38 lines
888 B
C++
38 lines
888 B
C++
#ifndef _NEWTON_H
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#define _NEWTON_H
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class function
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{
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public:
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virtual double fun(double *w) = 0 ;
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virtual void grad(double *w, double *g) = 0 ;
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virtual void Hv(double *s, double *Hs) = 0 ;
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virtual int get_nr_variable(void) = 0 ;
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virtual void get_diag_preconditioner(double *M) = 0 ;
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virtual ~function(void){}
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// base implementation in newton.cpp
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virtual double linesearch_and_update(double *w, double *s, double *f, double *g, double alpha);
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};
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class NEWTON
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{
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public:
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NEWTON(const function *fun_obj, double eps = 0.1, double eps_cg = 0.5, int max_iter = 1000);
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~NEWTON();
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void newton(double *w);
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void set_print_string(void (*i_print) (const char *buf));
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private:
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int pcg(double *g, double *M, double *s, double *r);
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double eps;
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double eps_cg;
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int max_iter;
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function *fun_obj;
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void info(const char *fmt,...);
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void (*newton_print_string)(const char *buf);
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};
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#endif
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