ROL
Public Member Functions | Private Member Functions | List of all members
ROL::RegressionError< Real > Class Template Reference

Provides the interface to evaluate linear regression error. More...

#include <ROL_RegressionError.hpp>

+ Inheritance diagram for ROL::RegressionError< Real >:

Public Member Functions

 RegressionError (void)
 
Real value (const std::vector< Real > &x, Real &tol)
 
void gradient (std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
 
void hessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
- Public Member Functions inherited from ROL::StdObjective< Real >
virtual void update (const std::vector< Real > &x, bool flag=true, int iter=-1)
 
void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update objective function. More...
 
Real value (const Vector< Real > &x, Real &tol)
 Compute value. More...
 
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient. More...
 
virtual Real dirDeriv (const std::vector< Real > &x, const std::vector< Real > &d, Real &tol)
 
Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative. More...
 
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector. More...
 
virtual void invHessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply inverse Hessian approximation to vector. More...
 
virtual void precond (std::vector< Real > &Pv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
 
void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply preconditioner to vector. More...
 
- Public Member Functions inherited from ROL::Objective< Real >
virtual ~Objective ()
 
virtual std::vector
< std::vector< Real > > 
checkGradient (const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference gradient check. More...
 
virtual std::vector
< std::vector< Real > > 
checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference gradient check. More...
 
virtual std::vector
< std::vector< Real > > 
checkGradient (const Vector< Real > &x, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference gradient check with specified step sizes. More...
 
virtual std::vector
< std::vector< Real > > 
checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference gradient check with specified step sizes. More...
 
virtual std::vector
< std::vector< Real > > 
checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference Hessian-applied-to-vector check. More...
 
virtual std::vector
< std::vector< Real > > 
checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1)
 Finite-difference Hessian-applied-to-vector check. More...
 
virtual std::vector
< std::vector< Real > > 
checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference Hessian-applied-to-vector check with specified step sizes. More...
 
virtual std::vector
< std::vector< Real > > 
checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1)
 Finite-difference Hessian-applied-to-vector check with specified step sizes. More...
 
virtual std::vector< Real > checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
 Hessian symmetry check. More...
 
virtual std::vector< Real > checkHessSym (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout)
 Hessian symmetry check. More...
 
virtual void setParameter (const std::vector< Real > &param)
 

Private Member Functions

void checkSize (const std::vector< Real > &x)
 

Additional Inherited Members

- Protected Member Functions inherited from ROL::Objective< Real >
const std::vector< Real > getParameter (void) const
 

Detailed Description

template<class Real>
class ROL::RegressionError< Real >

Provides the interface to evaluate linear regression error.


Definition at line 61 of file ROL_RegressionError.hpp.

Constructor & Destructor Documentation

template<class Real >
ROL::RegressionError< Real >::RegressionError ( void  )
inline

Definition at line 71 of file ROL_RegressionError.hpp.

Member Function Documentation

template<class Real >
void ROL::RegressionError< Real >::checkSize ( const std::vector< Real > &  x)
inlineprivate
template<class Real >
Real ROL::RegressionError< Real >::value ( const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual
template<class Real >
void ROL::RegressionError< Real >::gradient ( std::vector< Real > &  g,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual
template<class Real >
void ROL::RegressionError< Real >::hessVec ( std::vector< Real > &  hv,
const std::vector< Real > &  v,
const std::vector< Real > &  x,
Real &  tol 
)
inlinevirtual

Reimplemented from ROL::StdObjective< Real >.

Definition at line 104 of file ROL_RegressionError.hpp.


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