AutoDiffRep.h

Classes

AutoDiffRep -- Representation of an automatic differential class data (full description)

template <class T> class AutoDiffRep

Interface

Public Members

AutoDiffRep()

explicit AutoDiffRep(const T &v)

AutoDiffRep(const T &v, const uInt ndiffs, const uInt n)

AutoDiffRep(const T &v, const uInt ndiffs)

AutoDiffRep(const uInt ndiffs)

AutoDiffRep(const AutoDiffRep<T> &other)

AutoDiffRep(const T &v, const Vector<T> &derivs)

~AutoDiffRep()

AutoDiffRep<T> &operator=(const T &v)

AutoDiffRep<T> &operator=(const AutoDiffRep<T> &other)

Description

Review Status

Date Reviewed:

yyyy/mm/dd

Programs:

Tests:

tAutoDiff.cc

Prerequisite

AutoDiff

Etymology

Class that represents partial derivatives obtained by automatic differentiation.

Synopsis

Structure (only a class since cxx2html cannot handle struct) representing the data necessary for automatic differentiation. The structure contains a value, and the derivatives of the value with respect to the number of dependend variables.

The actual differentiation and access is done through the AutoDiff class.

Example

See the example in AutoDiff

Motivation

To separate the data container from the actual calculations. To be able to create special conatiners; constructors and destructors (including memory allocation) to speed up processes.

Template Type Argument Requirements (T)

any class that has the standard mathematical and comparison operators defined

To Do

Nothing I know off

Member Description

AutoDiffRep()

Construct a constant with a value of zero. Zero derivatives.

explicit AutoDiffRep(const T &v)

Construct a constant with a value of v. Zero derivatives.

AutoDiffRep(const T &v, const uInt ndiffs, const uInt n)

Given a function f(x0,x1,...,xn,...). Construct with a total number of derivatives ndiffs. The nth derivative is one, and all others are zero. The value v is the value of xn.

AutoDiffRep(const T &v, const uInt ndiffs)

Given a function f(x0,x1,...,xn,...). Construct with a total number of derivatives ndiffs, and a value of xn. All derivatives are zero.

AutoDiffRep(const uInt ndiffs)

Construct with ndiffs derivatives. All values and derivatives zero

AutoDiffRep(const AutoDiffRep<T> &other)

Construct one from another (deep copy)

AutoDiffRep(const T &v, const Vector<T> &derivs)

Construct a function f(x0,x1,...,xn) of a value v and a vector of derivatives derivs(0) = df/dx0, derivs(1) = df/dx1, ...

~AutoDiffRep()

Destructor

AutoDiffRep<T> &operator=(const T &v)

Assign a constant to variable. All derivatives are zero.

AutoDiffRep<T> &operator=(const AutoDiffRep<T> &other)

Assign one to another (deep copy).