private static Point CoordinateDescent(FunctionWrapper function, Point x0, double h0, double epsilon)
{
var h = new Vector(new double[x0.Length]);
for (var i = 0; i < h.Length; i++)
{
h[i] = h0;
}
var xInt = x0.Clone();
Point xExt;
do
{
xExt = xInt.Clone();
for (var i = 0; i < xInt.Length; i++)
{
Program.CountThisLoop();
var x = xInt.Clone();
var y1 = x.Clone();
y1[i] += 3 * epsilon;
var y2 = x.Clone();
y2[i] -= 3 * epsilon;
var f1 = function.Eval(y1);
var f2 = function.Eval(y2);
var z = Math.Sign(f2 - f1);
h[i] = function.FindHForCoordinateDescent(xInt.Clone(), z, i, h[i], epsilon);
xInt[i] = x[i] + h[i] * z;
}
} while ((xInt - xExt).Normalize() >= epsilon);
return(xInt);
}
