module Numeric.MaxEnt.ConjugateGradient where
import Numeric.Optimization.Algorithms.HagerZhang05
import qualified Data.Vector.Unboxed as U
import qualified Data.Vector.Storable as S
import Numeric.AD
import GHC.IO (unsafePerformIO)
import Data.Traversable
import Numeric.AD.Types
import Numeric.AD.Internal.Classes
import Data.List (transpose)
dot :: Num a => [a] -> [a] -> a
dot x y = sum . zipWith (*) x $ y
sumMap :: Num b => (a -> b) -> [a] -> b
sumMap f = sum . map f
sumWith :: Num c => (a -> b -> c) -> [a] -> [b] -> c
sumWith f xs = sum . zipWith f xs
minimize :: Double
-> Int
-> (forall s. Mode s => [AD s Double] -> AD s Double)
-> Either (Result, Statistics) (S.Vector Double)
minimize tolerance count obj = result where
guess = U.fromList $ replicate
count ((1.0 :: Double) / (fromIntegral count))
result = case unsafePerformIO $
optimize
(defaultParameters { printFinal = False })
tolerance
guess
(VFunction (lowerFU obj . U.toList))
(VGradient (U.fromList . grad obj . U.toList))
Nothing of
(vs, ToleranceStatisfied, _) -> Right vs
(_, x, y) -> Left (x, y)