Line data    Source code

       1             : /* 
       2             :  * File:   Function.cpp
       3             :  * Author: Pantelis Sopasakis
       4             :  * 
       5             :  * Created on July 9, 2015, 3:35 AM
       6             :  * 
       7             :  * ForBES is free software: you can redistribute it and/or modify
       8             :  * it under the terms of the GNU Lesser General Public License as published by
       9             :  * the Free Software Foundation, either version 3 of the License, or
      10             :  * (at your option) any later version.
      11             :  *  
      12             :  * ForBES is distributed in the hope that it will be useful,
      13             :  * but WITHOUT ANY WARRANTY; without even the implied warranty of
      14             :  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
      15             :  * GNU Lesser General Public License for more details.
      16             :  * 
      17             :  * You should have received a copy of the GNU Lesser General Public License
      18             :  * along with ForBES. If not, see <http://www.gnu.org/licenses/>.
      19             :  */
      20             : 
      21             : #include "Function.h"
      22             : 
      23         156 : Function::Function() {
      24         156 : }
      25             : 
      26         148 : Function::~Function() {
      27         148 : }
      28             : 
      29             : //LCOV_EXCL_START
      30             : 
      31             : int Function::call(Matrix& x, double& f) {
      32             :     return ForBESUtils::STATUS_UNDEFINED_FUNCTION;
      33             : }
      34             : 
      35             : int Function::call(Matrix& x, double& f, Matrix& grad) {
      36             :     return ForBESUtils::STATUS_UNDEFINED_FUNCTION;
      37             : }
      38             : //LCOV_EXCL_STOP
      39             : 
      40           1 : int Function::hessianProduct(Matrix& x, Matrix& z, Matrix& Hz) {
      41           1 :     const double epsilon = 1e-8;
      42           1 :     const double one_over_epsilon = 1e8;
      43             : 
      44             :     /* t = x + epsilon * z */
      45           1 :     Matrix t(x);
      46           1 :     Matrix::add(t, epsilon, z, 1.0);
      47             : 
      48             : 
      49           2 :     Matrix grad_x(x.getNrows(), x.getNcols());
      50             : 
      51             :     double f;
      52             :     /* Hz = nabla f(x+e*z) */
      53           1 :     int status = call(t, f, Hz);
      54             : 
      55             :     /* grad_x = nabla f(x) */
      56           1 :     status = std::max(status, call(x, f, grad_x));
      57             : 
      58             :     /* Hz = (nabla f(t) - nabla f(x))/epsilon */
      59           1 :     Hz -= grad_x;
      60           1 :     Hz *= one_over_epsilon;
      61             : 
      62           2 :     return status;
      63             : }
      64             : 
      65           2 : int Function::callConj(Matrix& x, double& f_star) {
      66           2 :     return ForBESUtils::STATUS_UNDEFINED_FUNCTION;
      67             : }
      68             : 
      69           1 : int Function::callConj(Matrix& x, double& f_star, Matrix& grad) {
      70           1 :     return ForBESUtils::STATUS_UNDEFINED_FUNCTION;
      71             : }
      72             : 
      73           0 : int Function::hessianProductConj(Matrix& x, Matrix& z, Matrix& Hz) {
      74           0 :     const double epsilon = 1e-8;
      75           0 :     const double one_over_epsilon = 1e8;
      76             : 
      77             :     /* t = x + epsilon * z */
      78           0 :     Matrix t(x);
      79           0 :     Matrix::add(t, epsilon, z, 1.0);
      80             : 
      81             : 
      82           0 :     Matrix grad_x(x.getNrows(), x.getNcols());
      83             :     double f;
      84           0 :     int status = callConj(t, f, Hz);
      85           0 :     status = std::max(status, callConj(x, f, grad_x));
      86           0 :     Hz -= grad_x;
      87           0 :     Hz *= one_over_epsilon;
      88           0 :     return status;
      89             : }
      90             : 
      91             : //LCOV_EXCL_START
      92             : int Function::callProx(Matrix& x, double gamma, Matrix& prox) {
      93             :     return ForBESUtils::STATUS_UNDEFINED_FUNCTION;
      94             : }
      95             : 
      96             : int Function::callProx(Matrix& x, double gamma, Matrix& prox, double& f_at_prox) {
      97             :     return ForBESUtils::STATUS_UNDEFINED_FUNCTION;
      98             : }
      99             : //LCOV_EXCL_STOP
     100             : 
     101           2 : Function& Function::operator=(const Function& right) {
     102           2 :     if (this == &right) { // Check for self-assignment!
     103           2 :         return *this;
     104             :     } else {
     105             :         // otherwise it should not be allowed to use operator= on Functions!
     106             :         // an error should be thrown
     107           1 :         throw logic_error("It is not allowed to copy Function objects; operator= is not supported.");
     108             :     }
     109          78 : }