diff options
Diffstat (limited to 'core/num_diff.hpp')
| -rw-r--r-- | core/num_diff.hpp | 31 |
1 files changed, 31 insertions, 0 deletions
diff --git a/core/num_diff.hpp b/core/num_diff.hpp index f9cf520..a6d9659 100644 --- a/core/num_diff.hpp +++ b/core/num_diff.hpp @@ -1,3 +1,8 @@ +/** + \file num_diff.hpp + */ + + #ifndef NUMDIFF_HPP #define NUMDIFF_HPP @@ -9,6 +14,12 @@ namespace opt_utilities { + + /** + differentiable function + \tparam rT the return type + \tparam the parameter type + */ template <typename rT,typename pT> class dfunc_obj :public func_obj<rT,pT> @@ -17,12 +28,22 @@ namespace opt_utilities virtual pT do_diff(const pT& p)=0; public: + /** + calculate the differentiation + \param p the self-var + \return the gradient at p + */ pT diff(const pT& p) { return do_diff(p); } }; + + /** + When trying to diff an object function, when it is not differentiable, + this exception will be thrown. + */ class underivable :public opt_exception { @@ -32,6 +53,9 @@ namespace opt_utilities {} }; + /** + calculate the numerical differential of a func_obj + */ template <typename rT,typename pT> pT numdiff(func_obj<rT,pT>& f,const pT& p) { @@ -68,6 +92,13 @@ namespace opt_utilities return result; } + + /** + Help function to calculate the gradient of an objection function + func_obj, whether it is differentiable or not. If it is differentiable, + the gradient will be calculated by calling the diff member in the func_obj, + or a numerical calculation will be performed. + */ template <typename rT,typename pT> pT diff(func_obj<rT,pT>& f,const pT& p) { |