numericalDerivative.h File Reference

Some functions to compute numerical derivatives. More...

Go to the source code of this file.

Classes
class	gtsam::G_x1< X1, X2 >
	Helper class that computes the derivative of f w.r.t. More...

Namespaces
	gtsam
	Global functions in a separate testing namespace.

Functions
LieVector	gtsam::makeLieVector (const Vector &v)
	global functions for converting to a LieVector for use with numericalDerivative
LieVector	gtsam::makeLieVectorD (double d)
template<class X >
Vector	gtsam::numericalGradient (boost::function< double(const X &)> h, const X &x, double delta=1e-5)
	Numerically compute gradient of scalar function Class X is the input argument The class X needs to have dim, expmap, logmap.
template<class X >
Vector	gtsam::numericalGradient (double(*h)(const X &), const X &x, double delta=1e-5)
template<class Y , class X >
Matrix	gtsam::numericalDerivative11 (boost::function< Y(const X &)> h, const X &x, double delta=1e-5)
	Compute numerical derivative in argument 1 of unary function. More...
template<class Y , class X >
Matrix	gtsam::numericalDerivative11 (Y(*h)(const X &), const X &x, double delta=1e-5)
	use a raw C++ function pointer
template<class X >
Matrix	gtsam::numericalDerivative11 (double(*h)(const X &), const X &x, double delta=1e-5)
	remapping for double valued functions
template<class X >
Matrix	gtsam::numericalDerivative11 (boost::function< Vector(const X &)> h, const X &x, double delta=1e-5)
	remapping for vector valued functions
template<class X >
Matrix	gtsam::numericalDerivative11 (Vector(*h)(const X &), const X &x, double delta=1e-5)
template<class Y , class X1 , class X2 >
Matrix	gtsam::numericalDerivative21 (boost::function< Y(const X1 &, const X2 &)> h, const X1 &x1, const X2 &x2, double delta=1e-5)
	Compute numerical derivative in argument 1 of binary function. More...
template<class Y , class X1 , class X2 >
Matrix	gtsam::numericalDerivative21 (Y(*h)(const X1 &, const X2 &), const X1 &x1, const X2 &x2, double delta=1e-5)
	use a raw C++ function pointer
template<class X1 , class X2 >
Matrix	gtsam::numericalDerivative21 (boost::function< double(const X1 &, const X2 &)> h, const X1 &x1, const X2 &x2, double delta=1e-5)
	pseudo-partial template specialization for double return values
template<class X1 , class X2 >
Matrix	gtsam::numericalDerivative21 (double(*h)(const X1 &, const X2 &), const X1 &x1, const X2 &x2, double delta=1e-5)
template<class X1 , class X2 >
Matrix	gtsam::numericalDerivative21 (boost::function< Vector(const X1 &, const X2 &)> h, const X1 &x1, const X2 &x2, double delta=1e-5)
	pseudo-partial template specialization for vector return values
template<class X1 , class X2 >
Matrix	gtsam::numericalDerivative21 (Vector(*h)(const X1 &, const X2 &), const X1 &x1, const X2 &x2, double delta=1e-5)
template<class Y , class X1 , class X2 >
Matrix	gtsam::numericalDerivative22 (boost::function< Y(const X1 &, const X2 &)> h, const X1 &x1, const X2 &x2, double delta=1e-5)
	Compute numerical derivative in argument 2 of binary function. More...
template<class Y , class X1 , class X2 >
Matrix	gtsam::numericalDerivative22 (Y(*h)(const X1 &, const X2 &), const X1 &x1, const X2 &x2, double delta=1e-5)
	use a raw C++ function pointer
template<class X1 , class X2 >
Matrix	gtsam::numericalDerivative22 (boost::function< double(const X1 &, const X2 &)> h, const X1 &x1, const X2 &x2, double delta=1e-5)
	pseudo-partial template specialization for double return values
template<class X1 , class X2 >
Matrix	gtsam::numericalDerivative22 (double(*h)(const X1 &, const X2 &), const X1 &x1, const X2 &x2, double delta=1e-5)
template<class X1 , class X2 >
Matrix	gtsam::numericalDerivative22 (boost::function< Vector(const X1 &, const X2 &)> h, const X1 &x1, const X2 &x2, double delta=1e-5)
	pseudo-partial template specialization for vector return values
template<class X1 , class X2 >
Matrix	gtsam::numericalDerivative22 (Vector(*h)(const X1 &, const X2 &), const X1 &x1, const X2 &x2, double delta=1e-5)
template<class Y , class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative31 (boost::function< Y(const X1 &, const X2 &, const X3 &)> h, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	Compute numerical derivative in argument 1 of ternary function. More...
template<class Y , class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative31 (Y(*h)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative31 (boost::function< double(const X1 &, const X2 &, const X3 &)> h, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	pseudo-partial template specialization for double return values
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative31 (double(*h)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative31 (boost::function< Vector(const X1 &, const X2 &, const X3 &)> h, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	pseudo-partial template specialization for vector return values
