Unfit::Examples::Rosenbrock Class Reference

Implements the Rosenbrock function. More...

#include <Rosenbrock.hpp>

Inheritance diagram for Unfit::Examples::Rosenbrock:

Public Member Functions
	Rosenbrock (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 Rosenbrock function.

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

f(x) = (1-A)*(1-A) + 105.0*(B-A*A)*(B-A*A)

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

Rosenbrock()

Unfit::Examples::Rosenbrock::Rosenbrock ( unsigned  n )

inline

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

Intended use : Rosenbrock cost_func(n);

Parameters

n	The number of observations

Member Function Documentation

operator()()

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

inlinevirtual

Calculate the residuals for the Helical Valley 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::Rosenbrock::n_

private

A variable to store number of observations

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

• examples/Rosenbrock.hpp