alglib.mincg Class Reference

Classes
class	mincgreport
class	mincgstate

Static Public Member Functions
static void	mincgcreate (int n, double[] x, mincgstate state)
static void	mincgcreatef (int n, double[] x, double diffstep, mincgstate state)
static void	mincgsetcond (mincgstate state, double epsg, double epsf, double epsx, int maxits)
static void	mincgsetscale (mincgstate state, double[] s)
static void	mincgsetxrep (mincgstate state, bool needxrep)
static void	mincgsetdrep (mincgstate state, bool needdrep)
static void	mincgsetcgtype (mincgstate state, int cgtype)
static void	mincgsetstpmax (mincgstate state, double stpmax)
static void	mincgsuggeststep (mincgstate state, double stp)
static void	mincgsetprecdefault (mincgstate state)
static void	mincgsetprecdiag (mincgstate state, double[] d)
static void	mincgsetprecscale (mincgstate state)
static bool	mincgiteration (mincgstate state)
static void	mincgresults (mincgstate state, ref double[] x, mincgreport rep)
static void	mincgresultsbuf (mincgstate state, ref double[] x, mincgreport rep)
static void	mincgrestartfrom (mincgstate state, double[] x)
static void	mincgsetprecdiagfast (mincgstate state, double[] d)
static void	mincgsetpreclowrankfast (mincgstate state, double[] d1, double[] c, double[,] v, int vcnt)
static void	mincgsetprecvarpart (mincgstate state, double[] d2)
static void	mincgsetgradientcheck (mincgstate state, double teststep)
static void	mincgcreate (int n, double[] x, mincgstate state)
static void	mincgcreatef (int n, double[] x, double diffstep, mincgstate state)
static void	mincgsetcond (mincgstate state, double epsg, double epsf, double epsx, int maxits)
static void	mincgsetscale (mincgstate state, double[] s)
static void	mincgsetxrep (mincgstate state, bool needxrep)
static void	mincgsetdrep (mincgstate state, bool needdrep)
static void	mincgsetcgtype (mincgstate state, int cgtype)
static void	mincgsetstpmax (mincgstate state, double stpmax)
static void	mincgsuggeststep (mincgstate state, double stp)
static void	mincgsetprecdefault (mincgstate state)
static void	mincgsetprecdiag (mincgstate state, double[] d)
static void	mincgsetprecscale (mincgstate state)
static bool	mincgiteration (mincgstate state)
static void	mincgresults (mincgstate state, ref double[] x, mincgreport rep)
static void	mincgresultsbuf (mincgstate state, ref double[] x, mincgreport rep)
static void	mincgrestartfrom (mincgstate state, double[] x)
static void	mincgsetprecdiagfast (mincgstate state, double[] d)
static void	mincgsetpreclowrankfast (mincgstate state, double[] d1, double[] c, double[,] v, int vcnt)
static void	mincgsetprecvarpart (mincgstate state, double[] d2)
static void	mincgsetgradientcheck (mincgstate state, double teststep)

Public Attributes
const int	rscountdownlen = 10
const double	gtol = 0.3

Static Private Member Functions
static void	clearrequestfields (mincgstate state)
static void	preconditionedmultiply (mincgstate state, ref double[] x, ref double[] work0, ref double[] work1)
static double	preconditionedmultiply2 (mincgstate state, ref double[] x, ref double[] y, ref double[] work0, ref double[] work1)
static void	mincginitinternal (int n, double diffstep, mincgstate state)
static void	clearrequestfields (mincgstate state)
static void	preconditionedmultiply (mincgstate state, ref double[] x, ref double[] work0, ref double[] work1)
static double	preconditionedmultiply2 (mincgstate state, ref double[] x, ref double[] y, ref double[] work0, ref double[] work1)
static void	mincginitinternal (int n, double diffstep, mincgstate state)

Member Function Documentation

static void alglib.mincg.mincgcreate ( int  n, double[]  x, mincgstate  state  )

inlinestatic

References alglib.ap.assert(), alglib.apserv.isfinitevector(), alglib.mincg.mincginitinternal(), and alglib.mincg.mincgrestartfrom().

Referenced by alglib.testmincgunit.gradientchecktest(), alglib.minbleic.minbleiciteration(), alglib.mincgcreate(), alglib.testmincgunit.testmincg(), alglib.testmincgunit.testother(), and alglib.testmincgunit.testpreconditioning().

static void alglib.mincg.mincgcreatef ( int  n, double[]  x, double  diffstep, mincgstate  state  )

inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), alglib.apserv.isfinitevector(), alglib.mincg.mincginitinternal(), and alglib.mincg.mincgrestartfrom().

