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quadratic_prior Class Reference

Description not yet available. More...

#include <df1b2fun.h>

Public Member Functions

 quadratic_prior (void)
 Default constructor.
 ~quadratic_prior (void)
 Destructor.
void add_to_list (void)
 Description not yet available.
void allocate (const dvar_vector &_u, const char *s)
 Description not yet available.
void allocate (const dvar_vector &_u)
 Description not yet available.
void allocate (const dvar_matrix &_M, const dvar_vector &_u, const char *s)
 Description not yet available.
void allocate (const dvar_matrix &_M, const dvar_vector &_u)
 Description not yet available.
void get_cgradient (dvector, int)
 Description not yet available.
void get_cHessian (dmatrix, int)
 Description not yet available.
void get_cHessian (dvar_matrix, int)
 Description not yet available.
void get_cHessian_from_vHessian (dmatrix, int)
 Description not yet available.
virtual void get_cM (void)=0
dvariable get_function (void)
 Description not yet available.
dvar_vector get_gradient (void)
 Description not yet available.
dvar_matrix get_Hessian (void)
 Description not yet available.
int get_myindex (void)
int get_offset (int xs)
 Description not yet available.
void get_vHessian (dvar_matrix, int)
 Description not yet available.
void operator= (const dvar_matrix &)
 Description not yet available.
void operator= (const dmatrix &)
 Description not yet available.

Static Public Member Functions

static void cleanup_dfpMinv ()
static void cleanup_pMinv ()
static void get_cgradient_contribution (dvector, int)
 Description not yet available.
static void get_cHessian_contribution (dmatrix, int)
 Description not yet available.
static void get_cHessian_contribution_from_vHessian (dmatrix, int)
 Description not yet available.
static dvar_vector get_gradient_contribution (void)
static dvar_matrix get_Hessian_contribution (void)
static int get_in_qp_calculations ()
static void get_M_calculations (void)
 Description not yet available.
static int get_num_quadratic_prior (void)
static quadratic_prior * get_ptr (int i)
static dvariable get_quadratic_priors (void)
 Description not yet available.
static void get_vHessian_contribution (dvar_matrix, int)
 Description not yet available.

Static Public Attributes

static int in_qp_calculations = 0
static const int max_num_quadratic_prior = 100
static int num_quadratic_prior = 0
static quadratic_prior * ptr []
static int qflag

Private Attributes

dvar_matrix * dfpMinv
dmatrix * pMinv
dvar_vector * pu
int xmyindex

Friends

class df1b2quadratic_prior

Detailed Description

Description not yet available.

Parameters:

Definition at line 1859 of file df1b2fun.h.

Constructor & Destructor Documentation

quadratic_prior::quadratic_prior ( void  )

Default constructor.

Definition at line 465 of file quadpri.cpp.

quadratic_prior::~quadratic_prior ( void  )

Destructor.

Definition at line 476 of file quadpri.cpp.

Member Function Documentation

void quadratic_prior::add_to_list ( void  )

Description not yet available.

Parameters:

Definition at line 90 of file quadpri.cpp.

Referenced by quadratic_prior().

void quadratic_prior::allocate ( const dvar_vector &  _u,
const char *  s 
)

Description not yet available.

Parameters:

Definition at line 499 of file quadpri.cpp.

Referenced by allocate().

void quadratic_prior::allocate ( const dvar_vector &  _u)

Description not yet available.

Parameters:

Definition at line 508 of file quadpri.cpp.

void quadratic_prior::allocate ( const dvar_matrix &  _M,
const dvar_vector &  _u,
const char *  s 
)

Description not yet available.

Parameters:

Definition at line 523 of file quadpri.cpp.

void quadratic_prior::allocate ( const dvar_matrix &  _M,
const dvar_vector &  _u 
)

Description not yet available.

Parameters:

Definition at line 533 of file quadpri.cpp.

static void quadratic_prior::cleanup_dfpMinv ( ) [static]
static void quadratic_prior::cleanup_pMinv ( ) [static]
void quadratic_prior::get_cgradient ( dvector  g,
int  xs 
)

Description not yet available.

Parameters:

Definition at line 409 of file quadpri.cpp.

