23 lines
572 B
Matlab
23 lines
572 B
Matlab
% Discussed with: Gianmarco De Vita (MATLAB solver for determining \tau)
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function pk = dogleg(B, g, deltak)
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pnewton = - (B \ g);
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if norm(pnewton, 2) <= deltak
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pk = pnewton;
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else
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pu = - dot(g, g) / (g' * B * g) * g;
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if norm(pu, 2) > deltak
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pk = cauchy(B, g, deltak);
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else
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syms taux
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eqn = norm(pu + taux * (pnewton - pu))^2 == deltak^2;
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tau = solve(eqn, taux);
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tau = double(max(tau));
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pk = pu + tau * (pnewton - pu);
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end
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end
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end
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