_hessian_type(), and laplace_approximation_calculator().

banded_symmetric_dmatrix* laplace_approximation_calculator::bHess

Definition at line 265 of file adrndeff.h.

Referenced by banded_calculations_trust_region_approach(), check_hessian_type(), check_hessian_type2(), do_newton_raphson_banded(), do_newton_raphson_state_space(), function_minimizer::hess_routine_noparallel_random_effects(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

int laplace_approximation_calculator::bHess_pd_flag

Definition at line 264 of file adrndeff.h.

Referenced by calculate_laplace_approximation().

banded_symmetric_dmatrix* laplace_approximation_calculator::bHessadjoint

Definition at line 266 of file adrndeff.h.

Referenced by check_hessian_type(), check_hessian_type2(), and ~laplace_approximation_calculator().

d3_array* laplace_approximation_calculator::block_diagonal_ch

Definition at line 227 of file adrndeff.h.

Referenced by allocate_block_diagonal_stuff(), check_hessian_type(), check_hessian_type2(), and ~laplace_approximation_calculator().

d3_array* laplace_approximation_calculator::block_diagonal_Dux

Definition at line 229 of file adrndeff.h.

Referenced by allocate_block_diagonal_stuff(), check_hessian_type(), check_hessian_type2(), function_minimizer::get_bigS(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

imatrix* laplace_approximation_calculator::block_diagonal_fe_list

Definition at line 231 of file adrndeff.h.

Referenced by allocate_block_diagonal_stuff(), check_hessian_type(), check_hessian_type2(), function_minimizer::get_bigS(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

int laplace_approximation_calculator::block_diagonal_flag

Definition at line 247 of file adrndeff.h.

Referenced by function_minimizer::begin_funnel_stuff(), check_hessian_type(), check_hessian_type2(), default_calculations_check_derivatives(), do_separable_stuff(), function_minimizer::end_df1b2_funnel_stuff(), and get_newton_raphson_info_banded().

d3_array* laplace_approximation_calculator::block_diagonal_hessian

Definition at line 226 of file adrndeff.h.

Referenced by allocate_block_diagonal_stuff(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), check_hessian_type(), check_hessian_type2(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), function_minimizer::get_bigS(), function_minimizer::hess_routine_noparallel_random_effects(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

imatrix* laplace_approximation_calculator::block_diagonal_re_list

Definition at line 230 of file adrndeff.h.

Referenced by allocate_block_diagonal_stuff(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), check_hessian_type(), check_hessian_type2(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), function_minimizer::get_bigS(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

dvar3_array* laplace_approximation_calculator::block_diagonal_vch

Definition at line 228 of file adrndeff.h.

Referenced by allocate_block_diagonal_stuff(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), check_hessian_type(), check_hessian_type2(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), and ~laplace_approximation_calculator().

dvar3_array* laplace_approximation_calculator::block_diagonal_vhessian

Definition at line 233 of file adrndeff.h.

Referenced by allocate_block_diagonal_stuff(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), check_hessian_type(), check_hessian_type2(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

d3_array* laplace_approximation_calculator::block_diagonal_vhessianadjoint

Definition at line 232 of file adrndeff.h.

Referenced by allocate_block_diagonal_stuff(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), check_hessian_type(), check_hessian_type2(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

int laplace_approximation_calculator::bw

Definition at line 248 of file adrndeff.h.

Referenced by check_hessian_type(), check_hessian_type2(), do_separable_stuff_hessian_type_information(), laplace_approximation_calculator(), and function_minimizer::quasi_newton_block().

imatrix* laplace_approximation_calculator::calling_set

Definition at line 194 of file adrndeff.h.

Referenced by funnel_init_var::allocate_all(), check_hessian_type2(), laplace_approximation_calculator(), and report_calling_set().

dvector laplace_approximation_calculator::check_local_uadjoint

Definition at line 301 of file adrndeff.h.

Referenced by block_diagonal_calculations().

dvector laplace_approximation_calculator::check_local_uadjoint2

Definition at line 302 of file adrndeff.h.

