class HCL_lmbfgsOp_d : public HCL_LinearOpAdj_d

HCL_lmbfgsOp_d implements the limited memory BFGS approximation to the inverse Hessian of a twice-differentiable function

Inheritance:

Public Methods

HCL_VectorSpace_d&	Domain () Domain space access.
HCL_VectorSpace_d&	Range () Range space access.

Public

	Constructors and destructor HCL_lmbfgsOp_d () Default constructor---disabled. HCL_lmbfgsOp_d ( const HCL_lmbfgsOp_d & H ) Copy constructor---disabled. HCL_lmbfgsOp_d ( HCL_ScaleLinearOp_d * h0, int maxnum, HCL_LinearOp_d * Pin = NULL, HCL_LinearSolver_d * ls = NULL ) Usual constructor virtual ~HCL_lmbfgsOp_d () Destructor.
	I/O virtual ostream& Write ( ostream & str ) Write prints out some useful information about the object.
	Image methods virtual void Image ( const HCL_Vector_d & x, HCL_Vector_d & y ) Image computes the image of the operator on x, giving y. virtual void AdjImage ( const HCL_Vector_d & y, HCL_Vector_d & x ) AdjImage computes the image of the adjoint on y, giving x.
	Update methods void Update ( HCL_Vector_d & s, HCL_Vector_d & y ) This version of Update requires the step $s$ in $x$ and the change $y$ in the gradient void Update ( HCL_Vector_d & x, HCL_Vector_d & xnext, HCL_Vector_d & g, HCL_Vector_d & gnext ) This version of Update requires the current and next $x$ and the current and next gradient void Reset () Reset sets the operator to the initial inverse Hessian approximation.

Inherited from HCL_LinearOpAdj_d:

Public Methods

virtual void AdjImage( const HCL_Vector_d & y, HCL_Vector_d & x )

virtual void Image( const HCL_Vector_d & x, HCL_Vector_d & y )

int TestAdj(int Display = 1, double tol = 1000 )

virtual ostream& Write( ostream & str )

Inherited from HCL_LinearOp_d:

Inherited from HCL_Base:

Public Methods

int Count()

void DecCount()

void IncCount()

Private Fields

int ReferenceCount

Constructors and destructor

HCL_lmbfgsOp_d()

Default constructor---disabled.

HCL_lmbfgsOp_d( const HCL_lmbfgsOp_d & H )

Copy constructor---disabled.

HCL_lmbfgsOp_d( HCL_ScaleLinearOp_d * h0, int maxnum, HCL_LinearOp_d * Pin = NULL, HCL_LinearSolver_d * ls = NULL )

Usual constructor. Needs a multiple of the identity to use for the initial inverse Hessian approximation, the maximum number of updates, and, optionally, an operator to change the inner product.

virtual ~HCL_lmbfgsOp_d()

Destructor.

HCL_VectorSpace_d& Domain()

Domain space access.

HCL_VectorSpace_d& Range()

Range space access.

Update methods

void Update( HCL_Vector_d & s, HCL_Vector_d & y )

This version of Update requires the step $s$ in $x$ and the change $y$ in the gradient

void Update( HCL_Vector_d & x, HCL_Vector_d & xnext, HCL_Vector_d & g, HCL_Vector_d & gnext )

This version of Update requires the current and next $x$ and the current and next gradient

void Reset()

Reset sets the operator to the initial inverse Hessian approximation.

Image methods

virtual void Image( const HCL_Vector_d & x, HCL_Vector_d & y )

Image computes the image of the operator on x, giving y.

virtual void AdjImage( const HCL_Vector_d & y, HCL_Vector_d & x )

AdjImage computes the image of the adjoint on y, giving x.

I/O

virtual ostream& Write( ostream & str )

Write prints out some useful information about the object.

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