/// <summary>
/// Creates an upper triangular array of delegates to calculate portions of each element of the hessian matrix
/// </summary>
protected override void CreateHessianDelegates()
{
HessianFunctions = new Delegates.DerivativePortionCalculator[pParameters.Length, pParameters.Length];
HessianFunctions[0, 0] = new Delegates.DerivativePortionCalculator(CalculateAADerivateComponent);
HessianFunctions[0, 1] = new Delegates.DerivativePortionCalculator(CalculateABDerivativeComponent);
HessianFunctions[1, 1] = new Delegates.DerivativePortionCalculator(CalculateBBDerivativeComponent);
}
/// <summary>
/// Since for sum of squares the method is simply a sum over each of the components, this general method performs the loop
/// </summary>
/// <param name="Params"></param>
/// <param name="calc"></param>
/// <returns></returns>
private double EvaluateDerivative(double[] Params, Delegates.DerivativePortionCalculator calc)
{
double sum = 0;
for (int i = 0; i < Params.Length; i++)
{
sum += calc(Params, x[i], y[i]);
}
return(sum);
}
/// <summary>
/// Fill in the Hessian matrix for the sum of squares function
/// </summary>
/// <param name="Params"></param>
/// <param name="Hessian"></param>
private void EvaluateHessian(double[] Params, ref double func, double[] grad, double[,] Hessian, object obj)
{
EvaluateSumOfSquaresGradient(Params, ref func, grad, obj);
int n = Params.Length;
for (int i = 0; i < n; i++)
{
for (int j = i; j < n; j++)
{
Delegates.DerivativePortionCalculator calcDeriv = HessianFunctions[i, j];
Hessian[i, j] = EvaluateDerivative(Params, calcDeriv);
if (i != j)
{
Hessian[j, i] = Hessian[i, j];
}
}
}
}
