gradient_descent()

template<typename Value , typename FunctionEval , typename GradientEval >

auto syten::GradientOpt::gradient_descent	(	Value	x,
		FunctionEval	func,
		GradientEval	grad,
		SRDef	step_size,
		Index	num_steps
	)

Straightforward gradient descent.

Template Parameters

Value	Domain value type
FunctionEval	function evaluation type, takes a Value object and returns an object of (unnamed) type X
GradientEval	gradient evaluation type, takes a type X and the associated Value object and returns a type X

The domain value type must support SDef * Value → Value and Value += Value.

Parameters

x	initial value
func	function object used to evaluate the function at a specific point
grad	gradient object used to evaluate the gradient at a specific function value and point
step_size	step size to take during the descent
num_steps	number of steps to take

Returns

a tuple of the final domain value object and associated image value object.

References std::make_tuple(), and std::move().

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