test_trust.cpp File Reference

(* $Id$)

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

Go to the source code of this file.

Defines
#define	EPS   1.0e-14
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.
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.
dmatrix	choleski_decomp_positive (const dmatrix &M, double b)
	Description not yet available.
double	evaluate_function (const dvector &x, function_minimizer *pfmin)
	Description not yet available.
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.

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Detailed Description

Description not yet available.

Definition in file test_trust.cpp.

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Define Documentation

#define EPS   1.0e-14

Definition at line 343 of file test_trust.cpp.

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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 19 of file df1b2imp.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 1449 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.

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

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

Description not yet available.

Parameters:

Definition at line 1984 of file df1b2lap.cpp.

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 1370 of file df1b2lap.cpp.