Referenced by block_diagonal_calculations().

dvector laplace_approximation_calculator::check_local_xadjoint

Definition at line 303 of file adrndeff.h.

Referenced by block_diagonal_calculations().

dvector laplace_approximation_calculator::check_local_xadjoint2

Definition at line 304 of file adrndeff.h.

Referenced by block_diagonal_calculations().

imatrix* laplace_approximation_calculator::compressed_triplet_information

Definition at line 193 of file adrndeff.h.

Referenced by check_hessian_type(), and make_sparse_triplet().

dvector laplace_approximation_calculator::curv

Definition at line 299 of file adrndeff.h.

Referenced by do_separable_stuff_newton_raphson_block_diagonal().

int laplace_approximation_calculator::dd_nr_flag

Definition at line 189 of file adrndeff.h.

Referenced by do_newton_raphson_banded().

imatrix* laplace_approximation_calculator::derindex

Definition at line 315 of file adrndeff.h.

Referenced by check_sparse_matrix_structure(), do_separable_stuff_hessian_type_information(), and ~laplace_approximation_calculator().

dmatrix laplace_approximation_calculator::Dux

Definition at line 317 of file adrndeff.h.

Referenced by default_calculations_check_derivatives(), do_separable_stuff_laplace_approximation_banded(), function_minimizer::hess_routine_noparallel_random_effects(), and laplace_approximation_calculator().

dmatrix laplace_approximation_calculator::epsilon

Definition at line 258 of file adrndeff.h.

Referenced by calculate_importance_sample(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), calculate_importance_sample_funnel(), calculate_importance_sample_shess(), and print_is_diagnostics().

fmm laplace_approximation_calculator::fmc

Definition at line 297 of file adrndeff.h.

Referenced by generate_antithetical_rvs().

fmm laplace_approximation_calculator::fmc1

Definition at line 295 of file adrndeff.h.

Referenced by banded_calculations_trust_region_approach(), function_minimizer::hess_routine_slave_random_effects(), inner_optimization_banded(), and laplace_approximation_calculator().

gauss_hermite_stuff* laplace_approximation_calculator::gh

Definition at line 223 of file adrndeff.h.

Referenced by function_minimizer::begin_gauss_hermite_stuff(), check_hessian_type(), check_hessian_type2(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), function_minimizer::do_gauss_hermite_integration(), function_minimizer::do_gauss_hermite_integration_multi(), and function_minimizer::end_gauss_hermite_stuff().

dvector laplace_approximation_calculator::grad

Definition at line 308 of file adrndeff.h.

Referenced by banded_calculations_trust_region_approach(), default_calculations_check_derivatives(), do_newton_raphson_banded(), do_newton_raphson_state_space(), and do_separable_stuff_newton_raphson_banded().

dvector* laplace_approximation_calculator::grad_x

Definition at line 310 of file adrndeff.h.

Referenced by get_fx_fu(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

dvector* laplace_approximation_calculator::grad_x_u

Definition at line 309 of file adrndeff.h.

Referenced by get_fx_fu(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

int laplace_approximation_calculator::have_bounded_random_effects

Definition at line 261 of file adrndeff.h.

Referenced by do_separable_stuff_newton_raphson_block_diagonal(), and get_block_diagonal_hessian().

int laplace_approximation_calculator::have_users_hesstype

Definition at line 239 of file adrndeff.h.

Referenced by laplace_approximation_calculator(), function_minimizer::limited_memory_quasi_newton_block(), function_minimizer::prof_minimize_re(), and function_minimizer::quasi_newton_block().

dmatrix laplace_approximation_calculator::Hess

Definition at line 312 of file adrndeff.h.

Referenced by check_hessian_type(), check_hessian_type2(), default_calculations_check_derivatives(), do_newton_raphson_banded(), do_newton_raphson_state_space(), do_separable_stuff_hessian_type_information(), do_separable_stuff_laplace_approximation_banded(), do_separable_stuff_newton_raphson_banded(), evaluate_function_with_quadprior(), function_minimizer::hess_routine_noparallel_random_effects(), and laplace_approximation_calculator().

d3_array* laplace_approximation_calculator::Hess_components

Definition at line 313 of file adrndeff.h.

dmatrix laplace_approximation_calculator::Hessadjoint

Definition at line 316 of file adrndeff.h.

