Mercurial > hg > ltpda
view m-toolbox/classes/@smodel/hessian.m @ 0:f0afece42f48
Import.
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 23 Nov 2011 19:22:13 +0100 |
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% hessian compute the hessian matrix for a symbolic model. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % DESCRIPTION: hessian compute the hessian matrix for a symbolic model. % % CALL: H = hessian(obj); % % INPUTS: obj - a smodel % % <a href="matlab:web(smodel.getInfo('hessian').tohtml, '-helpbrowser')">Parameters Description</a> % % VERSION: $Id: hessian.m,v 1.6 2011/04/08 08:56:30 hewitson Exp $ % % HISTORY: 28-10-2010 G. Congedo % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function varargout = hessian(varargin) %%% Check if this is a call for parameters if utils.helper.isinfocall(varargin{:}) varargout{1} = getInfo(varargin{3}); return end import utils.const.* utils.helper.msg(msg.PROC3, 'running %s/%s', mfilename('class'), mfilename); % Collect input variable names in_names = cell(size(varargin)); for ii = 1:nargin,in_names{ii} = inputname(ii);end % Collect all AOs and plists [mdl, mdl_invars] = utils.helper.collect_objects(varargin(:), 'smodel', in_names); pl = utils.helper.collect_objects(varargin(:), 'plist', in_names); if nargout == 0 error('### hessian cannot be used as a modifier. Please give an output variable.'); end if ~all(isa(mdl, 'smodel')) error('### hessian must be only applied to smodel objects.'); end % Extract necessary parameters p = pl.find('params'); if isempty(p) || strcmp(p,'all') p = mdl.params; end Np = numel(p); % grad = zeros(Np,1); % H = zeros(Np); % compute symbolic 1st-order differentiation for ll=1:Np grad(ll,1) = diff(mdl,p{ll}); end % compute symbolic 2nd-order differentiation for mm=1:Np for ll=1:mm H(ll,mm) = diff(grad(ll),p{mm}); end end % symmetrize matrix for ll=1:Np for mm=1:ll H(ll,mm) = H(mm,ll); end end % set name for ll=1:Np for m=1:Np H(ll,mm).name = sprintf('hessian(%s)', mdl.name); end end H.addHistory(getInfo('None'), pl, mdl_invars(:), [mdl(:).hist]); % Set outputs if nargout > 0 varargout{1} = H; end end %-------------------------------------------------------------------------- % Get Info Object %-------------------------------------------------------------------------- function ii = getInfo(varargin) if nargin == 1 && strcmpi(varargin{1}, 'None') sets = {}; pl = []; else sets = {'Default'}; pl = getDefaultPlist; end % Build info object 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); end %-------------------------------------------------------------------------- % Get Default Plist %-------------------------------------------------------------------------- function plout = getDefaultPlist() persistent pl; if exist('pl', 'var')==0 || isempty(pl) pl = buildplist(); end plout = pl; end function pl = buildplist() pl = plist(); % params to diff p = param({'params', 'A cell-array of parameters to differentiate with respect to.'}, 'all'); pl.append(p); end