Trait argmin::core::Jacobian

pub trait Jacobian {
    type Param;
    type Jacobian;

    // Required method
    fn jacobian(&self, param: &Self::Param) -> Result<Self::Jacobian, Error>;

    // Provided methods
    fn bulk_jacobian<P>(
        &self,
        params: &[P],
    ) -> Result<Vec<Self::Jacobian>, Error>
       where P: Borrow<Self::Param> + SyncAlias,
             Self::Jacobian: SendAlias,
             Self: SyncAlias { ... }
    fn parallelize(&self) -> bool { ... }
}

Defines the computation of the Jacobian.

Example

use argmin::core::{Jacobian, Error};

struct Problem {}

impl Jacobian for Problem {
    type Param = Vec<f64>;
    type Jacobian = Vec<Vec<f64>>;

    fn jacobian(&self, p: &Self::Param) -> Result<Self::Jacobian, Error> {
        Ok(problem_jacobian(p))
    }
}

Required Associated Types

type Param

Type of the parameter vector

type Jacobian

Type of the Jacobian

Required Methods

fn jacobian(&self, param: &Self::Param) -> Result<Self::Jacobian, Error>

Compute Jacobian

Provided Methods

fn bulk_jacobian<P>(&self, params: &[P]) -> Result<Vec<Self::Jacobian>, Error>

where P: Borrow<Self::Param> + SyncAlias, Self::Jacobian: SendAlias, Self: SyncAlias,

Compute jacobian in bulk. If the rayon feature is enabled, multiple calls to jacobian will be run in parallel using rayon, otherwise they will execute sequentially. If the rayon feature is enabled, parallelization can still be turned off by overwriting parallelize to return false. This can be useful in cases where it is preferable to parallelize only certain parts. Note that even if parallelize is set to false, the parameter vectors and the problem are still required to be Send and Sync. Those bounds are linked to the rayon feature. This method can be overwritten.

fn parallelize(&self) -> bool

Indicates whether to parallelize calls to jacobian when using bulk_jacobian. By default returns true, but can be set manually to false if needed. This allows users to turn off parallelization for certain traits implemented on their problem. Note that parallelization requires the rayon feature to be enabled, otherwise calls to jacobian will be executed sequentially independent of how parallelize is set.

Object Safety

This trait is not object safe.

Implementors

impl Jacobian for TestProblem

type Param = Vec<f64>

type Jacobian = Vec<Vec<f64>>