Referenced by check_hessian_type(), check_hessian_type2(), default_calculations_check_derivatives(), do_separable_stuff_laplace_approximation_block_diagonal(), and laplace_approximation_calculator().

int laplace_approximation_calculator::hesstype

Definition at line 259 of file adrndeff.h.

Referenced by function_minimizer::begin_funnel_stuff(), check_hessian_type(), check_hessian_type2(), do_newton_raphson_banded(), do_separable_stuff(), do_separable_stuff_hessian_type_information(), do_separable_stuff_laplace_approximation_banded(), do_separable_stuff_newton_raphson_banded(), function_minimizer::end_df1b2_funnel_stuff(), function_minimizer::get_bigS(), function_minimizer::get_particular_grad(), function_minimizer::hess_routine_noparallel_random_effects(), function_minimizer::limited_memory_quasi_newton_block(), function_minimizer::pre_user_function(), function_minimizer::pre_userfunction(), function_minimizer::prof_minimize_re(), function_minimizer::quasi_newton_block(), set_default_hessian_type(), and funnel_init_df1b2variable::set_value().

dvar_matrix* laplace_approximation_calculator::importance_sampling_components

Definition at line 224 of file adrndeff.h.

Referenced by function_minimizer::begin_funnel_stuff(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), check_hessian_type(), check_hessian_type2(), function_minimizer::end_df1b2_funnel_stuff(), function_minimizer::end_get_importance_sampling_comnponent(), function_minimizer::start_get_importance_sampling_comnponent(), and ~laplace_approximation_calculator().

int laplace_approximation_calculator::importance_sampling_counter

Definition at line 225 of file adrndeff.h.

Referenced by calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), function_minimizer::end_get_importance_sampling_comnponent(), and function_minimizer::start_get_importance_sampling_comnponent().

dvector* laplace_approximation_calculator::importance_sampling_values

Definition at line 195 of file adrndeff.h.

Referenced by calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), calculate_importance_sample_shess(), print_is_diagnostics(), and ~laplace_approximation_calculator().

dvector* laplace_approximation_calculator::importance_sampling_weights

Definition at line 196 of file adrndeff.h.

Referenced by calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), print_is_diagnostics(), and ~laplace_approximation_calculator().

int laplace_approximation_calculator::in_gauss_hermite_phase

Definition at line 219 of file adrndeff.h.

Referenced by function_minimizer::begin_funnel_stuff(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), and function_minimizer::end_df1b2_funnel_stuff().

int laplace_approximation_calculator::init_switch

Definition at line 185 of file adrndeff.h.

Referenced by function_minimizer::limited_memory_quasi_newton_block(), and function_minimizer::quasi_newton_block().

double laplace_approximation_calculator::inner_crit

Definition at line 235 of file adrndeff.h.

int laplace_approximation_calculator::inner_iprint

Definition at line 244 of file adrndeff.h.

Referenced by laplace_approximation_calculator().

int laplace_approximation_calculator::inner_lmnflag

Definition at line 242 of file adrndeff.h.

Referenced by inner_optimization_banded().

int laplace_approximation_calculator::inner_lmnsteps

Definition at line 243 of file adrndeff.h.

int laplace_approximation_calculator::inner_maxfn

Definition at line 240 of file adrndeff.h.

int laplace_approximation_calculator::inner_noprintx

Definition at line 245 of file adrndeff.h.

int laplace_approximation_calculator::is_diagnostics_flag

Definition at line 197 of file adrndeff.h.

Referenced by print_is_diagnostics().

int laplace_approximation_calculator::isfunnel_flag

Definition at line 262 of file adrndeff.h.

Referenced by calculate_importance_sample_shess(), default_calculations_check_derivatives(), and laplace_approximation_calculator().

dvector laplace_approximation_calculator::local_dtemp

Definition at line 234 of file adrndeff.h.

double laplace_approximation_calculator::max_separable_g

Definition at line 236 of file adrndeff.h.

