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tim |
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#include "NLModel.hpp"
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//calculate hessian using finite difference
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SymMatrix NLModel1::FiniteHessian(vector<double>& x, vector<double>& h){
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SymMatrix hessian(ndim);
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vector<double> gplus;
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vector<double> tempX;
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double hi;
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#ifdef IS_MPI
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vector<double> gplusAll;
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vector<double> currentGradAll;
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currentGradAll = getAllGrad();
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#endif
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tempX = x;
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for(int i = 0; i < ndim; i++){
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#ifndef IS_MPI
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hi = copysign(h[i], tempX[i]);
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tempX[i] += hi;
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gplus = calcGrad(tempX);
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hessian.Cloume(i) = (gplus - currentGrad) / hi;
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//restore tempX to its original value
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tempX[i] -= hi;
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#else
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if(procMappingArray[i] == myRank){
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hi = copysign(h[i], tempX[i]);
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tempX[i] += hi;
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}
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gplus = calcGrad(tempX);
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gplusAll.clear();
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//very inefficient, need to change
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for(int j = 0; j , numOfProc; j++){
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brocastVector(gplus, j);
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gplusAll.insert(gplus);
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}
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if(procMappingArray[i] == myRank){
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hi = copysign(h[i], tempX[i]);
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tempX[i] += hi;
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}
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hessian.Cloume(i) = (gplusAll - currentGradAll) / hi;
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#endif
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}
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return hessian;
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}
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double ConcreteNLMode1::calcF(){
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}
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double ConcreteNLMode1::calcF(const vector<double>& x){
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}
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vector<double> ConcreteNLMode1::calcGrad(){
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}
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vector<double> ConcreteNLMode1::calcGrad(vector<double>& x){
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}
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SymMatrix ConcreteNLMode1::calcHessian(){
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}
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SymMatrix ConcreteNLMode1::calcHessian(vector<double>& x){
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}
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