/*
* Copyright 2011-2013 JOptimizer
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.joptimizer.functions;
import cern.colt.matrix.linalg.CholeskyDecomposition;
/**
* 1/2 * x.P.x + q.x + r,
* P positive definite and symmetric.
*
* @author alberto trivellato (alberto.trivellato@gmail.com)
*/
public abstract class SymmPDQuadraticMultivariateRealFunction extends PDQuadraticMultivariateRealFunction implements StrictlyConvexMultivariateRealFunction {
public SymmPDQuadraticMultivariateRealFunction(double[][] PMatrix, double[] qVector, double r) {
this(PMatrix, qVector, r, true);
}
public SymmPDQuadraticMultivariateRealFunction(double[][] PMatrix, double[] qVector, double r, boolean checkSPD) {
super(PMatrix, qVector, r, false);
if(checkSPD){
try{
CholeskyDecomposition cDecomp = new CholeskyDecomposition(P);
if(!cDecomp.isSymmetricPositiveDefinite()){
throw new Exception();
}
}catch(Exception e){
throw new IllegalArgumentException("P not symmetric positive definite");
}
}
}
}
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