Public Member Functions | Protected Member Functions
TaylorApproximation Class Reference

Derived approximation class for first- or second-order Taylor series (a local approximation). More...

Inheritance diagram for TaylorApproximation:
Approximation

List of all members.

Public Member Functions

 TaylorApproximation ()
 default constructor
 TaylorApproximation (ProblemDescDB &problem_db, size_t num_vars)
 standard constructor
 TaylorApproximation (size_t num_vars, unsigned short data_order)
 alternate constructor
 ~TaylorApproximation ()
 destructor

Protected Member Functions

int min_coefficients () const
 return the minimum number of samples (unknowns) required to build the derived class approximation type in numVars dimensions
void build ()
 builds the approximation from scratch
const Real & get_value (const RealVector &x)
 retrieve the approximate function value for a given parameter vector
const RealVector & get_gradient (const RealVector &x)
 retrieve the approximate function gradient for a given parameter vector
const RealSymMatrix & get_hessian (const RealVector &x)
 retrieve the approximate function Hessian for a given parameter vector

Detailed Description

Derived approximation class for first- or second-order Taylor series (a local approximation).

The TaylorApproximation class provides a local approximation based on data from a single point in parameter space. It uses a first- or second-order Taylor series expansion: f(x) = f(x_c) + grad(x_c)' (x - x_c) + (x - x_c)' Hess(x_c) (x - x_c) / 2.


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