Home > manopt > core > getDirectionalDerivative.m

getDirectionalDerivative

PURPOSE ^

Computes the directional derivative of the cost function at x along d.

SYNOPSIS ^

function diff = getDirectionalDerivative(problem, x, d, storedb, key)

DESCRIPTION ^

 Computes the directional derivative of the cost function at x along d.

 function diff = getDirectionalDerivative(problem, x, d)
 function diff = getDirectionalDerivative(problem, x, d, storedb)
 function diff = getDirectionalDerivative(problem, x, d, storedb, key)

 Returns the derivative at x along d of the cost function described in the
 problem structure.

 storedb is a StoreDB object, key is the StoreDB key to point x.

 See also: getGradient canGetDirectionalDerivative

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function diff = getDirectionalDerivative(problem, x, d, storedb, key)
0002 % Computes the directional derivative of the cost function at x along d.
0003 %
0004 % function diff = getDirectionalDerivative(problem, x, d)
0005 % function diff = getDirectionalDerivative(problem, x, d, storedb)
0006 % function diff = getDirectionalDerivative(problem, x, d, storedb, key)
0007 %
0008 % Returns the derivative at x along d of the cost function described in the
0009 % problem structure.
0010 %
0011 % storedb is a StoreDB object, key is the StoreDB key to point x.
0012 %
0013 % See also: getGradient canGetDirectionalDerivative
0014 
0015 % This file is part of Manopt: www.manopt.org.
0016 % Original author: Nicolas Boumal, Dec. 30, 2012.
0017 % Contributors:
0018 % Change log:
0019 %
0020 %   April 3, 2015 (NB):
0021 %       Works with the new StoreDB class system.
0022 
0023     % Allow omission of the key, and even of storedb.
0024     if ~exist('key', 'var')
0025         if ~exist('storedb', 'var')
0026             storedb = StoreDB();
0027         end
0028         key = storedb.getNewKey();
0029     end
0030 
0031     
0032     if isfield(problem, 'diff')
0033     %% Compute the directional derivative using diff.
0034         
0035         % Check whether this function wants to deal with storedb or not.
0036         switch nargin(problem.diff)
0037             case 2
0038                 diff = problem.diff(x, d);
0039             case 3
0040                 % Obtain, pass along, and save the store for x.
0041                 store = storedb.getWithShared(key);
0042                 [diff, store] = problem.diff(x, d, store);
0043                 storedb.setWithShared(store, key);
0044             case 4
0045                 % Pass along the whole storedb (by reference), with key.
0046                 diff = problem.diff(x, d, storedb, key);
0047             otherwise
0048                 up = MException('manopt:getDirectionalDerivative:baddiff', ...
0049                     'diff should accept 2, 3 or 4 inputs.');
0050                 throw(up);
0051         end
0052     
0053     elseif canGetGradient(problem)
0054     %% Compute the directional derivative using the gradient.
0055         
0056         % Compute the gradient at x, then compute its inner product with d.
0057         grad = getGradient(problem, x, storedb, key);
0058         diff = problem.M.inner(x, grad, d);
0059         
0060     else
0061     %% Abandon computing the directional derivative.
0062     
0063         up = MException('manopt:getDirectionalDerivative:fail', ...
0064             ['The problem description is not explicit enough to ' ...
0065              'compute the directional derivatives of f.']);
0066         throw(up);
0067         
0068     end
0069     
0070 end

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