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
![]() | Parameters () The method Parameters returns the parameter table of the algorithm |
![]() | SetScaling ( HCL_SymMat_d * S ) SetScaling defines a new inner product in terms of a symmetric, positive definite operator S: <x,y> = (x,Sy) |
![]() | 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 |
![]() | UnSetScaling () UnSetScaling returns the inner product to the default. |
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.
void SetScaling( HCL_SymMat_d * S )
void UnSetScaling()
int Solve( HCL_SymMat_d & B, const HCL_RnVector_d & g, HCL_RnVector_d & p )
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