From a1823d673d5e9a366dfa6af855f3cb43160a90fb Mon Sep 17 00:00:00 2001
From: Elias Pipping <elias.pipping@fu-berlin.de>
Date: Wed, 7 Sep 2011 16:21:16 +0200
Subject: [PATCH] Use the pseudo directional derivative
In most cases (x != 0) this is a lot faster than normalising the direction and computing the actual directional derivative
---
src/bisection-example-flexible.cc | 13 ++++++++-----
1 file changed, 8 insertions(+), 5 deletions(-)
diff --git a/src/bisection-example-flexible.cc b/src/bisection-example-flexible.cc
index a3d06cdf..75847a33 100644
--- a/src/bisection-example-flexible.cc
+++ b/src/bisection-example-flexible.cc
@@ -63,7 +63,7 @@ class SampleFunctional {
while (true) {
tmp = x;
tmp.axpy(r, descDir);
- if (directionalDerivative(tmp, descDir) >= 0)
+ if (pseudoDirectionalDerivative(tmp, descDir) >= 0)
break;
l = r;
@@ -91,12 +91,13 @@ class SampleFunctional {
middle = descDir;
middle *= m;
- double derivative = directionalDerivative(x + middle, descDir);
+ double pseudoDerivative =
+ pseudoDirectionalDerivative(x + middle, descDir);
- if (derivative < 0) {
+ if (pseudoDerivative < 0) {
l = m;
m = (m + r) / 2;
- } else if (derivative > 0) {
+ } else if (pseudoDerivative > 0) {
r = m;
m = (l + m) / 2;
} else
@@ -131,7 +132,9 @@ class SampleFunctional {
return y;
}
- // |dir|-times the directional derivative wrt dir/|dir|.
+ // |dir|-times the directional derivative wrt dir/|dir|. If only
+ // the sign of the directionalDerivative matters, this saves the
+ // cost of normalising.
double pseudoDirectionalDerivative(const SmallVector x,
const SmallVector dir) const {
if (x == SmallVector(0.0))
--
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