Referenced by do_separable_stuff_newton_raphson_block_diagonal().

ivector laplace_approximation_calculator::maxder

Definition at line 254 of file adrndeff.h.

Referenced by funnel_init_var::allocate_all(), default_calculations_check_derivatives(), get_second_ders(), and laplace_approximation_calculator().

ivector laplace_approximation_calculator::minder

Definition at line 253 of file adrndeff.h.

Referenced by default_calculations_check_derivatives(), get_second_ders(), and laplace_approximation_calculator().

int laplace_approximation_calculator::multi_random_effects

Definition at line 220 of file adrndeff.h.

Referenced by do_gauss_hermite_block_diagonal_multi(), and gauss_hermite_stuff::gauss_hermite_stuff().

nested_calls_indices laplace_approximation_calculator::nested_indices

Definition at line 186 of file adrndeff.h.

ivector laplace_approximation_calculator::nested_separable_calls_counter

Definition at line 211 of file adrndeff.h.

Referenced by build_up_nested_shape(), and laplace_approximation_calculator().

nested_calls_shape laplace_approximation_calculator::nested_shape

Definition at line 187 of file adrndeff.h.

Referenced by build_up_nested_shape().

ivector laplace_approximation_calculator::nested_tree_position

Definition at line 212 of file adrndeff.h.

Referenced by laplace_approximation_calculator().

int laplace_approximation_calculator::nfunnelblocks

Definition at line 263 of file adrndeff.h.

Referenced by calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_funnel(), calculate_importance_sample_shess(), and laplace_approximation_calculator().

int laplace_approximation_calculator::no_function_component_flag

Definition at line 221 of file adrndeff.h.

Referenced by function_minimizer::depvars_routine(), and function_minimizer::end_df1b2_funnel_stuff().

int laplace_approximation_calculator::no_re_ders_flag

Definition at line 190 of file adrndeff.h.

Referenced by function_minimizer::depvars_routine().

double laplace_approximation_calculator::nr_crit

Definition at line 237 of file adrndeff.h.

int laplace_approximation_calculator::nr_debug

Definition at line 241 of file adrndeff.h.

Referenced by do_newton_raphson_state_space().

int laplace_approximation_calculator::num_der_blocks

Definition at line 255 of file adrndeff.h.

Referenced by default_calculations_check_derivatives(), get_newton_raphson_info_banded(), get_second_ders(), and laplace_approximation_calculator().

int laplace_approximation_calculator::num_importance_samples

Definition at line 257 of file adrndeff.h.

Referenced by function_minimizer::begin_funnel_stuff(), calculate_importance_sample(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), calculate_importance_sample_funnel(), calculate_importance_sample_shess(), check_hessian_type(), check_hessian_type2(), default_calculations_check_derivatives(), function_minimizer::end_df1b2_funnel_stuff(), generate_antithetical_rvs(), and print_is_diagnostics().

ivector* laplace_approximation_calculator::num_local_fixed_array

Definition at line 216 of file adrndeff.h.

Referenced by do_separable_stuff_hessian_type_information(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

ivector* laplace_approximation_calculator::num_local_re_array

Definition at line 214 of file adrndeff.h.

Referenced by calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), function_minimizer::do_gauss_hermite_integration_multi(), do_separable_stuff_hessian_type_information(), laplace_approximation_calculator(), and ~laplace_approximation_calculator().

int laplace_approximation_calculator::num_nr_iters

Definition at line 256 of file adrndeff.h.

Referenced by default_calculations_check_derivatives(), do_newton_raphson_banded(), and do_newton_raphson_state_space().

int laplace_approximation_calculator::num_separable_calls

Definition at line 208 of file adrndeff.h.

Referenced by allocate_block_diagonal_stuff(), block_diagonal_calculations(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), check_hessian_type(), check_hessian_type2(), check_sparse_matrix_structure(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), function_minimizer::do_gauss_hermite_integration(), function_minimizer::do_gauss_hermite_integration_multi(), do_separable_stuff_hessian_type_information(), generate_antithetical_rvs(), get_block_diagonal_hessian(), laplace_approximation_calculator(), function_minimizer::pre_userfunction(), and function_minimizer::quasi_newton_block().

unsigned int laplace_approximation_calculator::nvar

Definition at line 252 of file adrndeff.h.