Referenced by alglib.mincgcreatef(), alglib.testmincgunit.testmincg(), and alglib.testmincgunit.testother().

static void alglib.mincg.mincgsetcond ( mincgstate  state, double  epsg, double  epsf, double  epsx, int  maxits  )

inlinestatic

References alglib.ap.assert(), alglib.mincg.mincgstate.epsf, alglib.mincg.mincgstate.epsg, alglib.mincg.mincgstate.epsx, alglib.math.isfinite(), and alglib.mincg.mincgstate.maxits.

Referenced by alglib.testmincgunit.gradientchecktest(), alglib.minbleic.minbleiciteration(), alglib.mincg.mincginitinternal(), alglib.mincgsetcond(), alglib.testmincgunit.testmincg(), and alglib.testmincgunit.testother().

static void alglib.mincg.mincgsetscale ( mincgstate  state, double[]  s  )

inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), alglib.mincg.mincgstate.n, and alglib.mincg.mincgstate.s.

Referenced by alglib.minbleic.minbleiciteration(), alglib.mincgsetscale(), alglib.testmincgunit.testother(), and alglib.testmincgunit.testpreconditioning().

static void alglib.mincg.mincgsetxrep ( mincgstate  state, bool  needxrep  )

inlinestatic

References alglib.mincg.mincgstate.xrep.

Referenced by alglib.minbleic.minbleiciteration(), alglib.mincg.mincginitinternal(), alglib.mincgsetxrep(), and alglib.testmincgunit.testother().

static void alglib.mincg.mincgsetdrep ( mincgstate  state, bool  needdrep  )

inlinestatic

References alglib.mincg.mincgstate.drep.

Referenced by alglib.minbleic.minbleiciteration(), and alglib.mincg.mincginitinternal().

static void alglib.mincg.mincgsetcgtype ( mincgstate  state, int  cgtype  )

inlinestatic

References alglib.ap.assert(), and alglib.mincg.mincgstate.cgtype.

Referenced by alglib.mincg.mincginitinternal(), alglib.mincgsetcgtype(), alglib.testmincgunit.testmincg(), alglib.testmincgunit.testother(), and alglib.testmincgunit.testpreconditioning().

static void alglib.mincg.mincgsetstpmax ( mincgstate  state, double  stpmax  )

inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), and alglib.mincg.mincgstate.stpmax.

Referenced by alglib.minbleic.minbleiciteration(), alglib.mincg.mincginitinternal(), alglib.mincgsetstpmax(), alglib.testmincgunit.testmincg(), and alglib.testmincgunit.testother().

static void alglib.mincg.mincgsuggeststep ( mincgstate  state, double  stp  )

inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), and alglib.mincg.mincgstate.suggestedstep.

Referenced by alglib.mincg.mincgrestartfrom(), and alglib.mincgsuggeststep().

static void alglib.mincg.mincgsetprecdefault ( mincgstate  state )

inlinestatic

References alglib.mincg.mincgstate.innerresetneeded, and alglib.mincg.mincgstate.prectype.

Referenced by alglib.mincg.mincginitinternal(), alglib.mincgsetprecdefault(), and alglib.testmincgunit.testpreconditioning().

static void alglib.mincg.mincgsetprecdiag ( mincgstate  state, double[]  d  )

inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), alglib.mincg.mincgsetprecdiagfast(), and alglib.mincg.mincgstate.n.

Referenced by alglib.mincgsetprecdiag(), alglib.testmincgunit.testother(), and alglib.testmincgunit.testpreconditioning().

static void alglib.mincg.mincgsetprecscale ( mincgstate  state )

inlinestatic

References alglib.mincg.mincgstate.innerresetneeded, and alglib.mincg.mincgstate.prectype.

