---

gnn_hessian.h

Go to the documentation of this file.

/***************************************************************************
 *  @file gnn_hessian.h
 *  @brief Hessian Matrix Evaluation Routines Header File.
 *
 *  @date   : 19-09-03 15:37
 *  @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_HESSIAN_H_
#define _GNN_HESSIAN_H_



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

#include "gnn_node.h"
#include "gnn_dataset.h"
#include "gnn_criterion.h"



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

int
gnn_hessian_vector_mult (gnn_line *line,
                    const gsl_vector *v, gsl_vector *vH, double eps);

int
gnn_hessian_diagonal (gnn_line *line, gsl_vector *H, double eps);

int
gnn_hessian_levenberg_marquadt_init (gnn_grad *grad, gsl_matrix *H);

int
gnn_hessian_levenberg_marquadt (gnn_grad *grad, gsl_matrix *H, size_t k);

int
gnn_hessian_inverse_init (gnn_grad *grad, gsl_matrix *H, double alpha);

int
gnn_hessian_inverse (gnn_grad *grad, gsl_matrix *H, size_t k);

int
gnn_hessian_finite_differences (gnn_line *line, gsl_matrix *H, double eps);

                                
#endif /* _GNN_HESSIAN_H_ */

---