예제 #1
0
void Function::jacobian(const IntervalVector& box, IntervalMatrix& J, const VarSet& set) const {

	assert(J.nb_cols()==set.nb_var);
	assert(box.size()==nb_var());
	assert(J.nb_rows()==image_dim());

	IntervalVector g(nb_var());

	// calculate the gradient of each component of f
	for (int i=0; i<image_dim(); i++) {
		(*this)[i].gradient(box,g);
		J.set_row(i,set.var_box(g));
	}
}
예제 #2
0
void Function::hansen_matrix(const IntervalVector& box, IntervalMatrix& H, const VarSet& set) const {
	int n=set.nb_var;
	int m=image_dim();

	assert(H.nb_cols()==n);
	assert(box.size()==nb_var());
	assert(H.nb_rows()==m);

	IntervalVector var_box=set.var_box(box);
	IntervalVector param_box=set.param_box(box);

	IntervalVector x=var_box.mid();
	IntervalMatrix J(m,n);

	for (int var=0; var<n; var++) {
		//var=tab[i];
		x[var]=var_box[var];
		jacobian(set.full_box(x,param_box),J,set);
		H.set_col(var,J.col(var));
	}
}