gam_solve/
objective_base.rs

1use ndarray::Array2;
2use std::sync::Arc;
3
4use crate::rho_optimizer::RhoBlockAdditiveHessian;
5use gam_problem::OuterStrategyError;
6
7pub use gam_problem::HessianValue;
8
9pub fn add_rho_block_dense_to_hessian(
10    hessian: &mut HessianValue,
11    rho_block: &Array2<f64>,
12) -> Result<(), String> {
13    if rho_block.nrows() != rho_block.ncols() {
14        return Err(OuterStrategyError::RhoBlockShape {
15            reason: format!(
16                "rho-block Hessian update must be square, got {}x{}",
17                rho_block.nrows(),
18                rho_block.ncols()
19            ),
20        }
21        .into());
22    }
23    match hessian {
24        HessianValue::Dense(h) => {
25            if rho_block.nrows() > h.nrows() || rho_block.ncols() > h.ncols() {
26                return Err(OuterStrategyError::RhoBlockShape {
27                    reason: format!(
28                        "rho-block Hessian update shape mismatch: got {}x{}, outer Hessian is {}x{}",
29                        rho_block.nrows(),
30                        rho_block.ncols(),
31                        h.nrows(),
32                        h.ncols()
33                    ),
34                }
35                .into());
36            }
37            let k = rho_block.nrows();
38            let mut sl = h.slice_mut(ndarray::s![..k, ..k]);
39            sl += rho_block;
40            Ok(())
41        }
42        HessianValue::Operator(op) => {
43            let base = Arc::clone(op);
44            let dim = base.dim();
45            if rho_block.nrows() > dim {
46                return Err(OuterStrategyError::RhoBlockShape {
47                    reason: format!(
48                        "rho-block Hessian update dimension mismatch: got {}x{}, operator dim is {}",
49                        rho_block.nrows(),
50                        rho_block.ncols(),
51                        dim
52                    ),
53                }
54                .into());
55            }
56            *hessian = HessianValue::Operator(Arc::new(RhoBlockAdditiveHessian {
57                base,
58                rho_block: rho_block.clone(),
59                dim,
60            }));
61            Ok(())
62        }
63        HessianValue::Unavailable => Ok(()),
64    }
65}
gam_solve/objective_base.rs

gam_solve/
objective_base.rs
