Unfit::Examples::Powell Class Reference

Implements the Powell function. More...

#include <Powell.hpp>

Inheritance diagram for Unfit::Examples::Powell:

Public Member Functions
	Powell (unsigned n)
std::vector< double >	operator() (const std::vector< double > &param)
Public Member Functions inherited from Unfit::GenericCostFunction
virtual	~GenericCostFunction ()

Private Attributes
const unsigned	n_

Detailed Description

Implements the Powell function.

Here the goal is to find a parameter set that minimises the Powell function. This function is defined as:

residuals[i] = A; residuals[i+1] = 10.0*A/(A+0.1) + 2*B*B;

The goal is to find the values of A & B that give a minimum cost. In terms of the model, A = param[0] and B = param[1].

Constructor & Destructor Documentation

Powell()

Unfit::Examples::Powell::Powell ( unsigned  n )

inline

Create the cost function. Here the number of observations must be passed in.

Intended use : Powell cost_func(n);

Parameters

n	The number of observations (must be divisible by 2. If it is not, the code will truncate back to the nearest multiple of 2).

Member Function Documentation

operator()()

std::vector<double> Unfit::Examples::Powell::operator() ( const std::vector< double > &  param )

inlinevirtual

Calculate the residuals for the Powell function.

Intended use : residuals = cost_func(param)

Parameters

param

A vector containing the current estimates of the parameters

Returns

A vector containing the residuals

Implements Unfit::GenericCostFunction.

Member Data Documentation

n_

const unsigned Unfit::Examples::Powell::n_

private

A value to store number of observations

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

• examples/Powell.hpp