Referenced by alglib.mincgsetprecscale(), alglib.testmincgunit.testother(), and alglib.testmincgunit.testpreconditioning().

static bool alglib.mincg.mincgiteration ( mincgstate  state )

inlinestatic

References alglib.mincg.mincgstate.algpowerup, alglib.mincg.mincgstate.betady, alglib.mincg.mincgstate.betahs, alglib.mincg.mincgstate.cgtype, alglib.mincg.clearrequestfields(), alglib.mincg.mincgstate.curstpmax, alglib.mincg.mincgstate.d, alglib.mincg.mincgstate.debugrestartscount, alglib.optserv.derivativecheck(), alglib.mincg.mincgstate.diffstep, alglib.mincg.mincgstate.dk, alglib.mincg.mincgstate.dn, alglib.mincg.mincgstate.drep, alglib.mincg.mincgstate.epsf, alglib.mincg.mincgstate.epsg, alglib.mincg.mincgstate.epsx, alglib.mincg.mincgstate.f, alglib.mincg.mincgstate.fbase, alglib.mincg.mincgstate.fm1, alglib.mincg.mincgstate.fm2, alglib.mincg.mincgstate.fold, alglib.mincg.mincgstate.fp1, alglib.mincg.mincgstate.fp2, alglib.mincg.mincgstate.g, alglib.rcommstate.ia, alglib.mincg.mincgstate.innerresetneeded, alglib.mincg.mincgstate.k, alglib.mincg.mincgstate.lastgoodstep, alglib.mincg.mincgstate.lastscaledstep, alglib.linmin.linminnormalized(), alglib.mincg.mincgstate.lsend, alglib.mincg.mincgstate.lsstart, alglib.mincg.mincgstate.lstate, alglib.mincg.mincgstate.maxits, alglib.mincg.mincgstate.mcinfo, alglib.linmin.mcsrch(), alglib.mincg.mincgstate.mcstage, alglib.mincg.mincgstate.n, alglib.mincg.mincgstate.needf, alglib.mincg.mincgstate.needfg, alglib.mincg.mincgstate.nfev, alglib.mincg.preconditionedmultiply(), alglib.mincg.preconditionedmultiply2(), alglib.mincg.mincgstate.prectype, alglib.rcommstate.ra, alglib.mincg.mincgstate.repiterationscount, alglib.mincg.mincgstate.repnfev, alglib.mincg.mincgstate.repterminationtype, alglib.mincg.mincgstate.repvaridx, alglib.mincg.rscountdownlen, alglib.mincg.mincgstate.rstate, alglib.mincg.mincgstate.rstimer, alglib.mincg.mincgstate.s, alglib.math.sqr(), alglib.rcommstate.stage, alglib.mincg.mincgstate.stp, alglib.mincg.mincgstate.stpmax, alglib.mincg.mincgstate.suggestedstep, alglib.mincg.mincgstate.terminationneeded, alglib.mincg.mincgstate.teststep, alglib.optserv.trimfunction(), alglib.optserv.trimprepare(), alglib.mincg.mincgstate.trimthreshold, alglib.mincg.mincgstate.work0, alglib.mincg.mincgstate.work1, alglib.mincg.mincgstate.x, alglib.mincg.mincgstate.xk, alglib.mincg.mincgstate.xn, alglib.mincg.mincgstate.xrep, alglib.mincg.mincgstate.xupdated, and alglib.mincg.mincgstate.yk.

Referenced by alglib.testmincgunit.gradientchecktest(), alglib.minbleic.minbleiciteration(), alglib.mincgiteration(), alglib.testmincgunit.testmincg(), alglib.testmincgunit.testother(), and alglib.testmincgunit.testpreconditioning().

static void alglib.mincg.mincgresults ( mincgstate  state, ref double[]  x, mincgreport  rep  )

inlinestatic

References alglib.mincg.mincgresultsbuf().

Referenced by alglib.testmincgunit.gradientchecktest(), alglib.minbleic.minbleiciteration(), alglib.mincgresults(), alglib.testmincgunit.testmincg(), alglib.testmincgunit.testother(), and alglib.testmincgunit.testpreconditioning().

static void alglib.mincg.mincgresultsbuf ( mincgstate  state, ref double[]  x, mincgreport  rep  )

inlinestatic

References alglib.mincg.mincgreport.iterationscount, alglib.mincg.mincgstate.n, alglib.mincg.mincgreport.nfev, alglib.mincg.mincgstate.repiterationscount, alglib.mincg.mincgstate.repnfev, alglib.mincg.mincgstate.repterminationtype, alglib.mincg.mincgstate.repvaridx, alglib.mincg.mincgreport.terminationtype, alglib.mincg.mincgreport.varidx, and alglib.mincg.mincgstate.xn.

