private double[] CalculateNextPoint(double[] pX, double[] pGrad, GeneralMatrix hessian)
{
int i = 0;
double xmin = 0;
double step = _step;
GeneralMatrix alfaX = new GeneralMatrix(_nDim, 1);
GeneralMatrix prevX = new GeneralMatrix(pX, _nDim);
GeneralMatrix prevGrad = new GeneralMatrix(pGrad, _nDim);
double[] intermediate = new double[_nDim];;
alfaX = hessian.Multiply(prevGrad);
//doing a line search to minimize alpha
OneDWrapper wrapper = new OneDWrapper(_f, prevX, alfaX);
LineSearch search = new LineSearch();
double[] interval = new double[Constants.BRACKET_POINTS];
int it1 = search.FindMinInterval(wrapper, _alpha, step, 50, ref interval);
int it2 = search.FindMinimumViaBrent(wrapper, interval[0], interval[1], interval[2], 50, _epsilon, ref xmin);
for (i = 0; i < _nDim; i++)
{
intermediate[i] = prevX.GetElement(i, 0) - xmin * alfaX.GetElement(i, 0);
}
_alpha = xmin;
return(intermediate);
}
private double[] CalculateNextPoint(double[] pX, double[] pGrad, GeneralMatrix hessian)
{
int i=0;
double xmin=0;
double step = _step;
GeneralMatrix alfaX = new GeneralMatrix(_nDim,1);
GeneralMatrix prevX = new GeneralMatrix(pX,_nDim);
GeneralMatrix prevGrad = new GeneralMatrix(pGrad,_nDim);
double[] intermediate = new double[_nDim];;
alfaX = hessian.Multiply(prevGrad);
//doing a line search to minimize alpha
OneDWrapper wrapper = new OneDWrapper(_f,prevX,alfaX);
LineSearch search = new LineSearch();
double[] interval = new double[Constants.BRACKET_POINTS];
int it1 = search.FindMinInterval(wrapper,_alpha,step,50,ref interval);
int it2 = search.FindMinimumViaBrent(wrapper,interval[0],interval[1],interval[2],50,_epsilon, ref xmin);
for (i=0;i<_nDim; i++)
intermediate[i] = prevX.GetElement(i,0) - xmin*alfaX.GetElement(i,0);
_alpha = xmin;
return intermediate;
}
