Files
mlpack/fastlib/trunk/contrib/tqlong/optimization/FunctionTemplate.cpp
T
2010-07-14 23:45:44 +00:00

41 lines
1.1 KiB
C++

#include <fastlib/fastlib.h>
#include "FunctionTemplate.h"
double optim::LengthEuclidianSquare::CalculateValue(const Vector &x)
{
DEBUG_ASSERT(x.length() == dim);
double s = 0;
for (int i = 0; i < x.length(); i++)
s += x[i]*x[i];
return s;
}
void optim::LengthEuclidianSquare::CalculateGradient(const Vector &x, Vector &gradient)
{
DEBUG_ASSERT(x.length() == dim && gradient.length() == dim);
la::ScaleOverwrite(2.0, x, &gradient);
}
void optim::LengthEuclidianSquare::CalculateHessian(const Vector &x, Matrix &hessian)
{
DEBUG_ASSERT(x.length() == hessian.n_rows() && x.length() == hessian.n_cols() && x.length() == dim);
hessian.SetAll(0.0);
for (int i = 0; i < hessian.n_rows(); i++)
hessian.ref(i, i) = 2.0;
}
double optim::TestFunction::CalculateValue(const Vector &x)
{
DEBUG_ASSERT(x.length() == 2);
return pow(x[0]-2, 4) + pow(x[0]-2,2)*pow(x[1],2) + pow(x[1]+1,2);
}
void optim::TestFunction::CalculateGradient(const Vector &x, Vector &gradient)
{
DEBUG_ASSERT(x.length() == 2 && gradient.length() == 2);
gradient[0] = 4*pow(x[0]-2,3)+2*(x[0]-2)*pow(x[1],2);
gradient[1] = pow(x[0]-2,2)*2*x[1]+2*(x[1]+1);
}