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diff_hessian.h File Reference
#include <m_cpp/m_matrix.h>
#include <diff_cpp/diff_util.h>
#include <vector>

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Namespaces

 kjb
 Classes and functions for dealing with trajectory files.
 

Functions

template<class Func , class Model , class Adapter >
Matrix kjb::hessian (const Func &f, const Model &x, const std::vector< double > &dx, const Adapter &adapter)
 Computes the Hessian of a function, evaluated at a point, using finite differences. More...
 
template<class Func , class Vec >
Matrix kjb::hessian (const Func &f, const Vec &x, const std::vector< double > &dx)
 Computes the Hessian of a function, evaluated at a point, for a vector-style model. More...
 
template<class Func , class Model , class Adapter >
Matrix kjb::hessian_symmetric (const Func &f, const Model &x, const std::vector< double > &dx, const Adapter &adapter)
 Computes the Hessian of a function, evaluated at a point, using finite differences. This function assumes that the Hessian is SYMMETRIC, and only computes the lower triangle of it. More...
 
template<class Func , class Vec >
Matrix kjb::hessian_symmetric (const Func &f, const Vec &x, const std::vector< double > &dx)
 Computes the Hessian of a function, evaluated at a point, for a vector-style model. More...
 
template<class Func , class Model , class Adapter >
Matrix kjb::hessian_diagonal (const Func &f, const Model &x, const std::vector< double > &dx, const Adapter &adapter)
 Computes the diagonal Hessian of a function, evaluated at a point, using finite differences. More...
 
template<class Func , class Vec >
Matrix kjb::hessian_diagonal (const Func &f, const Vec &x, const std::vector< double > &dx)
 Computes the Hessian of a function, evaluated at a point, for a vector-style model. More...