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test_trust.cpp File Reference

(* $Id: test_trust.cpp 2451 2014-10-01 22:58:00Z johnoel $)

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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.

Detailed Description

Description not yet available.

Definition in file test_trust.cpp.


Define Documentation

#define EPS   1.0e-14

Definition at line 343 of file test_trust.cpp.


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 1421 of file df1b2lap.cpp.

dmatrix choleski_decomp_positive ( const dmatrix MM,
double  bound 
)
double evaluate_function ( const dvector x,
function_minimizer pfmin 
)

Description not yet available.

Parameters:

Definition at line 1914 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 1342 of file df1b2lap.cpp.