Mercurial > hg > de.mpg.mpiwg.itgroup.digilib.plugin

comparison libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/optimization/general/Preconditioner.html @ 13:cbf34dd4d7e6

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
commons-math-2.1 added
author dwinter
date Tue, 04 Jan 2011 10:02:07 +0100
parents
children
comparison
equal deleted inserted replaced
12:970d26a94fb7 13:cbf34dd4d7e6
1 <HTML>
2 <BODY BGCOLOR="white">
3 <PRE>
4 <FONT color="green">001</FONT> /*<a name="line.1"></a>
5 <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
6 <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a>
7 <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a>
8 <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
9 <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
10 <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a>
11 <FONT color="green">008</FONT> *<a name="line.8"></a>
12 <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
13 <FONT color="green">010</FONT> *<a name="line.10"></a>
14 <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
15 <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
16 <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
17 <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a>
18 <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a>
19 <FONT color="green">016</FONT> */<a name="line.16"></a>
20 <FONT color="green">017</FONT> <a name="line.17"></a>
21 <FONT color="green">018</FONT> package org.apache.commons.math.optimization.general;<a name="line.18"></a>
22 <FONT color="green">019</FONT> <a name="line.19"></a>
23 <FONT color="green">020</FONT> import org.apache.commons.math.FunctionEvaluationException;<a name="line.20"></a>
24 <FONT color="green">021</FONT> <a name="line.21"></a>
25 <FONT color="green">022</FONT> /**<a name="line.22"></a>
26 <FONT color="green">023</FONT> * This interface represents a preconditioner for differentiable scalar<a name="line.23"></a>
27 <FONT color="green">024</FONT> * objective function optimizers.<a name="line.24"></a>
28 <FONT color="green">025</FONT> * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $<a name="line.25"></a>
29 <FONT color="green">026</FONT> * @since 2.0<a name="line.26"></a>
30 <FONT color="green">027</FONT> */<a name="line.27"></a>
31 <FONT color="green">028</FONT> public interface Preconditioner {<a name="line.28"></a>
32 <FONT color="green">029</FONT> <a name="line.29"></a>
33 <FONT color="green">030</FONT> /**<a name="line.30"></a>
34 <FONT color="green">031</FONT> * Precondition a search direction.<a name="line.31"></a>
35 <FONT color="green">032</FONT> * &lt;p&gt;<a name="line.32"></a>
36 <FONT color="green">033</FONT> * The returned preconditioned search direction must be computed fast or<a name="line.33"></a>
37 <FONT color="green">034</FONT> * the algorithm performances will drop drastically. A classical approach<a name="line.34"></a>
38 <FONT color="green">035</FONT> * is to compute only the diagonal elements of the hessian and to divide<a name="line.35"></a>
39 <FONT color="green">036</FONT> * the raw search direction by these elements if they are all positive.<a name="line.36"></a>
40 <FONT color="green">037</FONT> * If at least one of them is negative, it is safer to return a clone of<a name="line.37"></a>
41 <FONT color="green">038</FONT> * the raw search direction as if the hessian was the identity matrix. The<a name="line.38"></a>
42 <FONT color="green">039</FONT> * rationale for this simplified choice is that a negative diagonal element<a name="line.39"></a>
43 <FONT color="green">040</FONT> * means the current point is far from the optimum and preconditioning will<a name="line.40"></a>
44 <FONT color="green">041</FONT> * not be efficient anyway in this case.<a name="line.41"></a>
45 <FONT color="green">042</FONT> * &lt;/p&gt;<a name="line.42"></a>
46 <FONT color="green">043</FONT> * @param point current point at which the search direction was computed<a name="line.43"></a>
47 <FONT color="green">044</FONT> * @param r raw search direction (i.e. opposite of the gradient)<a name="line.44"></a>
48 <FONT color="green">045</FONT> * @return approximation of H&lt;sup&gt;-1&lt;/sup&gt;r where H is the objective function hessian<a name="line.45"></a>
49 <FONT color="green">046</FONT> * @exception FunctionEvaluationException if no cost can be computed for the parameters<a name="line.46"></a>
50 <FONT color="green">047</FONT> * @exception IllegalArgumentException if point dimension is wrong<a name="line.47"></a>
51 <FONT color="green">048</FONT> */<a name="line.48"></a>
52 <FONT color="green">049</FONT> double[] precondition(double[] point, double[] r)<a name="line.49"></a>
53 <FONT color="green">050</FONT> throws FunctionEvaluationException, IllegalArgumentException;<a name="line.50"></a>
54 <FONT color="green">051</FONT> <a name="line.51"></a>
55 <FONT color="green">052</FONT> }<a name="line.52"></a>
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116 </PRE>
117 </BODY>
118 </HTML>