public void Minimize(Func<IVector, double> f, Func<IVector, IVector> gradient, int n)
{
_b = Matrix.CreateI(n, n, () => new RealNumber(1), () => new RealNumber(0));
_x = new Vector(new[] {new RealNumber(0), new RealNumber(0)});
_f = f;
IVector grad;
do
{
_gradient = gradient(_x);
var direction = CalculateMinimizeDirection(_b, _gradient);
var step = CalculateStepAndChangeAlpha(direction, f);
grad = gradient(_x); //nablaF(xk + 1)
var y = grad.Sum(_gradient.Negate()); //yk
//its time to calculate b(k + 1)
_b = CalculateInvertedPseudoGaussian(_b, step, y);
} while (grad.Norm.IsGreater(_errorThreshold));
}
private static IVector CalculateMinimizeDirection(IMatrix invertedPseudoGessian, IVector gradient)
{
return invertedPseudoGessian.Mul(gradient.Negate());
}
