SumOfSquares.cc

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/*
 * $Id: SumOfSquares.cc 138 2013-06-29 15:10:53Z jdl3 $
 * Copyright (C) 2011--2013 John D Lamb
 *
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 2 of the License, or (at
 * your option) any later version.
 * 
 * This program is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with this program; if not, write to the Free Software
 * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */

#ifdef HAVE_CONFIG_H
#  include<config.h>
#endif

#include"SumOfSquares.hpp"

using namespace ipo_function::concrete;

SumOfSquares::SumOfSquares( size_t const size )
  : FunctionBase { size }
{
  if( size != 0 ){
    functionGradient = gsl::vector( size );
    functionHessian = gsl::matrix { size, size };
    functionHessian.set_all( 0.0 );
    functionHessian.diagonal().set_all( 2.0 );
  }
}

double
SumOfSquares::operator()( gsl::vector const& vector ){
  // Attempt sane behaviour even if vector has wrong size
  double result { 0 };
  for( auto entry : vector ) result += entry * entry;
  return result;
}

gsl::vector
SumOfSquares::gradient( gsl::vector const& vector ){
  size_t const SIZE { 0 == getSize() ? vector.size() : getSize() };
  if( 0 == getSize() ){
    if( functionGradient.size() != SIZE ){
      functionGradient = gsl::vector( SIZE );
    }
  }
  functionGradient.memcpy( vector );
  functionGradient.scale( 2.0 );
  return functionGradient;
}

gsl::matrix
SumOfSquares::hessian( gsl::vector const& vector ){
  size_t const SIZE { 0 == getSize() ? vector.size() : getSize() };
  if( 0 == getSize() ){
    if( functionHessian.size1() != SIZE or functionHessian.size2() != SIZE ){
      functionHessian = gsl::matrix { SIZE, SIZE };
      functionHessian.set_all( 0.0 );
      functionHessian.diagonal().set_all( 2.0 );
    }
  }
  return functionHessian;
}

void
SumOfSquares::setVector( gsl::vector const& vector ){
  if( 0 == getSize() ){
    size_t const SIZE { vector.size() };
    if( functionGradient.size() != SIZE ) functionGradient = gsl::vector( SIZE );
    if( functionHessian.size1() != SIZE or functionHessian.size2() != SIZE )
      functionHessian = gsl::matrix { SIZE, SIZE };
    functionHessian.set_all( 0.0 );
    functionHessian.diagonal().set_all( 2.0 );
  }
  // Attempt sane behaviour even if vector has wrong size
  functionValue = 0;
  for( auto entry : vector ) functionValue += entry * entry;
  functionGradient.memcpy( vector );
  functionGradient.scale( 2 );
}