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

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) override
virtual void update (const std::vector< Real > &x, UpdateType type, int iter=-1)
void update (const Vector< Real > &x, UpdateType type, int iter=-1) override
Real value (const Vector< Real > &x, Real &tol) override
void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override
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) override
void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override
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) override
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) override
Public Member Functions inherited from ROL::ROL::Objective< Real >
virtual ~Objective ()
 Objective ()
virtual void update (const Vector< Real > &x, UpdateType type, int iter=-1)
 Update objective function.
virtual void update (const Vector< Real > &x, bool flag=true, int iter=-1)
 Update objective function.
virtual Real value (const Vector< Real > &x, Real &tol)=0
 Compute value.
virtual void gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol)
 Compute gradient.
virtual Real dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol)
 Compute directional derivative.
virtual void hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply Hessian approximation to vector.
virtual void invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply inverse Hessian approximation to vector.
virtual void precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol)
 Apply preconditioner to vector.
virtual void prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol)
 Compute the proximity operator.
virtual void proxJacVec (Vector< Real > &Jv, const Vector< Real > &v, const Vector< Real > &x, Real t, Real &tol)
 Apply the Jacobian of the proximity operator.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
virtual std::vector< std::vector< Real > > checkProxJacVec (const Vector< Real > &x, const Vector< Real > &v, Real t=Real(1), bool printToStream=true, std::ostream &outStream=std::cout, int numSteps=ROL_NUM_CHECKDERIV_STEPS)
 Finite-difference proximity operator Jacobian-applied-to-vector check.
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::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 27 of file ROL_RegressionError.hpp.

Constructor & Destructor Documentation

◆ RegressionError()

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

Definition at line 37 of file ROL_RegressionError.hpp.

Member Function Documentation

◆ checkSize()

template<class Real>
void ROL::RegressionError< Real >::checkSize ( const std::vector< Real > & x)
inlineprivate

Definition at line 29 of file ROL_RegressionError.hpp.

References ROL::Objective< Real >::getParameter().

Referenced by gradient(), hessVec(), and value().

◆ value()

template<class Real>
Real ROL::RegressionError< Real >::value ( const std::vector< Real > & x,
Real & tol )
inlinevirtual

Implements ROL::StdObjective< Real >.

Definition at line 39 of file ROL_RegressionError.hpp.

References checkSize(), dim, and ROL::Objective< Real >::getParameter().

◆ gradient()

template<class Real>
void ROL::RegressionError< Real >::gradient ( std::vector< Real > & g,
const std::vector< Real > & x,
Real & tol )
inlinevirtual

Reimplemented from ROL::StdObjective< Real >.

Definition at line 48 of file ROL_RegressionError.hpp.

References checkSize(), dim, and ROL::Objective< Real >::getParameter().

◆ hessVec()

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 56 of file ROL_RegressionError.hpp.

References checkSize().

The documentation for this class was generated from the following file:
Generated by doxygen 1.15.0