    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.optimization.general;
    019
    020    /**
    021     * This interface represents a preconditioner for differentiable scalar
    022     * objective function optimizers.
    023     * @version $Id: Preconditioner.java 1422230 2012-12-15 12:11:13Z erans $
    024     * @deprecated As of 3.1 (to be removed in 4.0).
    025     * @since 2.0
    026     */
    027    @Deprecated
    028    public interface Preconditioner {
    029        /**
    030         * Precondition a search direction.
    031         * <p>
    032         * The returned preconditioned search direction must be computed fast or
    033         * the algorithm performances will drop drastically. A classical approach
    034         * is to compute only the diagonal elements of the hessian and to divide
    035         * the raw search direction by these elements if they are all positive.
    036         * If at least one of them is negative, it is safer to return a clone of
    037         * the raw search direction as if the hessian was the identity matrix. The
    038         * rationale for this simplified choice is that a negative diagonal element
    039         * means the current point is far from the optimum and preconditioning will
    040         * not be efficient anyway in this case.
    041         * </p>
    042         * @param point current point at which the search direction was computed
    043         * @param r raw search direction (i.e. opposite of the gradient)
    044         * @return approximation of H<sup>-1</sup>r where H is the objective function hessian
    045         */
    046        double[] precondition(double[] point, double[] r);
    047    }