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