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java.lang.Object edu.jhu.bme.smile.commons.optimize.test.FunctionRosenbrock
public class FunctionRosenbrock
Test case to test ND optimizers. Function is 5*(x-y^2)^2 + (1-y)^2
Constructor Summary | |
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FunctionRosenbrock()
Default constructor. |
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FunctionRosenbrock(double[] domMin,
double[] domMax)
Constructor to set the domain. |
Method Summary | |
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double[][] |
get2ndDerivative(double[] x)
Gets the hessian of the function. |
double[][] |
get2ndDerivative(double[] x,
double step,
int method)
Gets the hessian of the function. |
double |
get2ndDerivative(double[] x,
int dim1,
int dim2)
Gets the 2nd derivative of the function in a specific direction. |
double[] |
getDerivative(double[] x)
Gets the gradient of the function. |
double[] |
getDerivative(double[] x,
double step,
int method)
Gets the gradient of the function. |
double[] |
getDomainMax()
Gets the domain maximum. |
double[] |
getDomainMin()
Gets the domain minimum. |
double |
getDomainTolerance()
Gets the tolerance. |
int |
getNumberOfDimensions()
Gets the number of dimensions. |
double |
getValue(double[] x)
Evaluates the function at location x. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public FunctionRosenbrock()
public FunctionRosenbrock(double[] domMin, double[] domMax)
domMin
- domain minimumdomMax
- domain maximumMethod Detail |
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public double[] getDomainMax()
getDomainMax
in interface OptimizableNDContinuous
public double[] getDomainMin()
getDomainMin
in interface OptimizableNDContinuous
public double getDomainTolerance()
getDomainTolerance
in interface OptimizableNDContinuous
public int getNumberOfDimensions()
getNumberOfDimensions
in interface OptimizableNDContinuous
public double getValue(double[] x)
getValue
in interface OptimizableNDContinuous
x
- location to evaluate function
public double[][] get2ndDerivative(double[] x)
get2ndDerivative
in interface OptimizableNDContinuousDifferentiable
x
- location to calculate hessian
public double[][] get2ndDerivative(double[] x, double step, int method)
x
- location to calculate hessianstep
- step sizemethod
- method
public double get2ndDerivative(double[] x, int dim1, int dim2)
get2ndDerivative
in interface OptimizableNDContinuousDifferentiable
x
- location to calculate derivativedim1
- dimension to take the first derivativedim2
- dimension to take the second derivative
public double[] getDerivative(double[] x)
getDerivative
in interface OptimizableNDContinuousDifferentiable
x
- location to calculate gradient
public double[] getDerivative(double[] x, double step, int method)
x
- location to calculate gradientstep
- step sizemethod
- method
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