Package wsh.opt
Interface Quadratic
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- All Known Implementing Classes:
TransformQuadratic
public interface Quadratic
Define a second-order quadratic operation on a Vector 0.5 x'Hx + b'x where H is a positive semidefinite quadratic and b is a linear gradient.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description Vect
getB()
Get the linear gradient term b of the quadratic expression.void
inverseHessian(Vect x)
Multiply vector by an approximate inverse of the Hessian.void
multiplyHessian(Vect x)
Multiply vector by the quadratic Hessian H.
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Method Detail
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multiplyHessian
void multiplyHessian(Vect x)
Multiply vector by the quadratic Hessian H. Perform the operation in-place.- Parameters:
x
- Vector to be multiplied and modified.
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inverseHessian
void inverseHessian(Vect x)
Multiply vector by an approximate inverse of the Hessian. Perform the operation in-place. This method is useful to speed convergence. An empty implementation is equivalent to an identity.- Parameters:
x
- Vector to be multiplied and modified.
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getB
Vect getB()
Get the linear gradient term b of the quadratic expression. The recipient receives a unique copy that must be disposed.- Returns:
- The vector b where the quadratic is x'Hx + b'x
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