public void CanSolveTameQuadratic1dFact()
{
var n2Sol = new Math.Solvers.NewtonRaphsonMultiDimensionalSolver
{
ObjectiveFunction = QuadraticFunction1d,
InitialGuess = new double[] { 0 },
Tollerance = 1e-8
};
var output = n2Sol.Solve();
var functionOutput = QuadraticFunction1d(output);
Assert.Equal(0, functionOutput[0], 8);
}
private void FitWeights()
{
Func <double[], double[]> errFunc = (weights =>
{
return(_x.Select((x, ix) => GKernInterpolate(x, _x, weights, _bandwidth) - _y[ix]).ToArray());
});
var n2Sol = new Math.Solvers.NewtonRaphsonMultiDimensionalSolver
{
InitialGuess = Enumerable.Repeat(1.0 / _x.Length, _x.Length).ToArray(),
ObjectiveFunction = errFunc
};
_weights = n2Sol.Solve();
}