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56 MnPrint print(
"FumiliErrorUpdator");
65 double eps = 8 * std::numeric_limits<double>::min();
66 for (
int j = 0; j < nvar; j++) {
67 h(j, j) *= (1. + lambda);
72 h(j, j) = lambda * eps;
80 print.
Warn(
"inversion fails; return diagonal matrix");
82 for (
unsigned int i = 0; i <
h.Nrow(); i++) {
83 h(i, i) = 1. /
h(i, i);
int Invert(LASymMatrix &)
MinimumState keeps the information (position, Gradient, 2nd deriv, etc) after one minimization step (...
Class describing a symmetric matrix of size n.
const MnAlgebraicVector & Vec() const
const MnAlgebraicSymMatrix & Hessian() const
void Warn(const Ts &... args)
VecExpr< UnaryOp< Fabs< T >, VecExpr< A, T, D >, T >, T, D > fabs(const VecExpr< A, T, D > &rhs)
virtual MinimumError Update(const MinimumState &fMinimumState, const MinimumParameters &fMinimumParameters, const GradientCalculator &fGradientCalculator, double lambda) const
Member function that calculates the Error matrix (or the Hessian matrix containing the (approximate) ...
double sum_of_elements(const LASymMatrix &)
unsigned int size() const
MinimumError keeps the inv.
interface class for gradient calculators
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...