comparison src/samer/maths/opt/ConjGrad.java @ 0:bf79fb79ee13

Initial Mercurial check in.

+/*
+ *	Copyright (c) 2000, Samer Abdallah, King's College London.
+ *	All rights reserved.
+ *
+ *	This software is provided AS iS and WITHOUT ANY WARRANTY; 
+ *	without even the implied warranty of MERCHANTABILITY or 
+ *	FITNESS FOR A PARTICULAR PURPOSE.
+ */
+
+package samer.maths.opt;
+import  samer.maths.*;
+import  samer.core.*;
+
+public class ConjGrad
+{
+	double[]	dg;
+	double		gg, dgg;
+	double		invhess;
+	State		S;
+
+	public ConjGrad(State s)
+	{
+		S  = s;
+		dg = new double[S.n];
+		invhess = 1;
+	}
+
+	public void init() {
+		Mathx.negate(S.P1.g,S.h);
+		Mathx.mul(S.h,invhess);
+		S.normh=Util.maxabs(S.h);
+	}
+
+	public void update()
+	{
+		Mathx.sub(dg,S.P2.g,S.P1.g);
+		gg  = Mathx.norm2(S.P1.g);
+		dgg = Mathx.dot(dg,S.P2.g);
+
+		Mathx.mul(S.h,dgg/gg);
+		Mathx.sub(S.h,S.P2.g);
+		Mathx.mul(S.h,invhess);
+		S.normh=Util.maxabs(S.h);
+
+		double s2=Mathx.dot(S.P2.g,S.h);
+		if (s2>0) {
+			// Shell.trace("steepest descent");
+			Mathx.negate(S.P2.g,S.h);
+			S.normh=Util.maxabs(S.h);
+			s2=Mathx.dot(S.P2.g,S.h);
+		}
+		S.P2.s=s2;
+	}
+}