예제 #1
0
        public static Vector CalculateRootWithConjugateGradientMethod(Gradient gradient, Vector rootPoint)
        {
            Vector previousCalculatedRoot = new Vector(new double[rootPoint.Size]);
            Vector gradientResult         = gradient.Solve(rootPoint[0], rootPoint[1]);

            d     = new Vector(new double[] { -1, -1 });
            sigma = 0.5;

            while (!gradientResult.Equals(new Vector(new double[] { 0, 0 })))
            {
                CalculateDescentDirection(gradient, rootPoint, sigma, d);
                previousCalculatedRoot = rootPoint;
                rootPoint      = LinearAlgebraOperations.AddVectorToVector(rootPoint, LinearAlgebraOperations.MultiplyVectorWithScalar(d, sigma));
                gradientResult = gradient.Solve(rootPoint[0], rootPoint[1]);
            }
            return(rootPoint);
        }
예제 #2
0
        private static void CalculateDescentDirection(Gradient gradient, Vector currentGuessedRoot, double sigma, Vector d)
        {
            Vector xkPlusSigmaKTimesDk  = LinearAlgebraOperations.AddVectorToVector(currentGuessedRoot, LinearAlgebraOperations.MultiplyVectorWithScalar(d, sigma));
            double normalFunctionResult = gradient.func.Solve(currentGuessedRoot[0], currentGuessedRoot[1]);
            double changeFunctionResult = gradient.func.Solve(xkPlusSigmaKTimesDk[0], xkPlusSigmaKTimesDk[1]);

            while (changeFunctionResult > normalFunctionResult && sigma > 0 &&
                   (d[0] < 0 && d[1] < 0))
            {
                xkPlusSigmaKTimesDk  = LinearAlgebraOperations.AddVectorToVector(currentGuessedRoot, LinearAlgebraOperations.MultiplyVectorWithScalar(d, sigma));
                normalFunctionResult = gradient.func.Solve(currentGuessedRoot[0], currentGuessedRoot[1]);
                changeFunctionResult = gradient.func.Solve(xkPlusSigmaKTimesDk[0], xkPlusSigmaKTimesDk[1]);

                sigma -= 0.05;
                for (int i = 0; i < d.Size; i++)
                {
                    d[i] += 0.05;
                }
            }
        }