Nonlinear |
Base implementation for a nonlinear objective model that supports allocation-free evaluation
for Levenberg-Marquardt-style algorithms.
Inheritance HierarchySystemObject
Altaxo.Calc.Optimization.ObjectiveFunctionsNonlinearObjectiveFunctionNonAllocatingBase
Altaxo.Calc.Optimization.ObjectiveFunctionsNonlinearObjectiveFunctionNonAllocating
Altaxo.Calc.Regression.NonlinearNonlinearModelOfFitEnsemble
Altaxo.Calc.Optimization.ObjectiveFunctionsNonlinearObjectiveFunctionNonAllocatingBase
Altaxo.Calc.Optimization.ObjectiveFunctionsNonlinearObjectiveFunctionNonAllocating
Altaxo.Calc.Regression.NonlinearNonlinearModelOfFitEnsemble
Namespace: Altaxo.Calc.Optimization.ObjectiveFunctions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
SyntaxC#
public abstract class NonlinearObjectiveFunctionNonAllocatingBase : IObjectiveModel, IObjectiveModelEvaluation, IObjectiveModelNonAllocating
The NonlinearObjectiveFunctionNonAllocatingBase type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | NonlinearObjectiveFunctionNonAllocatingBase | Initializes a new instance of the NonlinearObjectiveFunctionNonAllocatingBase class. |
Properties| Name | Description | |
|---|---|---|
 | DegreeOfFreedom | Gets the degrees of freedom. |
| FunctionEvaluations | Gets or sets the number of calls to the objective function. |
| Gradient | Gets the gradient vector. G = J'(y - f(x; p)). |
| Hessian | Gets the approximated Hessian matrix. H = J'J. |
| IsFixedByUser | Gets whether parameters are fixed or free (by the user). |
| 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. |
| IsGradientSupported | Gets a value indicating whether the gradient can be provided by the model. |
| IsHessianSupported | Gets a value indicating whether the Hessian can be provided by the model. |
| JacobianEvaluations | Gets or sets the number of calls to the Jacobian. |
| ModelValues | Gets the y-values of the fitted model that correspond to the independent values. |
| NegativeGradient | Gets the negative gradient vector. -G = -J'(y - f(x; p)). |
| NumberOfObservations | Gets the number of observations. |
| NumberOfParameters | Gets the number of unknown parameters. |
| ObservedY | Gets the y-values of the observations. |
| Point | Gets the values of the parameters. |
| SigmaSquare | Gets Chi²/(N-F+1). |
| Value | Gets the residual sum of squares. |
| Weights | Gets or sets the values of the weights for the observations. |
Methods| Name | Description | |
|---|---|---|
| CreateNew | Creates a new instance of the objective model with identical configuration but independent state. |
| 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. |
| EvaluateAt(VectorDouble) | Evaluates the model at the given parameter vector, updating dependent values. |
 | EvaluateFunction | Evaluates the objective function value and updates cached values. |
| EvaluateJacobian | Evaluates the Jacobian and updates cached Jacobian-derived values (gradient and Hessian). |
| 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. |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| 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. |
| SetParameters(IReadOnlyListDouble, IReadOnlyListBoolean) | Sets model parameters and optional fixed flags for individual parameters. |
| SetParameters(VectorDouble, ListBoolean) | Sets the model parameters and optional fixed flags for individual parameters. |
| ToObjectiveFunction | Converts this model to an objective function suitable for minimizers. |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
FieldsTop
Remarks
This class provides cached values for the function value, Jacobian-derived quantities, and auxiliary vectors/matrices
to minimize allocations during repeated evaluations.
See Also