AbstractLinAlgPack_BFGS_helpers.cpp

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#include <math.h>
#include <limits>
#include <ostream>

#include "AbstractLinAlgPack_BFGS_helpers.hpp"
#include "AbstractLinAlgPack_Vector.hpp"
#include "AbstractLinAlgPack_VectorStdOps.hpp"

bool AbstractLinAlgPack::BFGS_sTy_suff_p_d(
  const Vector    &s
  ,const Vector   &y
  ,const value_type     *sTy_in
  ,std::ostream         *out
  ,const char           func_name[]
  )
{
  const value_type
    sTy          = sTy_in ? *sTy_in : AbstractLinAlgPack::dot(s,y),
    nrm_s        = s.norm_2(),
    nrm_y        = y.norm_2(),
    sqrt_macheps = ::sqrt(std::numeric_limits<value_type>::epsilon()),
    min_sTy      = sqrt_macheps * nrm_s * nrm_y;
  // Skip update if: s'*y < sqrt(macheps)*||s||2*||y||2 (Dennis and Schnabel, A9.4.2)
  const bool
    sufficiently_p_d = sTy > min_sTy;
  if( !sufficiently_p_d && out ) {
    if(func_name)
      *out << func_name << " : ";
    *out
      << "Error, s'*y = " << sTy << " < sqrt(mach_eps) * ||s||2 * ||y||2 = "
      << sqrt_macheps << " * " << nrm_s << " * " << nrm_y << " = " << min_sTy
      << "\nTherefore the BFGS update is illdefined!\n";
  }
  return sufficiently_p_d;
}