MC++
Eigenvalue Arithmetic for Factorable Functions

Classes

struct  mc::Specbnd< T >::Options
 Options of mc::Specbnd. More...
 
class  mc::Specbnd< T >::Exceptions
 Exceptions of mc::Specbnd. More...
 

Functions

 mc::Specbnd< T >::Specbnd ()
 Default constructor (needed to declare arrays of Specbnd)
 
 mc::Specbnd< T >::Specbnd (const double c)
 Constructor for real scalar c
 
 mc::Specbnd< T >::Specbnd (const T &B)
 Constructor for an interval B
 
 mc::Specbnd< T >::Specbnd (const T &B, const unsigned int i, const unsigned int n)
 Constructor for a variable with range B and index i of n independent variables.
 
 mc::Specbnd< T >::Specbnd (const Specbnd< T > &x)
 Copy constructor.
 
 mc::Specbnd< T >::~Specbnd ()
 Destructor.
 
Specbnd< T > & mc::Specbnd< T >::set (const T &B, const unsigned int i, const unsigned int n)
 Set variable with range B and index i of n independent variables.
 
Specbnd< T > & mc::Specbnd< T >::set (const fadbad::F< T > &FB, const T &SB)
 Set function and first derivative bounds as well as spectral bounds to, respectively, FB and SB
 
Specbnd< T > & mc::Specbnd< T >::dep (const unsigned int i, const unsigned int n)
 Set the index of a variable (and total number of variables)
 
unsigned int mc::Specbnd< T >::dep () const
 Return number of independent variables.
 
const T & mc::Specbnd< T >::I () const
 Return function bounds.
 
const fadbad::F< T > & mc::Specbnd< T >::FI () const
 Return function and gradient bounds.
 
const T & mc::Specbnd< T >::SI () const
 Return spectral bounds for Hessian matrix.
 
static std::pair< double, double > mc::Specbnd< T >::spectrum (const fadbad::B< fadbad::F< double > > *D2X)
 Compute spectrum of Hessian matrix D2X of type fadbad::B< fadbad::F<double> >* using LAPACK function dsyev.
 
static std::pair< double, double > mc::Specbnd< T >::spectrum (const fadbad::F< fadbad::F< double > > &D2X)
 Compute spectrum of Hessian matrix D2F of type fadbad::F< fadbad::F<double> > using LAPACK function dsyev.
 
static std::pair< double, double > mc::Specbnd< T >::spectral_bound (const fadbad::B< fadbad::F< T > > *D2X)
 Compute spectral bound of interval Hessian matrix D2X of type fadbad::B< fadbad::F<T> >*. The bounding method is selected via mc::Specbnd::Options::HESSBND.
 
static std::pair< double, double > mc::Specbnd< T >::spectral_bound (const fadbad::F< fadbad::F< T > > &D2X)
 Compute spectral bound of interval Hessian matrix D2X of type fadbad::F< fadbad::F<T> >. The bounding method is selected via mc::Specbnd::Options::HESSBND.
 

Detailed Description