class function | |
{ | |
public: | |
virtual double fun(double *w) = 0 ; | |
virtual void grad(double *w, double *g) = 0 ; | |
virtual void Hv(double *s, double *Hs) = 0 ; | |
virtual int get_nr_variable(void) = 0 ; | |
virtual ~function(void){} | |
}; | |
class TRON | |
{ | |
public: | |
TRON(const function *fun_obj, double eps = 0.1, int max_iter = 1000, BlasFunctions *blas = 0); | |
~TRON(); | |
int tron(double *w); | |
void set_print_string(void (*i_print) (const char *buf)); | |
private: | |
int trcg(double delta, double *g, double *s, double *r); | |
double norm_inf(int n, double *x); | |
double eps; | |
int max_iter; | |
function *fun_obj; | |
BlasFunctions *blas; | |
void info(const char *fmt,...); | |
void (*tron_print_string)(const char *buf); | |
}; | |