//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
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//
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//
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using System;
using IStation.Numerics.LinearAlgebra;
namespace IStation.Numerics.Optimization.ObjectiveFunctions
{
internal class LazyObjectiveFunction : IObjectiveFunction
{
readonly Func, double> _function;
readonly Func, Vector> _gradient;
readonly Func, Matrix> _hessian;
Vector _point;
bool _hasFunctionValue;
double _functionValue;
bool _hasGradientValue;
Vector _gradientValue;
bool _hasHessianValue;
Matrix _hessianValue;
public LazyObjectiveFunction(Func, double> function, Func, Vector> gradient = null, Func, Matrix> hessian = null)
{
_function = function;
_gradient = gradient;
_hessian = hessian;
IsGradientSupported = gradient != null;
IsHessianSupported = hessian != null;
}
public IObjectiveFunction CreateNew()
{
return new LazyObjectiveFunction(_function, _gradient, _hessian);
}
public IObjectiveFunction Fork()
{
// no need to deep-clone values since they are replaced on evaluation
return new LazyObjectiveFunction(_function, _gradient, _hessian)
{
_point = _point,
_hasFunctionValue = _hasFunctionValue,
_functionValue = _functionValue,
_hasGradientValue = _hasGradientValue,
_gradientValue = _gradientValue,
_hasHessianValue = _hasHessianValue,
_hessianValue = _hessianValue
};
}
public bool IsGradientSupported { get; private set; }
public bool IsHessianSupported { get; private set; }
public void EvaluateAt(Vector point)
{
_point = point;
_hasFunctionValue = false;
_hasGradientValue = false;
_hasHessianValue = false;
// don't keep references unnecessarily
_gradientValue = null;
_hessianValue = null;
}
public Vector Point => _point;
public double Value
{
get
{
if (!_hasFunctionValue)
{
_functionValue = _function(_point);
_hasFunctionValue = true;
}
return _functionValue;
}
}
public Vector Gradient
{
get
{
if (!_hasGradientValue)
{
_gradientValue = _gradient(_point);
_hasGradientValue = true;
}
return _gradientValue;
}
}
public Matrix Hessian
{
get
{
if (!_hasHessianValue)
{
_hessianValue = _hessian(_point);
_hasHessianValue = true;
}
return _hessianValue;
}
}
}
}