bfgs.h File Reference

#include "matrix.h"

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Typedefs
typedef triangular_matrix< fl >	flmat

Functions
template<typename Change >
void	minus_mat_vec_product (const flmat &m, const Change &in, Change &out)
template<typename Change >
fl	scalar_product (const Change &a, const Change &b, sz n)
template<typename Change >
bool	bfgs_update (flmat &h, const Change &p, const Change &y, const fl alpha)
template<typename F , typename Conf , typename Change >
fl	line_search (F &f, sz n, const Conf &x, const Change &g, const fl f0, const Change &p, Conf &x_new, Change &g_new, fl &f1)
void	set_diagonal (flmat &m, fl x)
template<typename Change >
void	subtract_change (Change &b, const Change &a, sz n)
template<typename F , typename Conf , typename Change >
fl	bfgs (F &f, Conf &x, Change &g, const unsigned max_steps, const fl average_required_improvement, const sz over)

Typedef Documentation

typedef triangular_matrix<fl> flmat

Function Documentation

template<typename Change >

void minus_mat_vec_product	(	const flmat &	m,
		const Change &	in,
		Change &	out
	)

References triangular_matrix< T >::dim(), triangular_matrix< T >::index_permissive(), sum(), and VINA_FOR.

Referenced by bfgs(), and bfgs_update().

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template<typename Change >

fl scalar_product ( const Change &  a, const Change &  b, sz  n  )

inline

References VINA_FOR.

Referenced by bfgs(), bfgs_update(), and line_search().

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template<typename Change >

bool bfgs_update ( flmat &  h, const Change &  p, const Change &  y, const fl  alpha  )

inline

References triangular_matrix< T >::dim(), epsilon_fl, minus_mat_vec_product(), scalar_product(), VINA_FOR, and VINA_RANGE.

Referenced by bfgs().

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template<typename F , typename Conf , typename Change >

fl line_search	(	F &	f,
		sz	n,
		const Conf &	x,
		const Change &	g,
		const fl	f0,
		const Change &	p,
		Conf &	x_new,
		Change &	g_new,
		fl &	f1
	)

References scalar_product(), and VINA_U_FOR.

Referenced by bfgs().

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void set_diagonal ( flmat &  m, fl  x  )

inline

References triangular_matrix< T >::dim(), and VINA_FOR.

Referenced by bfgs().

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template<typename Change >

void subtract_change	(	Change &	b,
		const Change &	a,
		sz	n
	)

References VINA_FOR.

Referenced by bfgs().

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template<typename F , typename Conf , typename Change >

fl bfgs	(	F &	f,
		Conf &	x,
		Change &	g,
		const unsigned	max_steps,
		const fl	average_required_improvement,
		const sz	over
	)

References bfgs_update(), epsilon_fl, line_search(), minus_mat_vec_product(), scalar_product(), set_diagonal(), subtract_change(), and VINA_U_FOR.

Referenced by quasi_newton::operator()().

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