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Imports Mapack
Namespace MathEx.AccelMethods
Public Class GDEM
Public Shared Function Promote(ByVal currX As Double(), ByVal dXvec As ArrayList, ByVal nu As Integer) As Double()
If nu = 0 Then Return currX
Dim n As Integer = currX.Length - 1
Dim m As Integer = dXvec.Count - 1
Dim newX(n) As Double
Dim mu0 As Mapack.Matrix = New Mapack.Matrix(nu - 1, 1)
Dim mu As Mapack.Matrix = New Mapack.Matrix(nu, 1)
Dim W As Mapack.Matrix = New Mapack.Matrix(n + 1, n + 1)
Dim prod As Mapack.Matrix = New Mapack.Matrix(n + 1, n + 1)
Dim m1 As Mapack.Matrix = New Mapack.Matrix(n + 1, 1)
Dim m2 As Mapack.Matrix = New Mapack.Matrix(1, n + 1)
Dim b As Mapack.Matrix = New Mapack.Matrix(nu - 1, nu - 1)
Dim b1 As Mapack.Matrix = New Mapack.Matrix(nu - 1, 1)
Dim i, j, k As Integer
Dim value, currvalue As Double
i = 0
Do
j = 0
Do
If i <> j Then
W(i, j) = 0
Else
value = 0.0001
currvalue = dXvec(m)(i, 0)
If value < 1 / currvalue ^ 2 Then
W(i, j) = value
Else
W(i, j) = 1 / currvalue ^ 2
End If
End If
j = j + 1
Loop Until j = n + 1
i = i + 1
Loop Until i = n + 1
If nu > 1 Then
j = 1
Do
m1 = dXvec(m - j)
k = 1
Do
m2 = dXvec(m - k)
b(j - 1, k - 1) = (m1.Transpose.Multiply(W).Multiply(m2)).FrobeniusNorm ^ 2
k = k + 1
Loop Until k = nu
j = j + 1
Loop Until j = nu
j = 0
Do
m1 = dXvec(m - j)
m2 = dXvec(m - 1)
b1(j, 0) = (m1.Transpose.Multiply(W).Multiply(m2)).FrobeniusNorm ^ 2
j = j + 1
Loop Until j = nu - 1
'Console.WriteLine(b.ToString)
'Console.ReadKey()
If b.Determinant = 0 Then Return currX Else mu0 = b.Solve(b1)
i = 0
Do
mu(i + 1, 0) = mu0(i, 0)
i = i + 1
Loop Until i = nu - 1
mu(0, 0) = 1
Dim sum1 As Double = 0
i = 0
Do
sum1 += mu(i, 0)
i = i + 1
Loop Until i = nu
Dim sum2 As Double = 0, sum3 As Double = 0
k = 0
Do
sum3 = 0
i = 0
Do
sum2 = 0
j = i + 1
Do
sum2 += mu(j, 0)
j = j + 1
Loop Until j = nu
sum3 += dXvec(m - i)(k, 0) * sum2
i = i + 1
Loop Until i = nu - 1
newX(k) = currX(k) - sum3 / sum1
k = k + 1
Loop Until k = n + 1
Return newX
Else
m1 = dXvec(m)
m2 = dXvec(m - 1)
mu(0, 0) = -(m1.Transpose.Multiply(W).Multiply(m2)).FrobeniusNorm ^ 2
m1 = dXvec(m - 1)
m2 = dXvec(m - 1)
mu(0, 0) = mu(0, 0) / (m1.Transpose.Multiply(W).Multiply(m2)).FrobeniusNorm ^ 2
k = 0
Do
newX(k) = currX(k) + dXvec(m)(k, 0) / (1 + mu(0, 0))
k = k + 1
Loop Until k = n + 1
Return newX
End If
End Function
End Class
End Namespace
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