/**
* Multiply by Hessian <code> H = F'NF + M </code>
*
* @param x Vector to be multiplied and modified
*/
public void multiplyHessian(Vect x) {
Vect data = _data.clone();
_transform.forwardLinearized(data, x, _referenceModel); // data is Fx
data.multiplyInverseCovariance(); // data is NFx
x.multiplyInverseCovariance(); // x is Mx
_transform.addTranspose(data, x, _referenceModel); // x is (F'NF +M)x
data.dispose();
}
/**
* Run a few tests to ensure that transpose satisfies definition. This is expensive and intended
* only for test code.
*
* @return number of sigficant digits of precision in transpose. Expect 5 or 6. Unacceptable if
* not 3 or more. A value of 3 or 4 probably indicates a subtle error.
*/
public int getTransposePrecision() {
VectConst d = _data; // arbitrary nonzero data
Vect b = this.getB(); // arbitrary nonzero model
double bb = b.dot(b);
checkNaN(bb);
assert !Almost.FLOAT.zero(bb) : "Cannot test with zero-magnitude b";
// Get forward transform of b
Vect Fb = VectUtil.cloneZero(d);
Vect bSave = b.clone();
_transform.forwardLinearized(Fb, b, _referenceModel);
// make sure didn't step on wrong vector
assert VectUtil.areSame(b, bSave) : "model was changed by forward model";
bSave.dispose();
// check that forward zeros output data.
Vect test = d.clone();
_transform.forwardLinearized(test, b, _referenceModel);
assert VectUtil.areSame(test, Fb) : "forwardLinearized should zero data";
test.dispose();
// Get transpose of d
Vect Ad = VectUtil.cloneZero(b);
Vect dSave = d.clone();
_transform.addTranspose(d, Ad, _referenceModel);
double transposeMagnitude = Ad.dot(Ad);
checkNaN(transposeMagnitude);
// make sure didn't step on wrong vector
assert VectUtil.areSame(d, dSave) : "data was changed by transpose";
dSave.dispose();
// ensure that transpose adds to existing model
test = b.clone(); // make initial size comparable to transpose
double scaleTest = 1.1 * Math.sqrt(transposeMagnitude / bb);
VectUtil.scale(test, scaleTest);
_transform.addTranspose(d, test, _referenceModel);
assert !VectUtil.areSame(Ad, test)
: "Transpose should not zero model. "
+ "Magnitude: b="
+ bb
+ "trans="
+ transposeMagnitude
+ " test="
+ test.dot(test);
test.add(1., -1., Ad);
VectUtil.scale(test, 1. / scaleTest);
assert VectUtil.areSame(test, b) : "Transpose did not add to model vector";
test.dispose();
// get dot products that should be equal
double dFb = d.dot(Fb);
double Adb = Ad.dot(b);
assert !Almost.FLOAT.zero(dFb) : "zero magnitude test: dFb is zero";
assert !Almost.FLOAT.zero(Adb) : "zero magnitude test: Adb is zero";
checkNaN(dFb);
checkNaN(Adb);
int significantDigits = 10;
boolean matches = false;
while (!matches && significantDigits > 0) {
Almost almost = new Almost(significantDigits);
matches = almost.equal(dFb, Adb);
if (!matches) {
--significantDigits;
}
}
if (significantDigits < 3) {
LOG.severe("Transpose precision is unacceptable: dFb=" + dFb + " Adb=" + Adb);
}
Ad.dispose();
Fb.dispose();
b.dispose();
return significantDigits;
}