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AbstractLinAlgPack_BFGS_helpers.cpp
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00041 
00042 #include <math.h>
00043 #include <limits>
00044 #include <ostream>
00045 
00046 #include "AbstractLinAlgPack_BFGS_helpers.hpp"
00047 #include "AbstractLinAlgPack_Vector.hpp"
00048 #include "AbstractLinAlgPack_VectorStdOps.hpp"
00049 
00050 bool AbstractLinAlgPack::BFGS_sTy_suff_p_d(
00051   const Vector    &s
00052   ,const Vector   &y
00053   ,const value_type     *sTy_in
00054   ,std::ostream         *out
00055   ,const char           func_name[]
00056   )
00057 {
00058   const value_type
00059     sTy          = sTy_in ? *sTy_in : AbstractLinAlgPack::dot(s,y),
00060     nrm_s        = s.norm_2(),
00061     nrm_y        = y.norm_2(),
00062     sqrt_macheps = ::sqrt(std::numeric_limits<value_type>::epsilon()),
00063     min_sTy      = sqrt_macheps * nrm_s * nrm_y;
00064   // Skip update if: s'*y < sqrt(macheps)*||s||2*||y||2 (Dennis and Schnabel, A9.4.2)
00065   const bool
00066     sufficiently_p_d = sTy > min_sTy;
00067   if( !sufficiently_p_d && out ) {
00068     if(func_name)
00069       *out << func_name << " : ";
00070     *out
00071       << "Error, s'*y = " << sTy << " < sqrt(mach_eps) * ||s||2 * ||y||2 = "
00072       << sqrt_macheps << " * " << nrm_s << " * " << nrm_y << " = " << min_sTy
00073       << "\nTherefore the BFGS update is illdefined!\n";
00074   }
00075   return sufficiently_p_d;
00076 }
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