/**
* Description not yet available.
* \param
*/
dmatrix first_derivatives(const df1_one_matrix& v)
{
int rmin=v.indexmin();
int rmax=v.indexmax();
dmatrix cm(rmin,rmax);
for (int i=rmin;i<=rmax;i++)
{
int cmin=v(i).indexmin();
int cmax=v(i).indexmax();
cm(i).allocate(cmin,cmax);
cm(i)=first_derivatives(v(i));
}
return cm;
}
struct map_type *dfp( function func,
struct map_type *map_x,
__float128 grad_toler,
__float128 fx_toler,
const unsigned int max_iter )
{
unsigned int iter;
__float128 lambda, result_func_value, temp_func_value;
struct map_type *result, *b, *grad1, *tmp, *s, *grad2,
*g, *tmp2, *tmp3, *d, *x1, *x2, *x3, *x4, *x5;
result = NULL;
result_func_value = func( map_x );
b = get_identity_matrix( map_x->j_size );
grad1 = first_derivatives( func, map_x );
tmp = transposition( grad1 );
deallocate( grad1 );
grad1 = tmp;
for( iter = 0 ; iter < max_iter; iter++ )
{
tmp = multiplicate_on_value( -1, b );
s = multiplicate( tmp, grad1 );
deallocate( tmp );
tmp = transposition( s );
tmp2 = multiplicate_on_value( powf( get_euclidean_distance( s ), -1 ), tmp );
deallocate( s );
deallocate( tmp );
s = tmp2;
lambda = 1;
lambda = line_search( func, map_x, lambda, s );
d = multiplicate_on_value( lambda, s );
tmp = addition( map_x, d );
deallocate( d );
deallocate( map_x );
map_x = tmp;
temp_func_value = func( map_x );
if( result_func_value > temp_func_value )
{
iter = 0;
result_func_value = temp_func_value;
if( result != NULL )
{
deallocate( result );
}
result = clone( map_x );
}
grad2 = first_derivatives( func, map_x );
tmp = transposition( grad2 );
deallocate( grad2 );
grad2 = tmp;
g = subtraction( grad2, grad1 );
deallocate( grad1 );
grad1 = grad2;
if( get_euclidean_distance( grad1 ) < grad_toler )
{
/// TODO: Нужно очистить память
break;
}
tmp = transposition( s );
x1 = multiplicate( s, tmp );
x2 = multiplicate( s, g );
deallocate( s );
deallocate( tmp );
tmp = multiplicate_on_value( lambda, x1 );
tmp2 = get_inverse( x2 );
tmp3 = multiplicate( tmp, tmp2 );
deallocate( tmp );
tmp = addition( b, tmp3 );
deallocate( x1 );
deallocate( x2 );
deallocate( tmp2 );
deallocate( tmp3 );
deallocate( b );
b = tmp;
x3 = multiplicate( b, g );
tmp = transposition( b );
x4 = multiplicate( tmp, g );
deallocate( tmp );
tmp = transposition( g );
tmp2 = multiplicate( tmp, b );
x5 = multiplicate( tmp2, g );
deallocate( g );
deallocate( tmp );
deallocate( tmp2 );
tmp = transposition( x4 );
tmp2 = multiplicate( x3, tmp );
deallocate( tmp );
tmp = get_inverse( x5 );
tmp3 = multiplicate( tmp, tmp2 );
deallocate( tmp );
tmp = subtraction( b, tmp3 );
deallocate( b );
b = tmp;
deallocate( tmp2 );
deallocate( tmp3 );
deallocate( x3 );
deallocate( x4 );
deallocate( x5 );
}
return result;
}
