FX Class Reference

#include <fx.h>

Public Member Functions
	FX (colvec(*f)(colvec &x, colvec &some_constants))
	Constructor, create a mathematical function. More...
	~FX ()
	Destructor, nothing happens here. More...
mat	JacobianAt (colvec &x, colvec &some_constants)
	Calculate the Jacobian at certain inputs. More...
mat	HessianAt (colvec &x, colvec &some_constants, int i)
	Calculate the Hessian, at certain inputs. More...
colvec	SolveAt (colvec &x, colvec &some_constants)
	Solve the function at certain inputs. More...
void	SetEpsilon (double epsilon)
	A very small number. More...

Constructor & Destructor Documentation

FX()

FX::FX

(

colvec(*)(colvec &x, colvec &some_constants)

f

)

Constructor, create a mathematical function.

Parameters

f	Address to the user defined mathematical function.

~FX()

FX::~FX

(

)

Destructor, nothing happens here.

Member Function Documentation

HessianAt()

mat FX::HessianAt	(	colvec &	x,
		colvec &	some_constants,
		int	i
	)

Calculate the Hessian, at certain inputs.

Parameters

x	Location where the Hessian is computed.
some_constants	Optional constants used in the function.
i	For a function of vector, do Hessian at i-th element of the vector.

Returns

Hessian at location x.

JacobianAt()

mat FX::JacobianAt	(	colvec &	x,
		colvec &	some_constants
	)

Calculate the Jacobian at certain inputs.

Parameters

x	Location where the Jacobian is computed.
some_constants	Optional constants used in the function.

Returns

Jacobian at location x

SetEpsilon()

void FX::SetEpsilon

(

double

epsilon

)

A very small number.

Parameters

epsilon

A very small number.

SolveAt()

colvec FX::SolveAt	(	colvec &	x,
		colvec &	some_constants
	)

Solve the function at certain inputs.

Parameters

x	Location where the function is solved.
some_constants	Optional constants used in the function.

Returns

Result from solving the function.

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

• kalman/fx.h
• kalman/fx.cpp