    001    /*
    002     * Licensed to the Apache Software Foundation (ASF) under one or more
    003     * contributor license agreements.  See the NOTICE file distributed with
    004     * this work for additional information regarding copyright ownership.
    005     * The ASF licenses this file to You under the Apache License, Version 2.0
    006     * (the "License"); you may not use this file except in compliance with
    007     * the License.  You may obtain a copy of the License at
    008     *
    009     *      http://www.apache.org/licenses/LICENSE-2.0
    010     *
    011     * Unless required by applicable law or agreed to in writing, software
    012     * distributed under the License is distributed on an "AS IS" BASIS,
    013     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    014     * See the License for the specific language governing permissions and
    015     * limitations under the License.
    016     */
    017
    018    package org.apache.commons.math3.optim.nonlinear.scalar.gradient;
    019
    020    /**
    021     * This interface represents a preconditioner for differentiable scalar
    022     * objective function optimizers.
    023     * @version $Id: Preconditioner.java 1416643 2012-12-03 19:37:14Z tn $
    024     * @since 2.0
    025     */
    026    public interface Preconditioner {
    027        /**
    028         * Precondition a search direction.
    029         * <p>
    030         * The returned preconditioned search direction must be computed fast or
    031         * the algorithm performances will drop drastically. A classical approach
    032         * is to compute only the diagonal elements of the hessian and to divide
    033         * the raw search direction by these elements if they are all positive.
    034         * If at least one of them is negative, it is safer to return a clone of
    035         * the raw search direction as if the hessian was the identity matrix. The
    036         * rationale for this simplified choice is that a negative diagonal element
    037         * means the current point is far from the optimum and preconditioning will
    038         * not be efficient anyway in this case.
    039         * </p>
    040         * @param point current point at which the search direction was computed
    041         * @param r raw search direction (i.e. opposite of the gradient)
    042         * @return approximation of H<sup>-1</sup>r where H is the objective function hessian
    043         */
    044        double[] precondition(double[] point, double[] r);
    045    }