bool compute_alpha()
{
double[] betan = new double[N];
betan[0] = -1.52763883147;
betan[1] = 1.048327004372e-1;
betan[2] = 2.669121419134012e-2;
BigFloat[] betanB = new BigFloat[N];
betanB[0] = -1.52763883147;
betanB[1] = 1.048327004372e-1;
betanB[2] = 2.669121419134012e-2;
// f vector
BigFloat[] fnB = new BigFloat[N];
// jacobian matrix
var mx = Matrix.Create <BigFloat>(N, N);
double stepSize = (1 - (1 / (float)N)) / N;
double[] zi = Range(1 / N, 1, stepSize).ToArray();
double[] zj = new double[N];
Array.Copy(zi, 1, zj, 0, N);
for (int l = 0; l < count; l++)
{
for (int n = 0; n < N; n++)
{
fnB[n] = f(zj[n], betanB);
BigFloat[] gradB = diffedRangeB(zj[n], betanB);
for (int m = 0; m < N; m++)
{
mx[n, m] = gradB[m];
}
}
var snB = mx.GetCholeskyDecomposition();
//var sn = JnB.Decompose(false);
var snA = snB.Solve(fnB);
var betanp1 = betanB.Zip(snA, (d1, d2) => d1 - d2).ToArray();
// Check for convergence
BigFloat tolChk = snA.OneNorm();
BigFloat tarVal = Math.Pow(10, -M);
if (tolChk < tarVal)
{
// compute alpha
myalpha = 1 / g(1, betanp1);
Console.WriteLine(l + ": " + tolChk);
Console.WriteLine("\n Converged! with alpha = " + myalpha);
return(false);
}
betanB = betanp1;
Console.WriteLine(l + ": " + tolChk);// + "; " + (1 / gD((double)1, betanp1)));
}
return(true);
}