Referenced by get_cgradient_contribution().

void quadratic_prior::get_cgradient_contribution ( dvector  g,
int  xs 
) [static]

Description not yet available.

Parameters:

Definition at line 558 of file quadpri.cpp.

Referenced by 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 quadratic_prior::get_cHessian ( dmatrix  H,
int  xsize 
)

Description not yet available.

Parameters:

Definition at line 140 of file quadpri.cpp.

Referenced by evaluate_function_with_quadprior(), get_cHessian_contribution(), and get_cHessian_contribution_from_vHessian().

void quadratic_prior::get_cHessian ( dvar_matrix  H,
int  xsize 
)

Description not yet available.

Parameters:

Definition at line 201 of file quadpri.cpp.

void quadratic_prior::get_cHessian_contribution ( dmatrix  H,
int  xsize 
) [static]

Description not yet available.

Parameters:

Definition at line 591 of file quadpri.cpp.

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(), calculate_laplace_approximation(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), laplace_approximation_calculator::do_newton_raphson_banded(), and laplace_approximation_calculator::do_newton_raphson_state_space().

void quadratic_prior::get_cHessian_contribution_from_vHessian ( dmatrix  Hess,
int  xsize 
) [static]

Description not yet available.

Parameters:

Definition at line 668 of file quadpri.cpp.

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

void quadratic_prior::get_cHessian_from_vHessian ( dmatrix  H,
int  xs 
)

Description not yet available.

Parameters:

Definition at line 337 of file quadpri.cpp.

Referenced by get_cHessian_contribution_from_vHessian().

virtual void quadratic_prior::get_cM ( void  ) [pure virtual]

Referenced by get_M_calculations().

dvariable quadratic_prior::get_function ( void  )

Description not yet available.

Parameters:

Definition at line 110 of file quadpri.cpp.

Referenced by get_quadratic_priors().

dvar_vector quadratic_prior::get_gradient ( void  )

Description not yet available.

Parameters:

Definition at line 400 of file quadpri.cpp.

static dvar_vector quadratic_prior::get_gradient_contribution ( void  ) [static]
dvar_matrix quadratic_prior::get_Hessian ( void  )

Description not yet available.

Parameters:

Definition at line 119 of file quadpri.cpp.

static dvar_matrix quadratic_prior::get_Hessian_contribution ( void  ) [static]
static int quadratic_prior::get_in_qp_calculations ( ) [inline, static]

Definition at line 1881 of file df1b2fun.h.

void quadratic_prior::get_M_calculations ( void  ) [static]

Description not yet available.

Parameters:

Definition at line 30 of file quadpri.cpp.

Referenced by calculate_laplace_approximation(), evaluate_function(), evaluate_function_gradient(), evaluate_function_no_derivatives(), evaluate_function_quiet(), evaluate_function_with_quadprior(), laplace_approximation_calculator::get_uhat_lm_newton2(), laplace_approximation_calculator::get_uhat_quasi_newton(), laplace_approximation_calculator::get_uhat_quasi_newton_block_diagonal(), function_minimizer::limited_memory_quasi_newton_block(), and function_minimizer::quasi_newton_block().

int quadratic_prior::get_myindex ( void  ) [inline]

Definition at line 1877 of file df1b2fun.h.

Referenced by get_offset().

static int quadratic_prior::get_num_quadratic_prior ( void  ) [inline, static]

Definition at line 1882 of file df1b2fun.h.

Referenced by laplace_approximation_calculator::banded_calculations(), 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(), calculate_laplace_approximation(), laplace_approximation_calculator::check_hessian_type(), laplace_approximation_calculator::check_hessian_type2(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), laplace_approximation_calculator::do_newton_raphson_banded(), laplace_approximation_calculator::do_newton_raphson_state_space(), evaluate_function(), evaluate_function_gradient(), evaluate_function_no_derivatives(), evaluate_function_quiet(), evaluate_function_with_quadprior(), laplace_approximation_calculator::get_uhat_lm_newton2(), laplace_approximation_calculator::get_uhat_quasi_newton(), laplace_approximation_calculator::get_uhat_quasi_newton_block_diagonal(), function_minimizer::limited_memory_quasi_newton_block(), and function_minimizer::quasi_newton_block().

int quadratic_prior::get_offset ( int  xs)

Description not yet available.

