breeze.optimize.proximal

QuadraticMinimizer

object QuadraticMinimizer extends Serializable

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Type Members

  1. case class Cost(H: DenseMatrix[Double], q: DenseVector[Double]) extends DiffFunction[DenseVector[Double]] with Product with Serializable

Value Members

  1. final def !=(arg0: Any): Boolean

    Definition Classes
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  2. final def ##(): Int

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  3. final def ==(arg0: Any): Boolean

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  4. def apply(rank: Int, constraint: Constraint, lambda: Double = 1.0): QuadraticMinimizer

  5. def approximateMaxEigen(H: DenseMatrix[Double]): Double

  6. def approximateMinEigen(H: DenseMatrix[Double]): Double

  7. final def asInstanceOf[T0]: T0

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  8. def clone(): AnyRef

    Attributes
    protected[java.lang]
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    @throws( ... )
  9. def computeObjective(h: DenseMatrix[Double], q: DenseVector[Double], x: DenseVector[Double]): Double

  10. def dgetrs(A: DenseMatrix[Double], pivot: Array[Int], x: DenseVector[Double]): Unit

    Triangular LU solve for finding y such that y := Ax where A is the LU factorization

    Triangular LU solve for finding y such that y := Ax where A is the LU factorization

    A

    vector representation of LU factorization

    pivot

    pivot from LU factorization

    x

    the linear term for the solve which will also host the result

  11. def dpotrs(A: DenseMatrix[Double], x: DenseVector[Double]): Unit

    Triangular Cholesky solve for finding y through backsolves such that y := Ax

    Triangular Cholesky solve for finding y through backsolves such that y := Ax

    A

    vector representation of lower triangular cholesky factorization

    x

    the linear term for the solve which will also host the result

  12. final def eq(arg0: AnyRef): Boolean

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  13. def equals(arg0: Any): Boolean

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  14. def finalize(): Unit

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    protected[java.lang]
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    @throws( classOf[java.lang.Throwable] )
  15. def gemv(alpha: Double, A: DenseMatrix[Double], x: DenseVector[Double], beta: Double, y: DenseVector[Double]): Unit

    y := alpha * A * x + beta * y For DenseMatrix A.

  16. final def getClass(): Class[_]

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  17. def hashCode(): Int

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  18. final def isInstanceOf[T0]: Boolean

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  19. def main(args: Array[String]): Unit

  20. final def ne(arg0: AnyRef): Boolean

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  21. def normColumn(H: DenseMatrix[Double]): Double

  22. final def notify(): Unit

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  23. final def notifyAll(): Unit

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  24. def optimizeWithLBFGS(init: DenseVector[Double], H: DenseMatrix[Double], q: DenseVector[Double]): DenseVector[Double]

  25. final def synchronized[T0](arg0: ⇒ T0): T0

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  26. def toString(): String

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  27. final def wait(): Unit

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    @throws( ... )
  28. final def wait(arg0: Long, arg1: Int): Unit

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  29. final def wait(arg0: Long): Unit

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    @throws( ... )

Inherited from Serializable

Inherited from Serializable

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