Referenced by funnel_init_var::allocate_all(), check_pool_size(), default_calculations_check_derivatives(), generate_antithetical_rvs(), and laplace_approximation_calculator().

int laplace_approximation_calculator::nvariables

Definition at line 251 of file adrndeff.h.

Referenced by laplace_approximation_calculator().

dmatrix* laplace_approximation_calculator::pHess_non_quadprior_part

Definition at line 314 of file adrndeff.h.

Referenced by laplace_approximation_calculator(), and ~laplace_approximation_calculator().

function_minimizer* laplace_approximation_calculator::pmin

Definition at line 246 of file adrndeff.h.

Referenced by banded_calculations_trust_region_approach(), check_hessian_type(), check_hessian_type2(), and do_newton_raphson_banded().

int laplace_approximation_calculator::print_importance_sampling_weights_flag = 0 [static]

Definition at line 203 of file adrndeff.h.

Referenced by function_minimizer::minimize().

int laplace_approximation_calculator::rseed

Definition at line 202 of file adrndeff.h.

Referenced by generate_antithetical_rvs(), and laplace_approximation_calculator().

int laplace_approximation_calculator::saddlepointflag = 0 [static]

Definition at line 198 of file adrndeff.h.

Referenced by calculate_laplace_approximation(), do_separable_stuff(), function_minimizer::end_df1b2_funnel_stuff(), function_minimizer::end_get_importance_sampling_comnponent(), function_minimizer::get_bigS(), function_minimizer::minimize(), and function_minimizer::pre_userfunction().

dvector laplace_approximation_calculator::scale

Definition at line 298 of file adrndeff.h.

Referenced by default_calculations_check_derivatives(), do_separable_stuff_newton_raphson_block_diagonal(), and get_block_diagonal_hessian().

int laplace_approximation_calculator::separable_call_level

Definition at line 188 of file adrndeff.h.

Referenced by begin_separable_call_stuff(), build_up_nested_shape(), and end_separable_call_stuff().

int laplace_approximation_calculator::separable_calls_counter

Definition at line 210 of file adrndeff.h.

Referenced by function_minimizer::begin_funnel_stuff(), function_minimizer::begin_gauss_hermite_stuff(), check_hessian_type(), do_separable_stuff(), function_minimizer::end_gauss_hermite_stuff(), function_minimizer::end_get_importance_sampling_comnponent(), function_minimizer::get_function_difference(), function_minimizer::get_particular_grad(), function_minimizer::other_separable_stuff_begin(), function_minimizer::pre_user_function(), function_minimizer::pre_userfunction(), function_minimizer::prof_minimize_re(), and function_minimizer::start_get_importance_sampling_comnponent().

dvector* laplace_approximation_calculator::separable_function_difference

Definition at line 222 of file adrndeff.h.

Referenced by function_minimizer::get_function_difference(), function_minimizer::pre_userfunction(), and ~laplace_approximation_calculator().

int laplace_approximation_calculator::sparse_count

Definition at line 269 of file adrndeff.h.

Referenced by do_newton_raphson_banded(), do_separable_stuff_laplace_approximation_banded(), do_separable_stuff_newton_raphson_banded(), and get_newton_raphson_info_banded().

int laplace_approximation_calculator::sparse_count_adjoint

Definition at line 270 of file adrndeff.h.

int laplace_approximation_calculator::sparse_hessian_flag = 0 [static]

Definition at line 200 of file adrndeff.h.

Referenced by calculate_importance_sample_shess(), calculate_laplace_approximation(), check_hessian_type(), function_minimizer::computations1(), do_newton_raphson_banded(), do_separable_stuff_hessian_type_information(), do_separable_stuff_laplace_approximation_banded(), do_separable_stuff_newton_raphson_banded(), and function_minimizer::minimize().

ivector* laplace_approximation_calculator::sparse_iterator

Definition at line 268 of file adrndeff.h.

