finite-difference-gradient.hh File Reference

Classes

class  roboptim::BadGradient< T >
 Exception thrown when a gradient check fail. More...
 
class  roboptim::finiteDifferenceGradientPolicies::Simple< T >
 Fast finite difference gradient computation. More...
 
class  roboptim::finiteDifferenceGradientPolicies::FivePointsRule< T >
 Precise finite difference gradient computation. More...
 
class  roboptim::GenericFiniteDifferenceGradient< T, FdgPolicy >
 Compute automatically a gradient with finite differences. More...
 

Namespaces

 roboptim
 Meta-functions, functions and solvers related classes.
 
 roboptim::finiteDifferenceGradientPolicies
 Contains finite difference gradients policies.
 

Functions

template<typename T >
std::ostream & roboptim::operator<< (std::ostream &o, const BadGradient< T > &f)
 Override operator<< to handle exception display. More...
 
template<typename T >
bool roboptim::checkGradient (const GenericDifferentiableFunction< T > &function, typename GenericDifferentiableFunction< T >::size_type functionId, const typename GenericDifferentiableFunction< T >::vector_t &x, typename GenericDifferentiableFunction< T >::value_type threshold=finiteDifferenceThreshold) throw ()
 Check if a gradient is valid. More...
 
template<typename T >
void roboptim::checkGradientAndThrow (const GenericDifferentiableFunction< T > &function, typename GenericDifferentiableFunction< T >::size_type functionId, const typename GenericDifferentiableFunction< T >::vector_t &x, typename GenericDifferentiableFunction< T >::value_type threshold=finiteDifferenceThreshold) throw (BadGradient<T>)
 

Variables

static const double roboptim::finiteDifferenceThreshold = 1e-4
 Default threshold for checkGradient. More...
 
static const double roboptim::finiteDifferenceEpsilon = 1e-8
 Default epsilon for finite difference class. More...