C# Class SharpMath.BFGS

Helper fitting class implementing BFGS optimization http://en.wikipedia.org/wiki/BFGS_method Implementation stolen from http://code.google.com/p/vladium/source/browse/#svn%2Ftrunk%2Foptlib%2Fsrc%2Fcom%2Fvladium%2Futil%2Foptimize

Mostrar archivo Open project: Patapom/GodComplex Class Usage Examples

Public Methods

Method	Description
Minimize ( Model _model ) : void	Performs minimization

Private Methods

Method	Description
EvalGradient ( double _Params, double _Gradient ) : void
InitMatrix ( int _Rows, int _Columns ) : ].double[
InitVector ( int _Length ) : double[]
LinearSearch ( double _FunctionMinimum, double _Gradient, double x, double _Direction, double _xout ) : double

Method Details

Minimize() public method

Performs minimization

public Minimize ( Model _model ) : void
_model	Model
return	void