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative31 (Vector(*h)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class Y , class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative32 (boost::function< Y(const X1 &, const X2 &, const X3 &)> h, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	Compute numerical derivative in argument 2 of ternary function. More...
template<class Y , class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative32 (Y(*h)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative32 (boost::function< double(const X1 &, const X2 &, const X3 &)> h, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	pseudo-partial template specialization for double return values
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative32 (double(*h)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative32 (boost::function< Vector(const X1 &, const X2 &, const X3 &)> h, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	pseudo-partial template specialization for vector return values
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative32 (Vector(*h)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class Y , class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative33 (boost::function< Y(const X1 &, const X2 &, const X3 &)> h, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	Compute numerical derivative in argument 3 of ternary function. More...
template<class Y , class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative33 (Y(*h)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative33 (boost::function< double(const X1 &, const X2 &, const X3 &)> h, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	pseudo-partial template specialization for double return values
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative33 (double(*h)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative33 (boost::function< Vector(const X1 &, const X2 &, const X3 &)> h, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	pseudo-partial template specialization for vector return values
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalDerivative33 (Vector(*h)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X >
Matrix	gtsam::numericalHessian (boost::function< double(const X &)> f, const X &x, double delta=1e-5)
	Compute numerical Hessian matrix. More...
template<class X >
Matrix	gtsam::numericalHessian (double(*f)(const X &), const X &x, double delta=1e-5)
template<class X1 , class X2 >
Matrix	gtsam::numericalHessian212 (boost::function< double(const X1 &, const X2 &)> f, const X1 &x1, const X2 &x2, double delta=1e-5)
template<class X1 , class X2 >
Matrix	gtsam::numericalHessian212 (double(*f)(const X1 &, const X2 &), const X1 &x1, const X2 &x2, double delta=1e-5)
template<class X1 , class X2 >
Matrix	gtsam::numericalHessian211 (boost::function< double(const X1 &, const X2 &)> f, const X1 &x1, const X2 &x2, double delta=1e-5)
template<class X1 , class X2 >
Matrix	gtsam::numericalHessian211 (double(*f)(const X1 &, const X2 &), const X1 &x1, const X2 &x2, double delta=1e-5)
template<class X1 , class X2 >
Matrix	gtsam::numericalHessian222 (boost::function< double(const X1 &, const X2 &)> f, const X1 &x1, const X2 &x2, double delta=1e-5)
template<class X1 , class X2 >
Matrix	gtsam::numericalHessian222 (double(*f)(const X1 &, const X2 &), const X1 &x1, const X2 &x2, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian311 (boost::function< double(const X1 &, const X2 &, const X3 &)> f, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
	Numerical Hessian for tenary functions.
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian311 (double(*f)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian322 (boost::function< double(const X1 &, const X2 &, const X3 &)> f, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian322 (double(*f)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian333 (boost::function< double(const X1 &, const X2 &, const X3 &)> f, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian333 (double(*f)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian312 (boost::function< double(const X1 &, const X2 &, const X3 &)> f, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian313 (boost::function< double(const X1 &, const X2 &, const X3 &)> f, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian323 (boost::function< double(const X1 &, const X2 &, const X3 &)> f, const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian312 (double(*f)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian313 (double(*f)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)
template<class X1 , class X2 , class X3 >
Matrix	gtsam::numericalHessian323 (double(*f)(const X1 &, const X2 &, const X3 &), const X1 &x1, const X2 &x2, const X3 &x3, double delta=1e-5)

Detailed Description

Some functions to compute numerical derivatives.

Author

Frank Dellaert