//
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using System;
using IStation.Numerics.LinearAlgebra;
namespace IStation.Numerics.Optimization.ObjectiveFunctions
{
internal class GradientHessianObjectiveFunction : IObjectiveFunction
{
readonly Func, Tuple, Matrix>> _function;
public GradientHessianObjectiveFunction(Func, Tuple, Matrix>> function)
{
_function = function;
}
public IObjectiveFunction CreateNew()
{
return new GradientHessianObjectiveFunction(_function);
}
public IObjectiveFunction Fork()
{
// no need to deep-clone values since they are replaced on evaluation
return new GradientHessianObjectiveFunction(_function)
{
Point = Point,
Value = Value,
Gradient = Gradient,
Hessian = Hessian
};
}
public bool IsGradientSupported => true;
public bool IsHessianSupported => true;
public void EvaluateAt(Vector point)
{
Point = point;
var result = _function(point);
Value = result.Item1;
Gradient = result.Item2;
Hessian = result.Item3;
}
public Vector Point { get; private set; }
public double Value { get; private set; }
public Vector Gradient { get; private set; }
public Matrix Hessian { get; private set; }
}
}