Referenced by make_sparse_triplet().

hs_symbolic* laplace_approximation_calculator::sparse_symbolic

Definition at line 274 of file adrndeff.h.

Referenced by ~laplace_approximation_calculator().

hs_symbolic* laplace_approximation_calculator::sparse_symbolic2

Definition at line 275 of file adrndeff.h.

Referenced by calculate_laplace_approximation(), do_newton_raphson_banded(), function_minimizer::hess_routine_noparallel_random_effects(), make_sparse_triplet(), and ~laplace_approximation_calculator().

dcompressed_triplet* laplace_approximation_calculator::sparse_triplet

Definition at line 267 of file adrndeff.h.

Referenced by make_sparse_triplet(), and ~laplace_approximation_calculator().

dcompressed_triplet* laplace_approximation_calculator::sparse_triplet2

Definition at line 271 of file adrndeff.h.

Referenced by calculate_importance_sample_shess(), calculate_laplace_approximation(), function_minimizer::computations1(), do_newton_raphson_banded(), get_newton_raphson_info_banded(), function_minimizer::hess_routine_noparallel_random_effects(), make_sparse_triplet(), and ~laplace_approximation_calculator().

dvector laplace_approximation_calculator::step

Definition at line 311 of file adrndeff.h.

Referenced by banded_calculations_trust_region_approach(), default_calculations_check_derivatives(), do_newton_raphson_banded(), do_newton_raphson_state_space(), do_separable_stuff_newton_raphson_block_diagonal(), and get_newton_raphson_info_banded().

i3_array* laplace_approximation_calculator::triplet_information

Definition at line 192 of file adrndeff.h.

Referenced by check_hessian_type(), do_separable_stuff_hessian_type_information(), and ~laplace_approximation_calculator().

dvector laplace_approximation_calculator::uadjoint

Definition at line 305 of file adrndeff.h.

Referenced by default_calculations_check_derivatives(), and do_separable_stuff_laplace_approximation_banded().

dvector laplace_approximation_calculator::ubest

Definition at line 307 of file adrndeff.h.

Referenced by function_minimizer::limited_memory_quasi_newton_block(), and function_minimizer::quasi_newton_block().

dvector laplace_approximation_calculator::uhat

Definition at line 306 of file adrndeff.h.

Referenced by banded_calculations_trust_region_approach(), default_calculations_check_derivatives(), do_newton_raphson_banded(), do_newton_raphson_state_space(), function_minimizer::hess_routine_noparallel_random_effects(), inner_optimization_banded(), laplace_approximation_calculator(), function_minimizer::limited_memory_quasi_newton_block(), and function_minimizer::quasi_newton_block().

int laplace_approximation_calculator::use_gauss_hermite

Definition at line 218 of file adrndeff.h.

Referenced by check_hessian_type(), check_hessian_type2(), do_gauss_hermite_block_diagonal(), and do_gauss_hermite_block_diagonal_multi().

int laplace_approximation_calculator::use_outliers

Definition at line 217 of file adrndeff.h.

Referenced by calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), and calculate_importance_sample_funnel().

ivector laplace_approximation_calculator::used_flags

Definition at line 238 of file adrndeff.h.

Referenced by check_hessian_type(), check_hessian_type2(), default_calculations_check_derivatives(), funnel_init_df1b2vector::funnel_init_df1b2vector(), get_newton_raphson_info_banded(), funnel_init_df1b2variable::preallocate(), and funnel_init_df1b2variable::set_value().

int laplace_approximation_calculator::usize

Definition at line 250 of file adrndeff.h.

Referenced by check_hessian_type(), check_hessian_type2(), check_sparse_matrix_structure(), default_calculations_check_derivatives(), do_newton_raphson_banded(), do_newton_raphson_state_space(), function_minimizer::get_bigS(), get_fx_fu(), get_second_ders(), function_minimizer::hess_routine_noparallel_random_effects(), laplace_approximation_calculator(), make_sparse_triplet(), and function_minimizer::quasi_newton_block().

int laplace_approximation_calculator::var_flag

Definition at line 260 of file adrndeff.h.

