Beispiel #1
0
        private void quadraticBacktrack(DoubleArray p, System.Func <DoubleArray, DoubleArray> function, DataBundle data)
        {
            double lambda0 = data.Lambda0;
            double g0      = data.G0;
            double lambda  = Math.Max(0.01 * lambda0, g0 * lambda0 * lambda0 / (data.G1 + g0 * (2 * lambda0 - 1)));

            data.swapLambdaAndReplace(lambda);
            updatePosition(p, function, data);
        }
Beispiel #2
0
        private void cubicBacktrack(DoubleArray p, System.Func <DoubleArray, DoubleArray> function, DataBundle data)
        {
            double temp1, temp2, temp3, temp4, temp5;
            double lambda0 = data.Lambda0;
            double lambda1 = data.Lambda1;
            double g0      = data.G0;

            temp1 = 1.0 / lambda0 / lambda0;
            temp2 = 1.0 / lambda1 / lambda1;
            temp3 = data.G1 + g0 * (2 * lambda0 - 1.0);
            temp4 = data.G2 + g0 * (2 * lambda1 - 1.0);
            temp5 = 1.0 / (lambda0 - lambda1);
            double a      = temp5 * (temp1 * temp3 - temp2 * temp4);
            double b      = temp5 * (-lambda1 * temp1 * temp3 + lambda0 * temp2 * temp4);
            double lambda = (-b + Math.Sqrt(b * b + 6 * a * g0)) / 3 / a;

            lambda = Math.Min(Math.Max(lambda, 0.01 * lambda0), 0.75 * lambda1);     // make sure new lambda is between 1% & 75% of old value
            data.swapLambdaAndReplace(lambda);
            updatePosition(p, function, data);
        }