Referenced by alglib.mincg.mincgresults(), and alglib.mincgresultsbuf().

static void alglib.mincg.mincgrestartfrom ( mincgstate  state, double[]  x  )

inlinestatic

References alglib.ap.assert(), alglib.mincg.clearrequestfields(), alglib.rcommstate.ia, alglib.apserv.isfinitevector(), alglib.mincg.mincgsuggeststep(), alglib.mincg.mincgstate.n, alglib.rcommstate.ra, alglib.mincg.mincgstate.rstate, alglib.rcommstate.stage, and alglib.mincg.mincgstate.x.

Referenced by alglib.testmincgunit.gradientchecktest(), alglib.minbleic.minbleiciteration(), alglib.mincg.mincgcreate(), alglib.mincg.mincgcreatef(), alglib.mincgrestartfrom(), alglib.testmincgunit.testmincg(), alglib.testmincgunit.testother(), and alglib.testmincgunit.testpreconditioning().

static void alglib.mincg.mincgsetprecdiagfast ( mincgstate  state, double[]  d  )

inlinestatic

References alglib.mincg.mincgstate.diagh, alglib.mincg.mincgstate.diaghl2, alglib.mincg.mincgstate.innerresetneeded, alglib.mincg.mincgstate.n, alglib.mincg.mincgstate.prectype, alglib.apserv.rvectorsetlengthatleast(), and alglib.mincg.mincgstate.vcnt.

Referenced by alglib.mincg.mincgsetprecdiag(), and alglib.mincg.mincgsetpreclowrankfast().

static void alglib.mincg.mincgsetpreclowrankfast ( mincgstate  state, double[]  d1, double[]  c, double  v[,], int  vcnt  )

inlinestatic

References alglib.mincg.mincgstate.diagh, alglib.mincg.mincgstate.diaghl2, alglib.mincg.mincgstate.innerresetneeded, alglib.mincg.mincgsetprecdiagfast(), alglib.mincg.mincgstate.n, alglib.mincg.mincgstate.prectype, alglib.apserv.rmatrixsetlengthatleast(), alglib.apserv.rvectorsetlengthatleast(), alglib.trfac.spdmatrixcholeskyrec(), alglib.mincg.mincgstate.vcnt, alglib.mincg.mincgstate.vcorr, and alglib.mincg.mincgstate.work0.

Referenced by alglib.testmincgunit.testpreconditioning().

static void alglib.mincg.mincgsetprecvarpart ( mincgstate  state, double[]  d2  )

inlinestatic

References alglib.mincg.mincgstate.diaghl2, and alglib.mincg.mincgstate.n.

static void alglib.mincg.mincgsetgradientcheck ( mincgstate  state, double  teststep  )

inlinestatic

References alglib.ap.assert(), alglib.math.isfinite(), and alglib.mincg.mincgstate.teststep.

Referenced by alglib.testmincgunit.gradientchecktest(), and alglib.mincgsetgradientcheck().

static void alglib.mincg.clearrequestfields ( mincgstate  state )

inlinestaticprivate

References alglib.mincg.mincgstate.algpowerup, alglib.mincg.mincgstate.lsend, alglib.mincg.mincgstate.lsstart, alglib.mincg.mincgstate.needf, alglib.mincg.mincgstate.needfg, and alglib.mincg.mincgstate.xupdated.

Referenced by alglib.mincg.mincgiteration(), and alglib.mincg.mincgrestartfrom().

static void alglib.mincg.preconditionedmultiply ( mincgstate  state, ref double[]  x, ref double[]  work0, ref double[]  work1  )

inlinestaticprivate

References alglib.ap.assert(), alglib.mincg.mincgstate.diagh, alglib.mincg.mincgstate.diaghl2, alglib.mincg.mincgstate.n, alglib.mincg.mincgstate.prectype, alglib.mincg.mincgstate.s, alglib.mincg.mincgstate.vcnt, alglib.mincg.mincgstate.vcorr, and alglib.mincg.mincgstate.work1.

Referenced by alglib.mincg.mincgiteration().

static double alglib.mincg.preconditionedmultiply2 ( mincgstate  state, ref double[]  x, ref double[]  y, ref double[]  work0, ref double[]  work1  )

inlinestaticprivate

References alglib.ap.assert(), alglib.mincg.mincgstate.diagh, alglib.mincg.mincgstate.diaghl2, alglib.mincg.mincgstate.n, alglib.mincg.mincgstate.prectype, alglib.mincg.mincgstate.s, alglib.mincg.mincgstate.vcnt, and alglib.mincg.mincgstate.vcorr.

