QuasiNewton.h

#ifndef QUASI_NEWTON_H
#define QUASI_NEWTON_H

#include "LDL.h"

namespace Math {

struct QNHessianUpdater
{
  QNHessianUpdater();
  void SetHessian(const Matrix& H) { ldl.set(H); }
  void GetHessian(Matrix& H) const { ldl.getA(H); }
  void BackSub(const Vector& b,Vector& x) const { ldl.backSub(b,x); }
  bool IsValidUpdate(const Vector& s,const Vector& q) { return (s.dot(q)>0); }
  bool UpdateBFGS(const Vector& s,const Vector& q);
  bool UpdateDFS(const Vector& s,const Vector& q);
  bool IsPositiveDefinite(Real tol=0) const;
  void MakePositiveDefinite(Real resetValue=1);

  LDLDecomposition<Real> ldl;
  int verbose;
  Real tolerance;

  //temporary
  Vector temp,Hs,upd;
  Matrix tempLDL;
};


} //namespace Math

#endif