Sha256: d5b2f3bf30131879b1e8b386fdac1a8dd7ec1ce27c877ea10651dfc9d89db91d
Contents?: true
Size: 888 Bytes
Versions: 12
Compression:
Stored size: 888 Bytes
Contents
#ifndef _NEWTON_H
#define _NEWTON_H
class function
{
public:
virtual double fun(double *w) = 0 ;
virtual void grad(double *w, double *g) = 0 ;
virtual void Hv(double *s, double *Hs) = 0 ;
virtual int get_nr_variable(void) = 0 ;
virtual void get_diag_preconditioner(double *M) = 0 ;
virtual ~function(void){}
// base implementation in newton.cpp
virtual double linesearch_and_update(double *w, double *s, double *f, double *g, double alpha);
};
class NEWTON
{
public:
NEWTON(const function *fun_obj, double eps = 0.1, double eps_cg = 0.5, int max_iter = 1000);
~NEWTON();
void newton(double *w);
void set_print_string(void (*i_print) (const char *buf));
private:
int pcg(double *g, double *M, double *s, double *r);
double eps;
double eps_cg;
int max_iter;
function *fun_obj;
void info(const char *fmt,...);
void (*newton_print_string)(const char *buf);
};
#endif
Version data entries
12 entries across 12 versions & 1 rubygems