TaylorApproximation Class Reference

series (a local approximation). More...

Inheritance diagram for TaylorApproximation:

Approximation List of all members.

Public Member Functions

 TaylorApproximation ()
 default constructor
 TaylorApproximation (ProblemDescDB &problem_db, const size_t &num_vars)
 standard constructor
 ~TaylorApproximation ()
 destructor

Protected Member Functions

int min_coefficients () const
 build the derived class approximation type in numVars dimensions
void find_coefficients ()
 calculate the data fit coefficients using currentPoints and anchorPoint
const Real & get_value (const RealVector &x)
 retrieve the approximate function value for a given parameter vector
const RealBaseVectorget_gradient (const RealVector &x)
 retrieve the approximate function gradient for a given parameter vector
const RealMatrixget_hessian (const RealVector &x)
 retrieve the approximate function Hessian for a given parameter vector

Detailed Description

series (a local approximation).

The TaylorApproximation class provides a local approximation based on data from a single point in parameter space. It uses a first- or second-order Taylor series expansion: f(x) = f(x_c) + grad(x_c)' (x - x_c) + (x - x_c)' Hess(x_c) (x - x_c) / 2.


The documentation for this class was generated from the following files:
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