Nonlinear |
Non-allocating nonlinear objective function implementation wrapping user-provided model and (optionally) derivative delegates.
Inheritance HierarchySystemObject
Altaxo.Calc.Optimization.ObjectiveFunctionsNonlinearObjectiveFunctionNonAllocatingBase
Altaxo.Calc.Optimization.ObjectiveFunctionsNonlinearObjectiveFunctionNonAllocating
Altaxo.Calc.Optimization.ObjectiveFunctionsNonlinearObjectiveFunctionNonAllocatingBase
Altaxo.Calc.Optimization.ObjectiveFunctionsNonlinearObjectiveFunctionNonAllocating
Namespace: Altaxo.Calc.Optimization.ObjectiveFunctions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
SyntaxC#
public class NonlinearObjectiveFunctionNonAllocating : NonlinearObjectiveFunctionNonAllocatingBase
The NonlinearObjectiveFunctionNonAllocating type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | NonlinearObjectiveFunctionNonAllocating | Initializes a new instance of the NonlinearObjectiveFunctionNonAllocating class. |
Properties| Name | Description | |
|---|---|---|
 | DegreeOfFreedom |
Gets the degrees of freedom.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| FunctionEvaluations |
Gets or sets the number of calls to the objective function.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| Gradient |
Gets the gradient vector. G = J'(y - f(x; p)).
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| Hessian |
Gets the approximated Hessian matrix. H = J'J.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| IsFixedByUser |
Gets whether parameters are fixed or free (by the user).
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| IsFixedByUserOrBoundary |
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.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| IsGradientSupported |
Gets a value indicating whether the gradient can be provided by the model.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| IsHessianSupported |
Gets a value indicating whether the Hessian can be provided by the model.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| JacobianEvaluations |
Gets or sets the number of calls to the Jacobian.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| ModelValues |
Gets the y-values of the fitted model that correspond to the independent values.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| NegativeGradient |
Gets the negative gradient vector. -G = -J'(y - f(x; p)).
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| NumberOfObservations |
Gets the number of observations.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| NumberOfParameters |
Gets the number of unknown parameters.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| ObservedX | Gets or sets the values of the independent variable. |
| ObservedY |
Gets the y-values of the observations.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| Point |
Gets the values of the parameters.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| SigmaSquare |
Gets Chi²/(N-F+1).
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| Value |
Gets the residual sum of squares.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| Weights |
Gets or sets the values of the weights for the observations.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
Methods| Name | Description | |
|---|---|---|
| CreateNew |
Creates a new instance of the objective model with identical configuration but independent state.
(Overrides NonlinearObjectiveFunctionNonAllocatingBaseCreateNew) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| EvaluateAt(IReadOnlyListDouble) |
Evaluates the model at the given parameter vector and invalidates cached dependent values.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| EvaluateAt(VectorDouble) |
Evaluates the model at the given parameter vector, updating dependent values.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
 | EvaluateFunction |
Evaluates the objective function value and updates cached values.
(Overrides NonlinearObjectiveFunctionNonAllocatingBaseEvaluateFunction) |
| EvaluateJacobian |
Evaluates the Jacobian and updates cached Jacobian-derived values (gradient and Hessian).
(Overrides NonlinearObjectiveFunctionNonAllocatingBaseEvaluateJacobian) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| Fork |
Creates a forked copy of the model with independent mutable state.
(Overrides NonlinearObjectiveFunctionNonAllocatingBaseFork) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
 | GetLowestParameterVariationToChangeFunctionValues | If a parameter is zero, it is hard to find the right order of magnitude for a variation of that parameter. Here, the variation is guessed by starting with the lowest possible variation, and increasing the variation until the function values deviate from the original value. |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| NumericalJacobian |
Numerically approximates the Jacobian at the specified parameter vector.
(Overrides NonlinearObjectiveFunctionNonAllocatingBaseNumericalJacobian(VectorDouble, VectorDouble, Int32)) |
| SetObserved | Sets the observed data to fit. |
| SetParameters(IReadOnlyListDouble, IReadOnlyListBoolean) |
Sets model parameters and allocates scratch vectors for numerical Jacobian evaluation when necessary.
(Overrides NonlinearObjectiveFunctionNonAllocatingBaseSetParameters(IReadOnlyListDouble, IReadOnlyListBoolean)) |
| SetParameters(VectorDouble, ListBoolean) |
Sets the model parameters and optional fixed flags for individual parameters.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| ToObjectiveFunction |
Converts this model to an objective function suitable for minimizers.
(Inherited from NonlinearObjectiveFunctionNonAllocatingBase) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
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See Also