TaylorApproximation Class Reference

Derived approximation class for first- or second-order Taylor series (a local approximation). More...

Inheritance diagram for TaylorApproximation:

List of all members.

Public Member Functions
	TaylorApproximation ()
	default constructor
	TaylorApproximation (ProblemDescDB &problem_db, const SharedApproxData &shared_data)
	standard constructor
	TaylorApproximation (const SharedApproxData &shared_data)
	alternate constructor
	~TaylorApproximation ()
	destructor
Protected Member Functions
int	min_coefficients () const
	return the minimum number of samples (unknowns) required to build the derived class approximation type in numVars dimensions
void	build ()
	builds the approximation from scratch
Real	value (const Variables &vars)
	retrieve the approximate function value for a given parameter vector
const RealVector &	gradient (const Variables &vars)
	retrieve the approximate function gradient for a given parameter vector
const RealSymMatrix &	hessian (const Variables &vars)
	retrieve the approximate function Hessian for a given parameter vector

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Detailed Description

Derived approximation class for first- or second-order Taylor series (a local approximation).

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

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Member Function Documentation

void build

(

)

[protected, virtual]

builds the approximation from scratch

This is the common base class portion of the virtual fn and is insufficient on its own; derived implementations should explicitly invoke (or reimplement) this base class contribution.

Reimplemented from Approximation.

References Dakota::abort_handler(), Approximation::approxData, SharedApproxData::buildDataOrder, SharedApproxData::numVars, and Approximation::sharedDataRep.

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

• TaylorApproximation.hpp
• TaylorApproximation.cpp