object QuadraticMinimizer
- Companion:
- class
Type members
Classlikes
case class Cost(H: DenseMatrix[Double], q: DenseVector[Double]) extends DiffFunction[DenseVector[Double]]
Value members
Concrete methods
def computeObjective(h: DenseMatrix[Double], q: DenseVector[Double], x: DenseVector[Double]): Double
Triangular LU solve for finding y such that y := Ax where A is the LU factorization
Triangular LU solve for finding y such that y := Ax where A is the LU factorization
- Value parameters:
- A
vector representation of LU factorization
- pivot
pivot from LU factorization
- x
the linear term for the solve which will also host the result
Triangular Cholesky solve for finding y through backsolves such that y := Ax
Triangular Cholesky solve for finding y through backsolves such that y := Ax
- Value parameters:
- A
vector representation of lower triangular cholesky factorization
- x
the linear term for the solve which will also host the result
def gemv(alpha: Double, A: DenseMatrix[Double], x: DenseVector[Double], beta: Double, y: DenseVector[Double]): Unit
y := alpha * A * x + beta * y
For DenseMatrix A.
y := alpha * A * x + beta * y
For DenseMatrix A.
def optimizeWithLBFGS(init: DenseVector[Double], H: DenseMatrix[Double], q: DenseVector[Double]): DenseVector[Double]