---

F_IterativeNonLS.hpp

#ifndef __F_IterativeNonLS_H__
#define __F_IterativeNonLS_H__


#include <stdio.h>
#include "AbsFNonLinearSolver.hpp"

#include "AbsFLineSearch.hpp"


class F_IterativeNonLS : public AbsFNonLinearSolver
{
protected:

int                     maxIter;
double          eps;

bool                    converge;

AbsFLineSearch* lineSearch;

AFSymMatrix*    H;                      // may be zero or a diagonal Matrix of the Hessian

protected:

virtual FloatVector* singleSolve(AbsFObjectiveFn* fn, FloatVector* x=0)=0;

public:
F_IterativeNonLS(int maxIterations, double epsilon=1.0e-4)
        {maxIter=maxIterations; eps=epsilon; lineSearch=0; H=0;}
F_IterativeNonLS(int maxIterations, AbsFLineSearch*     lSearch, double epsilon=1.0e-4)
        {maxIter=maxIterations; eps=epsilon; lineSearch=lSearch; H=0;}
virtual ~F_IterativeNonLS(){}   

// f(A) * xnew = xold
virtual FloatVector* solve(AbsFObjectiveFn* fn, FloatVector* x=0)
        {
        converge=false;

        for(int i=0; i<maxIter; i++)
                {
                x=  singleSolve(fn, x);

                if(converge == true)
                        break;
                }
        return x;
        }
};

#endif

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Bernard De Cuyper: Open Project Leader: Concept, design and development. Bernard De Cuyper & Eddy Fraiha 2002, 2003. Bernard De Cuyper 2004. Open and free, for friendly usage only. Modifications on Belgium ground of this piece of artistic work, by governement institutions or companies, must be notified to Bernard De Cuyper.