AbstractLinAlgPack_BFGS_helpers.cpp

Go to the documentation of this file.
00001 // @HEADER
00002 // ***********************************************************************
00003 // 
00004 // Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
00005 //                  Copyright (2003) Sandia Corporation
00006 // 
00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
00008 // license for use of this work by or on behalf of the U.S. Government.
00009 // 
00010 // This library is free software; you can redistribute it and/or modify
00011 // it under the terms of the GNU Lesser General Public License as
00012 // published by the Free Software Foundation; either version 2.1 of the
00013 // License, or (at your option) any later version.
00014 //  
00015 // This library is distributed in the hope that it will be useful, but
00016 // WITHOUT ANY WARRANTY; without even the implied warranty of
00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018 // Lesser General Public License for more details.
00019 //  
00020 // You should have received a copy of the GNU Lesser General Public
00021 // License along with this library; if not, write to the Free Software
00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
00023 // USA
00024 // Questions? Contact Roscoe A. Bartlett (rabartl@sandia.gov) 
00025 // 
00026 // ***********************************************************************
00027 // @HEADER
00028 
00029 #include <math.h>
00030 #include <limits>
00031 #include <ostream>
00032 
00033 #include "AbstractLinAlgPack_BFGS_helpers.hpp"
00034 #include "AbstractLinAlgPack_Vector.hpp"
00035 #include "AbstractLinAlgPack_VectorStdOps.hpp"
00036 
00037 bool AbstractLinAlgPack::BFGS_sTy_suff_p_d(
00038   const Vector    &s
00039   ,const Vector   &y
00040   ,const value_type     *sTy_in
00041   ,std::ostream         *out
00042   ,const char           func_name[]
00043   )
00044 {
00045   const value_type
00046     sTy          = sTy_in ? *sTy_in : AbstractLinAlgPack::dot(s,y),
00047     nrm_s        = s.norm_2(),
00048     nrm_y        = y.norm_2(),
00049     sqrt_macheps = ::sqrt(std::numeric_limits<value_type>::epsilon()),
00050     min_sTy      = sqrt_macheps * nrm_s * nrm_y;
00051   // Skip update if: s'*y < sqrt(macheps)*||s||2*||y||2 (Dennis and Schnabel, A9.4.2)
00052   const bool
00053     sufficiently_p_d = sTy > min_sTy;
00054   if( !sufficiently_p_d && out ) {
00055     if(func_name)
00056       *out << func_name << " : ";
00057     *out
00058       << "Error, s'*y = " << sTy << " < sqrt(mach_eps) * ||s||2 * ||y||2 = "
00059       << sqrt_macheps << " * " << nrm_s << " * " << nrm_y << " = " << min_sTy
00060       << "\nTherefore the BFGS update is illdefined!\n";
00061   }
00062   return sufficiently_p_d;
00063 }

Generated on Tue Jul 13 09:30:49 2010 for MOOCHO (Single Doxygen Collection) by  doxygen 1.4.7