예제 #1
0
파일: main.go 프로젝트: rpalmaotero/numopt
func NumericalHessian(f func(linalg.VectorStructure) float64, x linalg.VectorStructure) linalg.MatrixStructure {
	hessianValues := make([][]float64, 0)
	for i, iValue := range x {
		rowValues := make([]float64, 0)
		tempRowVector := x.Remove(i)
		var value float64
		for j, jValue := range x {
			tempRowPlusEpsilon := tempRowVector.Insert(i, iValue+GRADIENT_EPSILON)
			tempRowMinusEpsilon := tempRowVector.Insert(i, iValue-GRADIENT_EPSILON)
			if i == j {
				value = (f(tempRowPlusEpsilon) - 2*f(x) + f(tempRowMinusEpsilon)) / (math.Pow(GRADIENT_EPSILON, 2))
				// fmt.Println(tempRowPlusEpsilon, tempRowMinusEpsilon, value)
			} else {
				tempPlus := tempRowPlusEpsilon.Remove(j)
				tempMinus := tempRowMinusEpsilon.Remove(j)
				tempPlusPlus := tempPlus.Insert(j, jValue+GRADIENT_EPSILON)
				tempPlusMinus := tempPlus.Insert(j, jValue-GRADIENT_EPSILON)
				tempMinusPlus := tempMinus.Insert(j, jValue+GRADIENT_EPSILON)
				tempMinusMinus := tempMinus.Insert(j, jValue-GRADIENT_EPSILON)
				value = (f(tempPlusPlus) - f(tempPlusMinus) - f(tempMinusPlus) + f(tempMinusMinus)) / (4 * math.Pow(GRADIENT_EPSILON, 2))
			}
			rowValues = append(rowValues, value)
		}
		hessianValues = append(hessianValues, rowValues)
	}
	return linalg.NewMatrix(hessianValues)

}
예제 #2
0
파일: main.go 프로젝트: rpalmaotero/numopt
// TODO: A lot to optimize in this method.
func NumericalGradient(f func(linalg.VectorStructure) float64, x linalg.VectorStructure) linalg.VectorStructure {
	gradientValues := make([]float64, 0)
	for i, value := range x {
		tempEpsilon := x.Remove(i)
		plusEpsilon := tempEpsilon.Insert(i, value+GRADIENT_EPSILON)
		minusEpsilon := tempEpsilon.Insert(i, value-GRADIENT_EPSILON)
		gradientValues = append(gradientValues, (f(plusEpsilon)-f(minusEpsilon))/(2*GRADIENT_EPSILON))
	}
	return linalg.NewVector(gradientValues)
}