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author | Karl Shaffer <karlshaffer@google.com> | 2023-08-11 00:04:18 +0000 |
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committer | Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com> | 2023-08-11 00:04:18 +0000 |
commit | d3fac44428dd0296a04a50c6827e3205b8dbea8a (patch) | |
tree | ace24ba4307d4978ee3134f7da671a77ad172da0 /src/main/java/org/apache/commons/math3/optimization/general/Preconditioner.java | |
parent | 5df6e262b13a4e2a008638ceea2b1f99db0d2331 (diff) | |
parent | 029d049e490dcd5fa609bb7632b0262d95f1bcce (diff) | |
download | apache-commons-math-master.tar.gz |
Check-in commons-math 3.6.1 am: 1354beaf45 am: 0018f64b87 am: b3715644fb am: 5484895ffd am: 029d049e49HEADandroid-14.0.0_r37android-14.0.0_r36android-14.0.0_r35android-14.0.0_r34android-14.0.0_r33android-14.0.0_r32android-14.0.0_r31android-14.0.0_r30android-14.0.0_r29mastermainandroid14-qpr2-s5-releaseandroid14-qpr2-s4-releaseandroid14-qpr2-s3-releaseandroid14-qpr2-s2-releaseandroid14-qpr2-s1-releaseandroid14-qpr2-release
Original change: https://android-review.googlesource.com/c/platform/external/apache-commons-math/+/2702413
Change-Id: I6451550459c6d42417e3214f1db820289d799bc7
Signed-off-by: Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>
Diffstat (limited to 'src/main/java/org/apache/commons/math3/optimization/general/Preconditioner.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/optimization/general/Preconditioner.java | 46 |
1 files changed, 46 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optimization/general/Preconditioner.java b/src/main/java/org/apache/commons/math3/optimization/general/Preconditioner.java new file mode 100644 index 0000000..7142e76 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optimization/general/Preconditioner.java @@ -0,0 +1,46 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math3.optimization.general; + +/** + * This interface represents a preconditioner for differentiable scalar + * objective function optimizers. + * @deprecated As of 3.1 (to be removed in 4.0). + * @since 2.0 + */ +@Deprecated +public interface Preconditioner { + /** + * Precondition a search direction. + * <p> + * The returned preconditioned search direction must be computed fast or + * the algorithm performances will drop drastically. A classical approach + * is to compute only the diagonal elements of the hessian and to divide + * the raw search direction by these elements if they are all positive. + * If at least one of them is negative, it is safer to return a clone of + * the raw search direction as if the hessian was the identity matrix. The + * rationale for this simplified choice is that a negative diagonal element + * means the current point is far from the optimum and preconditioning will + * not be efficient anyway in this case. + * </p> + * @param point current point at which the search direction was computed + * @param r raw search direction (i.e. opposite of the gradient) + * @return approximation of H<sup>-1</sup>r where H is the objective function hessian + */ + double[] precondition(double[] point, double[] r); +} |