ConstrainedOptPack_vector_change_stats.hpp File Reference

#include "ConstrainedOptPack_Types.hpp"

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namespace  ConstrainedOptPack


void vector_change_stats (const DVectorSlice &x, const DVectorSlice &d, value_type *max_term, size_type *max_k, value_type *min_term, size_type *min_k, value_type *av_term)
 Compute statistics for change in a vector.

Function Documentation

void ConstrainedOptPack::vector_change_stats const DVectorSlice x,
const DVectorSlice d,
value_type max_term,
size_type max_k,
value_type min_term,
size_type min_k,
value_type av_term

Compute statistics for change in a vector.

Given two vectors x and d where we wish to generate statistics for the update x+d this function computes the following quantitines:

max( |d(i)|/(1+|x(i)|), i=1...n ) => #max_k# = k, #max_term# = |d(k)|/(1+|x(k)|) <= 1\ min( |d(i)|/(1+|x(i)|), i=1...n ) => #min_k# = k, #min_term# = |d(k)|/(1+|x(k)|)#\ #average( |d(i)|/(1+|x(i)|), i=1...10 )# => #av_term#\

The purpose of generating these satistics is to determine by how much x+d differs from x.

If |d(i)|/|x(i)| < mach_eps with x(i) > 0 then we know that d(i) will be lost when added to x(i) so x(i) + d(i) == x(i).

Definition at line 35 of file ConstrainedOptPack_vector_change_stats.cpp.

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