class HCL_MatTR_d : public HCL_Base

HCL_MatTR_d implements an algorithm for solving the trust region subproblem in the case in which the operator is represented by a symmetric matrix

Inheritance:


Public Methods

Table& Parameters ()
The method Parameters returns the parameter table of the algorithm
void SetScaling ( HCL_SymMat_d * S )
SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy)
int Solve ( HCL_SymMat_d & B, const HCL_RnVector_d & g, HCL_RnVector_d & p )
The method Solve attempts to compute an approximate solution of the trust region subproblem defined by the inputs of the method
void UnSetScaling ()
UnSetScaling returns the inner product to the default.

Inherited from HCL_Base:

Public Methods

int Count()
void DecCount()
void IncCount()

Private Fields

int ReferenceCount

Documentation

HCL_MatTR_d implements an algorithm for solving the trust region subproblem in the case in which the operator is represented by a symmetric matrix. The algorithm is based on the following paper:

J. J. More' and D. C. Sorensen, "Computing a trust region step", SIAM J. Sci. Stat. Comput. Vol. 4, No. 3, 553-572, 1983.

Table& Parameters()
The method Parameters returns the parameter table of the algorithm. Algorithmic parameters can be accessed via Parameters().GetValue( "name",val ) and changed via Parameters().PutValue( "name",val ).

void SetScaling( HCL_SymMat_d * S )
SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy)

void UnSetScaling()
UnSetScaling returns the inner product to the default.

int Solve( HCL_SymMat_d & B, const HCL_RnVector_d & g, HCL_RnVector_d & p )
The method Solve attempts to compute an approximate solution of the trust region subproblem defined by the inputs of the method. Note that the trust region radius Delta must defined through the Parameter method.


This class has no child classes.

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