Inheritance diagram for TaylorApproximation:

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 RealBaseVector & | get_gradient (const RealVector &x) |
| retrieve the approximate function gradient for a given parameter vector | |
| const RealMatrix & | get_hessian (const RealVector &x) |
| retrieve the approximate function Hessian for a given parameter vector | |
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.
1.5.1