view src/samer/maths/opt/ConjGrad.java @ 8:5e3cbbf173aa tip

Reorganise some more

/*
 *	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;
	}
}