Parameters:

Definition at line 128 of file quadpri.cpp.

Referenced by get_cgradient(), get_cHessian(), get_cHessian_from_vHessian(), and get_vHessian().

static quadratic_prior* quadratic_prior::get_ptr ( int  i) [inline, static]

Definition at line 1878 of file df1b2fun.h.

Referenced by evaluate_function_with_quadprior(), get_cHessian_contribution_from_vHessian(), and operator=().

dvariable quadratic_prior::get_quadratic_priors ( void  ) [static]

Description not yet available.

Parameters:

Definition at line 544 of file quadpri.cpp.

void quadratic_prior::get_vHessian ( dvar_matrix  H,
int  xsize 
)

Description not yet available.

Parameters:

Definition at line 262 of file quadpri.cpp.

Referenced by evaluate_function_with_quadprior(), and get_vHessian_contribution().

void quadratic_prior::get_vHessian_contribution ( dvar_matrix  H,
int  xs 
) [static]

Description not yet available.

Parameters:

Definition at line 635 of file quadpri.cpp.

void quadratic_prior::operator= ( const dvar_matrix &  _M)

Description not yet available.

Parameters:

Reimplemented in quadratic_re_penalty, and normal_quadratic_prior.

Definition at line 687 of file quadpri.cpp.

void quadratic_prior::operator= ( const dmatrix &  _M)

Description not yet available.

Parameters:

Reimplemented in constant_quadratic_re_penalty, and quadratic_re_penalty.

Definition at line 790 of file quadpri.cpp.

Friends And Related Function Documentation

friend class df1b2quadratic_prior [friend]

Definition at line 1905 of file df1b2fun.h.

Member Data Documentation

dvar_matrix* quadratic_prior::dfpMinv [private]

Definition at line 1862 of file df1b2fun.h.

Referenced by get_cHessian_from_vHessian(), get_vHessian(), operator=(), and ~quadratic_prior().

int quadratic_prior::in_qp_calculations = 0 [static]

Definition at line 1875 of file df1b2fun.h.

Referenced by laplace_approximation_calculator::banded_calculations(), laplace_approximation_calculator::check_hessian_type(), laplace_approximation_calculator::check_hessian_type2(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), get_in_qp_calculations(), and df1b2quadratic_prior::operator=().

const int quadratic_prior::max_num_quadratic_prior = 100 [static]

Definition at line 1872 of file df1b2fun.h.

Referenced by add_to_list().

int quadratic_prior::num_quadratic_prior = 0 [static]

Definition at line 1871 of file df1b2fun.h.

Referenced by add_to_list(), get_cgradient_contribution(), get_cHessian_contribution(), get_cHessian_contribution_from_vHessian(), get_M_calculations(), get_num_quadratic_prior(), get_quadratic_priors(), and get_vHessian_contribution().

dmatrix* quadratic_prior::pMinv [private]

Definition at line 1861 of file df1b2fun.h.

Referenced by allocate(), get_cgradient(), get_cHessian(), get_cHessian_contribution(), get_gradient(), get_Hessian(), operator=(), and ~quadratic_prior().

quadratic_prior * quadratic_prior::ptr [static]

Definition at line 1867 of file df1b2fun.h.

Referenced by add_to_list(), get_cgradient_contribution(), get_cHessian_contribution(), get_cHessian_contribution_from_vHessian(), get_M_calculations(), get_ptr(), get_quadratic_priors(), and get_vHessian_contribution().

dvar_vector* quadratic_prior::pu [private]

Definition at line 1863 of file df1b2fun.h.

Referenced by allocate(), get_cgradient(), get_function(), get_gradient(), operator=(), and ~quadratic_prior().

int quadratic_prior::qflag [static]

Definition at line 1866 of file df1b2fun.h.

int quadratic_prior::xmyindex [private]

Definition at line 1864 of file df1b2fun.h.

Referenced by add_to_list(), get_myindex(), and operator=().

List of all members.

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