Interface HessianSchurComplement<S extends DMatrix>
- All Superinterfaces:
HessianMath
- All Known Implementing Classes:
HessianSchurComplement_Base, HessianSchurComplement_DDRM, HessianSchurComplement_DSCC
Given the already computed Jacobian (broken up into a left and right side) compute the decomposed approximate Hessian matrix, i.e. [A B, B D]
A=L'*L
B=L'*R
D=R*R
Where L and R are the left and right hand side of the Jacobian, respectively
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Method Summary
Modifier and TypeMethodDescriptionvoidcomputeGradient(S jacLeft, S jacRight, DMatrixRMaj residuals, DMatrixRMaj gradient) Computes the gradient given the Jacobian and the residuals.voidcomputeHessian(S jacLeft, S jacRight) Given the left and right hand side of the Jacobian compute the Hessian.Creates a matrix of the same type that this interface can processMethods inherited from interface HessianMath
divideRowsCols, extractDiagonals, init, initializeSolver, innerVectorHessian, setDiagonals, solve
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Method Details
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computeHessian
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computeGradient
Computes the gradient given the Jacobian and the residuals.- Parameters:
jacLeft- (input) Jacobian left sidejacRight- (input) Jacobian right sideresiduals- (Input) residualsgradient- (Output) gradient
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createMatrix
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