Referenced by alglib.mincg.mincgiteration().

static void alglib.mincg.mincginitinternal ( int  n, double  diffstep, mincgstate  state  )

inlinestaticprivate

References alglib.mincg.mincgstate.d, alglib.mincg.mincgstate.diffstep, alglib.mincg.mincgstate.dk, alglib.mincg.mincgstate.dn, alglib.mincg.mincgstate.g, alglib.mincg.mincgsetcgtype(), alglib.mincg.mincgsetcond(), alglib.mincg.mincgsetdrep(), alglib.mincg.mincgsetprecdefault(), alglib.mincg.mincgsetstpmax(), alglib.mincg.mincgsetxrep(), alglib.mincg.mincgstate.n, alglib.mincg.mincgstate.s, alglib.mincg.mincgstate.teststep, alglib.mincg.mincgstate.work0, alglib.mincg.mincgstate.work1, alglib.mincg.mincgstate.x, alglib.mincg.mincgstate.xk, alglib.mincg.mincgstate.xn, and alglib.mincg.mincgstate.yk.

Referenced by alglib.mincg.mincgcreate(), and alglib.mincg.mincgcreatef().

static void alglib.mincg.mincgcreate ( int  n, double[]  x, mincgstate  state  )

inlinestatic

static void alglib.mincg.mincgcreatef ( int  n, double[]  x, double  diffstep, mincgstate  state  )

inlinestatic

static void alglib.mincg.mincgsetcond ( mincgstate  state, double  epsg, double  epsf, double  epsx, int  maxits  )

inlinestatic

static void alglib.mincg.mincgsetscale ( mincgstate  state, double[]  s  )

inlinestatic

static void alglib.mincg.mincgsetxrep ( mincgstate  state, bool  needxrep  )

inlinestatic

static void alglib.mincg.mincgsetdrep ( mincgstate  state, bool  needdrep  )

inlinestatic

static void alglib.mincg.mincgsetcgtype ( mincgstate  state, int  cgtype  )

inlinestatic

static void alglib.mincg.mincgsetstpmax ( mincgstate  state, double  stpmax  )

inlinestatic

static void alglib.mincg.mincgsuggeststep ( mincgstate  state, double  stp  )

inlinestatic

static void alglib.mincg.mincgsetprecdefault ( mincgstate  state )

inlinestatic

static void alglib.mincg.mincgsetprecdiag ( mincgstate  state, double[]  d  )

inlinestatic

static void alglib.mincg.mincgsetprecscale ( mincgstate  state )

inlinestatic

static bool alglib.mincg.mincgiteration ( mincgstate  state )

inlinestatic

static void alglib.mincg.mincgresults ( mincgstate  state, ref double[]  x, mincgreport  rep  )

inlinestatic

static void alglib.mincg.mincgresultsbuf ( mincgstate  state, ref double[]  x, mincgreport  rep  )

inlinestatic

static void alglib.mincg.mincgrestartfrom ( mincgstate  state, double[]  x  )

inlinestatic

static void alglib.mincg.mincgsetprecdiagfast ( mincgstate  state, double[]  d  )

inlinestatic

static void alglib.mincg.mincgsetpreclowrankfast ( mincgstate  state, double[]  d1, double[]  c, double  v[,], int  vcnt  )

inlinestatic

static void alglib.mincg.mincgsetprecvarpart ( mincgstate  state, double[]  d2  )

inlinestatic

static void alglib.mincg.mincgsetgradientcheck ( mincgstate  state, double  teststep  )

inlinestatic

static void alglib.mincg.clearrequestfields ( mincgstate  state )

inlinestaticprivate

static void alglib.mincg.preconditionedmultiply ( mincgstate  state, ref double[]  x, ref double[]  work0, ref double[]  work1  )

inlinestaticprivate

static double alglib.mincg.preconditionedmultiply2 ( mincgstate  state, ref double[]  x, ref double[]  y, ref double[]  work0, ref double[]  work1  )

inlinestaticprivate

static void alglib.mincg.mincginitinternal ( int  n, double  diffstep, mincgstate  state  )

inlinestaticprivate

Member Data Documentation

const int alglib.mincg.rscountdownlen = 10

Referenced by alglib.mincg.mincgiteration().

const double alglib.mincg.gtol = 0.3

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The documentation for this class was generated from the following file:

• igtest/IGLibTestDev/00archive/alglib/alglib-3.6.0.csharp/src/optimization.cs