Mercurial > hg > de.mpg.mpiwg.itgroup.digilib.plugin
diff libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/optimization/general/Preconditioner.html @ 13:cbf34dd4d7e6
commons-math-2.1 added
author | dwinter |
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date | Tue, 04 Jan 2011 10:02:07 +0100 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/optimization/general/Preconditioner.html Tue Jan 04 10:02:07 2011 +0100 @@ -0,0 +1,118 @@ +<HTML> +<BODY BGCOLOR="white"> +<PRE> +<FONT color="green">001</FONT> /*<a name="line.1"></a> +<FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> +<FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> +<FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> +<FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> +<FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> +<FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> +<FONT color="green">008</FONT> *<a name="line.8"></a> +<FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> +<FONT color="green">010</FONT> *<a name="line.10"></a> +<FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> +<FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> +<FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> +<FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> +<FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> +<FONT color="green">016</FONT> */<a name="line.16"></a> +<FONT color="green">017</FONT> <a name="line.17"></a> +<FONT color="green">018</FONT> package org.apache.commons.math.optimization.general;<a name="line.18"></a> +<FONT color="green">019</FONT> <a name="line.19"></a> +<FONT color="green">020</FONT> import org.apache.commons.math.FunctionEvaluationException;<a name="line.20"></a> +<FONT color="green">021</FONT> <a name="line.21"></a> +<FONT color="green">022</FONT> /**<a name="line.22"></a> +<FONT color="green">023</FONT> * This interface represents a preconditioner for differentiable scalar<a name="line.23"></a> +<FONT color="green">024</FONT> * objective function optimizers.<a name="line.24"></a> +<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> +<FONT color="green">026</FONT> * @since 2.0<a name="line.26"></a> +<FONT color="green">027</FONT> */<a name="line.27"></a> +<FONT color="green">028</FONT> public interface Preconditioner {<a name="line.28"></a> +<FONT color="green">029</FONT> <a name="line.29"></a> +<FONT color="green">030</FONT> /**<a name="line.30"></a> +<FONT color="green">031</FONT> * Precondition a search direction.<a name="line.31"></a> +<FONT color="green">032</FONT> * <p><a name="line.32"></a> +<FONT color="green">033</FONT> * The returned preconditioned search direction must be computed fast or<a name="line.33"></a> +<FONT color="green">034</FONT> * the algorithm performances will drop drastically. A classical approach<a name="line.34"></a> +<FONT color="green">035</FONT> * is to compute only the diagonal elements of the hessian and to divide<a name="line.35"></a> +<FONT color="green">036</FONT> * the raw search direction by these elements if they are all positive.<a name="line.36"></a> +<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> +<FONT color="green">038</FONT> * the raw search direction as if the hessian was the identity matrix. The<a name="line.38"></a> +<FONT color="green">039</FONT> * rationale for this simplified choice is that a negative diagonal element<a name="line.39"></a> +<FONT color="green">040</FONT> * means the current point is far from the optimum and preconditioning will<a name="line.40"></a> +<FONT color="green">041</FONT> * not be efficient anyway in this case.<a name="line.41"></a> +<FONT color="green">042</FONT> * </p><a name="line.42"></a> +<FONT color="green">043</FONT> * @param point current point at which the search direction was computed<a name="line.43"></a> +<FONT color="green">044</FONT> * @param r raw search direction (i.e. opposite of the gradient)<a name="line.44"></a> +<FONT color="green">045</FONT> * @return approximation of H<sup>-1</sup>r where H is the objective function hessian<a name="line.45"></a> +<FONT color="green">046</FONT> * @exception FunctionEvaluationException if no cost can be computed for the parameters<a name="line.46"></a> +<FONT color="green">047</FONT> * @exception IllegalArgumentException if point dimension is wrong<a name="line.47"></a> +<FONT color="green">048</FONT> */<a name="line.48"></a> +<FONT color="green">049</FONT> double[] precondition(double[] point, double[] r)<a name="line.49"></a> +<FONT color="green">050</FONT> throws FunctionEvaluationException, IllegalArgumentException;<a name="line.50"></a> +<FONT color="green">051</FONT> <a name="line.51"></a> +<FONT color="green">052</FONT> }<a name="line.52"></a> + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +</PRE> +</BODY> +</HTML>