Example #1
0
        /// <summary>
        /// Computes the gradient of the compiled term at the given point.
        /// </summary>
        /// <param name="arg">The point at which to differentiate.</param>
        /// <param name="parameters">The parameter values</param>
        /// <returns>A tuple, where the first item is the gradient at <paramref name="arg"/> and the second item is
        /// the value at <paramref name="arg"/>. That is, the second value is the same as running <see cref="Evaluate"/> on
        /// <paramref name="arg"/> and <paramref name="parameters"/>.</returns>
        /// <remarks>The number at <c>arg[i]</c> is the value assigned to the variable <c>Variables[i]</c>.</remarks>
        public static Tuple <double[], double> Differentiate(this IParametricCompiledTerm term, IReadOnlyList <double> arg,
                                                             IReadOnlyList <double> parameters)
        {
            var grad = new double[arg.Count];
            var val  = term.Differentiate(arg, parameters, grad);

            return(Tuple.Create(grad, val));
        }
Example #2
0
 public Result(IParametricCompiledTerm lagrangian, ICompiledTerm[] constraints)
 {
     this.lagrangian  = lagrangian;
     this.constraints = constraints;
 }