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gnn_conjugate_gradient.h

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/***************************************************************************
 *  @file gnn_conjugate_gradient.h
 *  @brief Conjugate Gradient Trainer Header File.
 *
 *  @date   : 07-09-03 12:08, 13-09-03 18:41
 *  @author : Pedro Ortega C. <peortega@dcc.uchile.cl>
 *  Copyright  2003  Pedro Ortega C.
 ****************************************************************************/
/*
 *  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 Library 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., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 */

#ifndef _GNN_CONJUGATE_GRADIENT_H_
#define _GNN_CONJUGATE_GRADIENT_H_



/******************************************/
/* Include Files                          */
/******************************************/

#include "gnn_line_search.h"
#include "gnn_trainer.h"



/******************************************/
/* Typedefs and Definitions               */
/******************************************/

/**
 * @brief Default precision for line search procedures.
 * @ingroup gnn_conjugate_gradient_doc
 *
 * This constant defines the tolerance for the line search procedure used by
 * the conjugate gradients algorithm.
 */
#define GNN_CONJUGATE_GRADIENT_TOL 0.0001

/**
 * @brief Default bracketing step taken by the line search procedures.
 * @ingroup gnn_conjugate_gradient_doc
 *
 * This constant defines the initial step taken by the bracketing algorithm
 * to search the minimum along the line.
 */
#define GNN_CONJUGATE_GRADIENT_STEP 0.1

/**
 * @brief Default restart.
 * @ingroup gnn_conjugate_gradient_doc
 *
 * This constant defines the default number of iterations that the conjugate
 * gradients algorithm takes before restarting the algorithm.
 */
#define GNN_CONJUGATE_GRADIENT_RESTART 100

/**
 * @brief Default line search procedure.
 * @ingroup gnn_conjugate_gradient_doc
 *
 * This is the default line search procedure used by the conjugate gradients
 * algorithm.
 */
#define GNN_CONJUGATE_GRADIENT_ALPHA   gnn_line_search_brent

/**
 * @brief Default \f$\beta\f$.
 * @ingroup gnn_conjugate_gradient_doc
 *
 * This defines the default method used for the \f$\beta\f$ parameter in the
 * conjugate gradients method.
 */
#define GNN_CONJUGATE_GRADIENT_BETA    gnn_conjugate_gradient_polak_ribiere

/**
 * @brief Type for \f$\beta\f$ evaluation procedures.
 * @ingroup gnn_conjugate_gradient_doc
 *
 * This type defines the form of the procedures for computing the \f$\beta\f$
 * coefficient used by the conjugate gradients method.
 */
typedef double (*gnn_conjugate_gradient_beta) (gnn_trainer *trainer);

/**
 * @brief Conjugate gradients trainer structure.
 * @ingroup gnn_conjugate_gradient_doc
 *
 * This type extends the basic \ref gnn_trainer structure for the conjugate
 * gradients trainer.
 */
typedef struct _gnn_conjugate_gradient gnn_conjugate_gradient;

struct _gnn_conjugate_gradient
{
    gnn_trainer trainer;
    gsl_vector *gnew;   /**< new gradient vector   */
    gsl_vector *gold;   /**< old gradient vector   */
    gsl_vector *buf;    /**< buffer for operations */
    
    gnn_line   *line;   /**< line search buffers   */
    
    gnn_conjugate_gradient_beta beta;  /**< \f$beta\f$ function       */
    gnn_line_search_type alpha;        /**< line search procedure     */
    
    double step;  /**< Initial step taken to bracket search interval  */
    double tol;   /**< Required precision for line search procedure   */

    size_t iteration;   /**< Number of the current iteration          */
    size_t restart;     /**< Number of iterations required to restart */
};



/******************************************/
/* Public Interface                       */
/******************************************/

gnn_trainer *
gnn_conjugate_gradient_new (gnn_node *node,
                            gnn_criterion *crit,
                            gnn_dataset *data);

double
gnn_conjugate_gradient_polak_ribiere (gnn_trainer *trainer);

double
gnn_conjugate_gradient_hestenes_stiefel (gnn_trainer *trainer);

double
gnn_conjugate_gradient_fletcher_reeves (gnn_trainer *trainer);



int
gnn_conjugate_gradient_set_tol (gnn_trainer *trainer, double tol);

double
gnn_conjugate_gradient_get_tol (gnn_trainer *trainer);

int
gnn_conjugate_gradient_set_step (gnn_trainer *trainer, double step);

double
gnn_conjugate_gradient_get_step (gnn_trainer *trainer);

int
gnn_conjugate_gradient_set_restart (gnn_trainer *trainer, size_t restart);

size_t
gnn_conjugate_gradient_get_restart (gnn_trainer *trainer);

int
gnn_conjugate_gradient_set_line_search (gnn_trainer *trainer,
                                        gnn_line_search_type lsearch);

gnn_line_search_type
gnn_conjugate_gradient_get_alpha (gnn_trainer *trainer);

int
gnn_conjugate_gradient_set_beta (gnn_trainer *trainer,
                                 gnn_conjugate_gradient_beta beta);

gnn_conjugate_gradient_beta
gnn_conjugate_gradient_get_beta (gnn_trainer *trainer);


#endif /* _GNN_CONJUGATE_GRADIENT_H_ */

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