/// <summary>
/// Evaluate and sum the function over all indices, in parallel
/// </summary>
/// <param name="input">The point at which to evaluate the function</param>
/// <param name="gradient">The gradient vector, which must be filled in (its initial contents are undefined)</param>
/// <returns>Function value</returns>
public Float Eval(ref VBuffer <Float> input, ref VBuffer <Float> gradient)
{
_input = input;
for (int c = 0; c < _threads; ++c)
{
ThreadPool.QueueUserWorkItem(Eval, c);
}
AutoResetEvent.WaitAll(_threadFinished);
VectorUtils.ScaleBy(ref gradient, 0);
Float value = 0;
for (int c = 0; c < _threads; ++c)
{
if (gradient.Length == 0)
{
_tempGrads[c].CopyTo(ref gradient);
}
else
{
VectorUtils.Add(ref _tempGrads[c], ref gradient);
}
value += _tempVals[c];
}
return(value);
}
private void Eval(object chunkIndexObj)
{
int chunkIndex = (int)chunkIndexObj;
int chunkSize = _maxIndex / _threads;
int bigChunkSize = chunkSize + 1;
int numBigChunks = _maxIndex % _threads;
int from;
int to;
if (chunkIndex < numBigChunks)
{
from = bigChunkSize * chunkIndex;
to = from + bigChunkSize;
}
else
{
from = bigChunkSize * numBigChunks + chunkSize * (chunkIndex - numBigChunks);
to = from + chunkSize;
}
_tempVals[chunkIndex] = 0;
VectorUtils.ScaleBy(ref _tempGrads[chunkIndex], 0);
VBuffer <Float> tempGrad = default(VBuffer <Float>);
for (int i = from; i < to; ++i)
{
tempGrad = new VBuffer <Float>(0, 0, tempGrad.Values, tempGrad.Indices);
_tempVals[chunkIndex] += _func(i, ref _input, ref tempGrad);
if (_tempGrads[chunkIndex].Length == 0)
{
tempGrad.CopyTo(ref _tempGrads[chunkIndex]);
}
else
{
VectorUtils.Add(ref tempGrad, ref _tempGrads[chunkIndex]);
}
}
_threadFinished[chunkIndex].Set();
}