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| <pre>public static class <span class="strong">NonLinearConjugateGradientOptimizer.IdentityPreconditioner</span> |
| extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a> |
| implements <a href="../../../../../../org/apache/commons/math3/optimization/general/Preconditioner.html" title="interface in org.apache.commons.math3.optimization.general">Preconditioner</a></pre> |
| <div class="block">Default identity preconditioner.</div> |
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| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/general/NonLinearConjugateGradientOptimizer.IdentityPreconditioner.html#NonLinearConjugateGradientOptimizer.IdentityPreconditioner()">NonLinearConjugateGradientOptimizer.IdentityPreconditioner</a></strong>()</code> </td> |
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| <td class="colFirst"><code>double[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/general/NonLinearConjugateGradientOptimizer.IdentityPreconditioner.html#precondition(double[], double[])">precondition</a></strong>(double[] variables, |
| double[] r)</code> |
| <div class="block">Precondition a search direction.</div> |
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| <h4>NonLinearConjugateGradientOptimizer.IdentityPreconditioner</h4> |
| <pre>public NonLinearConjugateGradientOptimizer.IdentityPreconditioner()</pre> |
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| <h4>precondition</h4> |
| <pre>public double[] precondition(double[] variables, |
| double[] r)</pre> |
| <div class="block">Precondition a search direction. |
| <p> |
| The returned preconditioned search direction must be computed fast or |
| the algorithm performances will drop drastically. A classical approach |
| is to compute only the diagonal elements of the hessian and to divide |
| the raw search direction by these elements if they are all positive. |
| If at least one of them is negative, it is safer to return a clone of |
| the raw search direction as if the hessian was the identity matrix. The |
| rationale for this simplified choice is that a negative diagonal element |
| means the current point is far from the optimum and preconditioning will |
| not be efficient anyway in this case. |
| </p></div> |
| <dl> |
| <dt><strong>Specified by:</strong></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/optimization/general/Preconditioner.html#precondition(double[], double[])">precondition</a></code> in interface <code><a href="../../../../../../org/apache/commons/math3/optimization/general/Preconditioner.html" title="interface in org.apache.commons.math3.optimization.general">Preconditioner</a></code></dd> |
| <dt><span class="strong">Parameters:</span></dt><dd><code>variables</code> - current point at which the search direction was computed</dd><dd><code>r</code> - raw search direction (i.e. opposite of the gradient)</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>approximation of H<sup>-1</sup>r where H is the objective function hessian</dd></dl> |
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