Referenced by laplace_approximation_calculator().

dvar_vector * laplace_approximation_calculator::variance_components_vector = 0 [static]

Definition at line 204 of file adrndeff.h.

Referenced by function_minimizer::limited_memory_quasi_newton_block(), function_minimizer::prof_minimize_re(), and function_minimizer::quasi_newton_block().

dvar_compressed_triplet* laplace_approximation_calculator::vsparse_triplet

Definition at line 272 of file adrndeff.h.

Referenced by calculate_importance_sample_shess(), calculate_laplace_approximation(), and ~laplace_approximation_calculator().

dcompressed_triplet* laplace_approximation_calculator::vsparse_triplet_adjoint

Definition at line 273 of file adrndeff.h.

Referenced by calculate_importance_sample_shess(), calculate_laplace_approximation(), and ~laplace_approximation_calculator().

int laplace_approximation_calculator::where_are_we_flag = 0 [static]

Definition at line 206 of file adrndeff.h.

Referenced by banded_calculations(), default_calculations(), default_calculations_check_derivatives(), do_newton_raphson_banded(), do_newton_raphson_state_space(), evaluate_function(), evaluate_function_quiet(), evaluate_function_with_quadprior(), quadratic_prior::operator=(), and df1b2quadratic_prior::operator=().

dvector laplace_approximation_calculator::xadjoint

Definition at line 300 of file adrndeff.h.

Referenced by default_calculations_check_derivatives(), do_separable_stuff_laplace_approximation_banded(), and do_separable_stuff_laplace_approximation_block_diagonal().

int laplace_approximation_calculator::xsize

Definition at line 249 of file adrndeff.h.

Referenced by check_hessian_type(), check_hessian_type2(), default_calculations_check_derivatives(), do_newton_raphson_banded(), do_newton_raphson_state_space(), do_separable_stuff_hessian_type_information(), do_separable_stuff_laplace_approximation_banded(), do_separable_stuff_laplace_approximation_block_diagonal(), do_separable_stuff_newton_raphson_banded(), do_separable_stuff_newton_raphson_block_diagonal(), do_separable_stuff_x_u_block_diagonal(), function_minimizer::get_bigS(), get_block_diagonal_hessian(), get_fx_fu(), get_second_ders(), function_minimizer::hess_routine_noparallel_random_effects(), laplace_approximation_calculator(), and funnel_init_df1b2variable::set_value().

init_df1b2vector laplace_approximation_calculator::y

Definition at line 318 of file adrndeff.h.

Referenced by avg(), check_hessian_type(), check_hessian_type2(), default_calculations_check_derivatives(), do_newton_raphson_banded(), do_newton_raphson_state_space(), get_newton_raphson_info_banded(), laplace_approximation_calculator(), pow(), funnel_init_df1b2variable::set_index(), funnel_init_bounded_df1b2vector::set_index(), funnel_init_df1b2vector::set_index(), set_u_dot(), funnel_init_df1b2variable::xinit(), funnel_init_bounded_df1b2vector::xinit(), and funnel_init_df1b2vector::xinit().

List of all members.

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

• adrndeff.h (* $Id$)
• df1b2chkder.cpp (* $Id$)
• df1b2lap.cpp (* $Id$)
• df1b2lme.cpp (* $Id$)
• df1b2lp1.cpp (* $Id$)
• df1b2lp10.cpp (* $Id$)
• df1b2lp11.cpp (* $Id$)
• df1b2lp2.cpp (* $Id$)
• df1b2lp6.cpp (* $Id$)
• df1b2lp7.cpp (* $Id$)
• df1b2lp8.cpp (* $Id$)
• df1b2lp9.cpp (* $Id$)
• dflocmin.cpp (* $Id$)
• f1b2fnl2.cpp (* $Id$)
• f1b2fnl3.cpp (* $Id$)
• f1b2fnl5.cpp (* $Id$)
• f1b2lapqd.cpp (* $Id$)
• test_trust.cpp (* $Id$)