MR::Math::GradientDescent< Function, UpdateFunctor > Class Template Reference

Computes the minimum of a function using a gradient descent approach. More...

#include "math/gradient_descent.h"

Protected Member Functions
value_type	evaluate_func (const Eigen::Matrix< value_type, Eigen::Dynamic, 1 > &newx, Eigen::Matrix< value_type, Eigen::Dynamic, 1 > &newg, bool verbose=false)
void	compute_normg_and_step_unscaled ()

Protected Attributes
Function &	func
UpdateFunctor	update_func
const value_type	step_up
const value_type	step_down
bool	verbose
std::string	delim
size_t	niter
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	x
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	x2
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	g
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	g2
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	preconditioner_weights
value_type	f
value_type	dt
value_type	normg
value_type	step_unscaled
size_t	nfeval

Detailed Description

template<class Function, class UpdateFunctor = LinearUpdate>
class MR::Math::GradientDescent< Function, UpdateFunctor >

Computes the minimum of a function using a gradient descent approach.

Definition at line 52 of file gradient_descent.h.

Member Function Documentation

compute_normg_and_step_unscaled()

template<class Function , class UpdateFunctor = LinearUpdate>

void MR::Math::GradientDescent< Function, UpdateFunctor >::compute_normg_and_step_unscaled ( )

inlineprotected

Definition at line 229 of file gradient_descent.h.

evaluate_func()

template<class Function , class UpdateFunctor = LinearUpdate>

value_type MR::Math::GradientDescent< Function, UpdateFunctor >::evaluate_func ( const Eigen::Matrix< value_type, Eigen::Dynamic, 1 > &  newx, Eigen::Matrix< value_type, Eigen::Dynamic, 1 > &  newg, bool  verbose = false  )

inlineprotected

Definition at line 216 of file gradient_descent.h.

Member Data Documentation

delim

template<class Function , class UpdateFunctor = LinearUpdate>

std::string MR::Math::GradientDescent< Function, UpdateFunctor >::delim

protected

Definition at line 210 of file gradient_descent.h.

dt

template<class Function , class UpdateFunctor = LinearUpdate>

value_type MR::Math::GradientDescent< Function, UpdateFunctor >::dt

protected

Definition at line 213 of file gradient_descent.h.

f

template<class Function , class UpdateFunctor = LinearUpdate>

value_type MR::Math::GradientDescent< Function, UpdateFunctor >::f

protected

Definition at line 213 of file gradient_descent.h.

func

template<class Function , class UpdateFunctor = LinearUpdate>

Function& MR::Math::GradientDescent< Function, UpdateFunctor >::func

protected

Definition at line 206 of file gradient_descent.h.

g

template<class Function , class UpdateFunctor = LinearUpdate>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescent< Function, UpdateFunctor >::g

protected

Definition at line 212 of file gradient_descent.h.

g2

template<class Function , class UpdateFunctor = LinearUpdate>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescent< Function, UpdateFunctor >::g2

protected

Definition at line 212 of file gradient_descent.h.

nfeval

template<class Function , class UpdateFunctor = LinearUpdate>

size_t MR::Math::GradientDescent< Function, UpdateFunctor >::nfeval

protected

Definition at line 214 of file gradient_descent.h.

niter

template<class Function , class UpdateFunctor = LinearUpdate>

size_t MR::Math::GradientDescent< Function, UpdateFunctor >::niter

protected

Definition at line 211 of file gradient_descent.h.

normg

template<class Function , class UpdateFunctor = LinearUpdate>

value_type MR::Math::GradientDescent< Function, UpdateFunctor >::normg

protected

Definition at line 213 of file gradient_descent.h.

preconditioner_weights

template<class Function , class UpdateFunctor = LinearUpdate>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescent< Function, UpdateFunctor >::preconditioner_weights

protected

Definition at line 212 of file gradient_descent.h.

step_down

template<class Function , class UpdateFunctor = LinearUpdate>

const value_type MR::Math::GradientDescent< Function, UpdateFunctor >::step_down

protected

Definition at line 208 of file gradient_descent.h.

step_unscaled

template<class Function , class UpdateFunctor = LinearUpdate>

value_type MR::Math::GradientDescent< Function, UpdateFunctor >::step_unscaled

protected

Definition at line 213 of file gradient_descent.h.

step_up

template<class Function , class UpdateFunctor = LinearUpdate>

const value_type MR::Math::GradientDescent< Function, UpdateFunctor >::step_up

protected

Definition at line 208 of file gradient_descent.h.

update_func

template<class Function , class UpdateFunctor = LinearUpdate>

UpdateFunctor MR::Math::GradientDescent< Function, UpdateFunctor >::update_func

protected

Definition at line 207 of file gradient_descent.h.

verbose

template<class Function , class UpdateFunctor = LinearUpdate>

bool MR::Math::GradientDescent< Function, UpdateFunctor >::verbose

protected

Definition at line 209 of file gradient_descent.h.

x

template<class Function , class UpdateFunctor = LinearUpdate>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescent< Function, UpdateFunctor >::x

protected

Definition at line 212 of file gradient_descent.h.

x2

template<class Function , class UpdateFunctor = LinearUpdate>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescent< Function, UpdateFunctor >::x2

protected

Definition at line 212 of file gradient_descent.h.

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

• core/math/gradient_descent.h