Mercurial > hg > ltpda

annotate m-toolbox/classes/@smodel/hessian.m @ 7:1e91f84a4be8 database-connection-manager

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Make ltpda_up.retrieve work with java.sql.Connection objects
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 % hessian compute the hessian matrix for a symbolic model.
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2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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3 %
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4 % DESCRIPTION: hessian compute the hessian matrix for a symbolic model.
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5 %
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6 % CALL: H = hessian(obj);
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7 %
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8 % INPUTS: obj - a smodel
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9 %
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10 % <a href="matlab:web(smodel.getInfo('hessian').tohtml, '-helpbrowser')">Parameters Description</a>
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11 %
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12 % VERSION: $Id: hessian.m,v 1.6 2011/04/08 08:56:30 hewitson Exp $
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13 %
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14 % HISTORY: 28-10-2010 G. Congedo
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15 %
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16 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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17
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18 function varargout = hessian(varargin)
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19
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20 %%% Check if this is a call for parameters
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21 if utils.helper.isinfocall(varargin{:})
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22 varargout{1} = getInfo(varargin{3});
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23 return
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24 end
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25
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26 import utils.const.*
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27 utils.helper.msg(msg.PROC3, 'running %s/%s', mfilename('class'), mfilename);
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28
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29 % Collect input variable names
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30 in_names = cell(size(varargin));
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31 for ii = 1:nargin,in_names{ii} = inputname(ii);end
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32
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33 % Collect all AOs and plists
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34 [mdl, mdl_invars] = utils.helper.collect_objects(varargin(:), 'smodel', in_names);
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35 pl = utils.helper.collect_objects(varargin(:), 'plist', in_names);
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36
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37
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38 if nargout == 0
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39 error('### hessian cannot be used as a modifier. Please give an output variable.');
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40 end
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41
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42 if ~all(isa(mdl, 'smodel'))
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43 error('### hessian must be only applied to smodel objects.');
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44 end
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45
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46 % Extract necessary parameters
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47 p = pl.find('params');
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48
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49 if isempty(p) || strcmp(p,'all')
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50 p = mdl.params;
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51 end
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52 Np = numel(p);
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53 % grad = zeros(Np,1);
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54 % H = zeros(Np);
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55
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56 % compute symbolic 1st-order differentiation
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57 for ll=1:Np
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58 grad(ll,1) = diff(mdl,p{ll});
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59 end
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60
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61 % compute symbolic 2nd-order differentiation
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62 for mm=1:Np
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63 for ll=1:mm
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64 H(ll,mm) = diff(grad(ll),p{mm});
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65 end
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66 end
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67
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68 % symmetrize matrix
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69 for ll=1:Np
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70 for mm=1:ll
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71 H(ll,mm) = H(mm,ll);
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72 end
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73 end
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74
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75 % set name
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76 for ll=1:Np
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77 for m=1:Np
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78 H(ll,mm).name = sprintf('hessian(%s)', mdl.name);
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79 end
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80 end
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81
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82 H.addHistory(getInfo('None'), pl, mdl_invars(:), [mdl(:).hist]);
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83
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84 % Set outputs
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85 if nargout > 0
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86 varargout{1} = H;
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87 end
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88
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89 end
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90
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91
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92 %--------------------------------------------------------------------------
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93 % Get Info Object
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94 %--------------------------------------------------------------------------
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95 function ii = getInfo(varargin)
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96 if nargin == 1 && strcmpi(varargin{1}, 'None')
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97 sets = {};
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98 pl = [];
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99 else
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100 sets = {'Default'};
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101 pl = getDefaultPlist;
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102 end
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103 % Build info object
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104 ii = minfo(mfilename, 'smodel', 'ltpda', utils.const.categories.helper, '$Id: hessian.m,v 1.6 2011/04/08 08:56:30 hewitson Exp $', sets, pl);
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105 end
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106
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107 %--------------------------------------------------------------------------
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108 % Get Default Plist
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109 %--------------------------------------------------------------------------
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110 function plout = getDefaultPlist()
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111 persistent pl;
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112 if exist('pl', 'var')==0 || isempty(pl)
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113 pl = buildplist();
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114 end
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115 plout = pl;
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116 end
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117
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118 function pl = buildplist()
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119
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120 pl = plist();
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121
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122 % params to diff
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123 p = param({'params', 'A cell-array of parameters to differentiate with respect to.'}, 'all');
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124 pl.append(p);
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125
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126 end
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127