using System; using MathNet.Numerics.LinearAlgebra; namespace MathNet.Numerics.Optimization.ObjectiveFunctions { internal class GradientHessianObjectiveFunction : IObjectiveFunction { readonly Func, Tuple, Matrix>> _function; public GradientHessianObjectiveFunction(Func, Tuple, Matrix>> function) { _function = function; } public IObjectiveFunction CreateNew() { return new GradientHessianObjectiveFunction(_function); } public IObjectiveFunction Fork() { // no need to deep-clone values since they are replaced on evaluation return new GradientHessianObjectiveFunction(_function) { Point = Point, Value = Value, Gradient = Gradient, Hessian = Hessian }; } public bool IsGradientSupported { get { return true; } } public bool IsHessianSupported { get { return true; } } public void EvaluateAt(Vector point) { Point = point; var result = _function(point); Value = result.Item1; Gradient = result.Item2; Hessian = result.Item3; } public Vector Point { get; private set; } public double Value { get; private set; } public Vector Gradient { get; private set; } public Matrix Hessian { get; private set; } } }