private void computeDir(double[] dir, double[] fg) throws SQNMinimizer.SurpriseConvergence {
System.arraycopy(fg, 0, dir, 0, fg.length);
int mmm = sList.size();
double[] as = new double[mmm];
double[] factors = new double[dir.length];
for (int i = mmm - 1; i >= 0; i--) {
as[i] = roList.get(i) * ArrayMath.innerProduct(sList.get(i), dir);
plusAndConstMult(dir, yList.get(i), -as[i], dir);
}
// multiply by hessian approximation
if (mmm != 0) {
double[] y = yList.get(mmm - 1);
double yDotY = ArrayMath.innerProduct(y, y);
if (yDotY == 0) {
throw new SQNMinimizer.SurpriseConvergence("Y is 0!!");
}
double gamma = ArrayMath.innerProduct(sList.get(mmm - 1), y) / yDotY;
ArrayMath.multiplyInPlace(dir, gamma);
} else if (mmm == 0) {
// This is a safety feature preventing too large of an initial step (see Yu Schraudolph
// Gunter)
ArrayMath.multiplyInPlace(dir, epsilon);
}
for (int i = 0; i < mmm; i++) {
double b = roList.get(i) * ArrayMath.innerProduct(yList.get(i), dir);
plusAndConstMult(dir, sList.get(i), cPosDef * as[i] - b, dir);
plusAndConstMult(ArrayMath.pairwiseMultiply(yList.get(i), sList.get(i)), factors, 1, factors);
}
ArrayMath.multiplyInPlace(dir, -1);
}
