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IObjectiveModelNonAllocating Interface

Extends IObjectiveModel to help avoid memory allocations during execution of Levenberg-Marquardt.

Namespace: Altaxo.Calc.Optimization
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntax
C#
public interface IObjectiveModelNonAllocating : IObjectiveModel, 
	IObjectiveModelEvaluation

The IObjectiveModelNonAllocating type exposes the following members.

Properties
 NameDescription
Public propertyDegreeOfFreedom Gets the degrees of freedom.
(Inherited from IObjectiveModelEvaluation)
Public propertyFunctionEvaluations Gets or sets the number of calls to the objective function.
(Inherited from IObjectiveModelEvaluation)
Public propertyGradient Gets the gradient vector. G = J'(y - f(x; p)).
(Inherited from IObjectiveModelEvaluation)
Public propertyHessian Gets the approximated Hessian matrix. H = J'J.
(Inherited from IObjectiveModelEvaluation)
Public propertyIsFixedByUserOrBoundary Gets or sets an array of the same length as the parameter array. If an element in this vector is , that parameter is either fixed by the user or fixed because the corresponding parameter has reached a boundary. This array is updated only at the end of the minimization process.
Public propertyIsGradientSupported Gets a value indicating whether the gradient can be provided by the model.
(Inherited from IObjectiveModelEvaluation)
Public propertyIsHessianSupported Gets a value indicating whether the Hessian can be provided by the model.
(Inherited from IObjectiveModelEvaluation)
Public propertyJacobianEvaluations Gets or sets the number of calls to the Jacobian.
(Inherited from IObjectiveModelEvaluation)
Public propertyModelValues Gets the y-values of the fitted model that correspond to the independent values.
(Inherited from IObjectiveModelEvaluation)
Public propertyNegativeGradient Gets the negative gradient vector. -G = -J'(y - f(x; p)).
Public propertyObservedY Gets the y-values of the observations.
(Inherited from IObjectiveModelEvaluation)
Public propertyPoint Gets the values of the parameters.
(Inherited from IObjectiveModelEvaluation)
Public propertyValue Gets the residual sum of squares.
(Inherited from IObjectiveModelEvaluation)
Public propertyWeights Gets the values of the weights for the observations.
(Inherited from IObjectiveModelEvaluation)
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Methods
 NameDescription
Public methodCreateNew Creates a new instance of the objective model with identical configuration but independent state.
(Inherited from IObjectiveModelEvaluation)
Public methodEvaluateAt(IReadOnlyListDouble) Evaluates the model with the given parameter set. The resulting Chi² value (i.e., the sum of squares of deviations between data and fit model) can be accessed via Value.
Public methodEvaluateAt(VectorDouble) Evaluates the model at the given parameter vector, updating dependent values.
(Inherited from IObjectiveModel)
Public methodFork Creates a forked copy of the model with independent mutable state.
(Inherited from IObjectiveModel)
Public methodSetParameters(IReadOnlyListDouble, IReadOnlyListBoolean) Sets the initial parameters and the information whether some of the parameters are fixed.
Public methodSetParameters(VectorDouble, ListBoolean) Sets the model parameters and optional fixed flags for individual parameters.
(Inherited from IObjectiveModel)
Public methodToObjectiveFunction Converts this model to an objective function suitable for minimizers.
(Inherited from IObjectiveModel)
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See Also