Add classes of linear operators and quadratic functions #85
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Add the classes of symmetric and skew-symmetric linear operators and the class of homogeneous quadratic functions
Add the new operator class "linear operator" which is a general (not necessarly symmetric) operator M with bounded norm. We can either use the classical method gradient(x) to obtain Mx or the new method gradient_transpose(u) to obtain M^T u. Therefore, it needs to distinguish pairs of points {(x,y)} produced by y = M.gradient(x) and pairs {(u,v)} produced by v = M.gradient_transpose(u) thanks to the new attribute "second_list_of_points".
Add two examples of the gradient method applied to minimization of: 1) quadratics functions (using the new class SmoothStronglyConvexQuadraticFunctions) 2) g(Mx) (using the new operators classes LinearOperator, SymmetricLinearOperator, or SkewSymmetricLinearOperator). Future work: It would be great to exploit the operators classes to define a new function class "LinearlyComposedFunction" of the form F(x) = g(Mx).
Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## master #85 +/- ##
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- Coverage 89.72% 88.37% -1.36%
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Files 151 158 +7
Lines 5012 5246 +234
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+ Hits 4497 4636 +139
- Misses 515 610 +95 ☔ View full report in Codecov by Sentry. |
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Add the classes of symmetric and skew-symmetric linear operators and the class of homogeneous quadratic functions