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cost function for hypersphere and lower-diagonal algorithm

Hierarchy

Index

Constructors

constructor

Properties

Private _currentMatrix

_currentMatrix: Matrix

Private _currentRoot

_currentRoot: Matrix

_isDisposed

_isDisposed: boolean = false

Private _lowerDiagonal

_lowerDiagonal: boolean

Private _size

_size: Size

Private _targetMatrix

_targetMatrix: Matrix

Private _targetVariance

_targetVariance: Real[]

Private _tempMatrix

_tempMatrix: Matrix

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

dispose

  • dispose(): void
  • Returns void

finiteDifferenceEpsilon

  • finiteDifferenceEpsilon(): Real

gradient

  • gradient(grad: Real[], x: Real[]): void
  • method to overload to compute grad_f, the first derivative of the cost function with respect to x

    Parameters

    Returns void

jacobian

  • method to overload to compute J_f, the jacobian of the cost function with respect to x

    Parameters

    Returns void

value

valueAndGradient

  • method to overload to compute grad_f, the first derivative of the cost function with respect to x and also the cost function

    Parameters

    Returns Real

values

valuesAndJacobian

  • method to overload to compute J_f, the jacobian of the cost function with respect to x and also the cost function

    Parameters

    Returns Real[]