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#include "R_package.h"
#include "math.h"
void Hess_Sub (int p, double *pdX_i, double *pdMu, double *pdHess, double *pdTempP)
{
int l, k ;
double dNorm = 0 ;
for (l = p - 1; l != -1; l--)
{
double &dCur = pdTempP [l] = pdX_i[l] - pdMu[l] ;
dNorm += dCur * dCur ;
}
dNorm = 1 / sqrt (dNorm) ;
double dNorm3 = pow (dNorm, 3.0) ;
for (l = p - 1; l != -1; l--)
{
pdHess [l * p + l] += dNorm ;
//for (k = p - 1; k != -1; k--)
for (k = l; k != -1; k--)
pdHess [l * p + k] -= pdTempP [l] * pdTempP[k] * dNorm3 ;
}
}
void Hess (int p, int n, double *pdX, double *pdMu, double *pdHess, double *pdTempP1, double *pdTempP2)
{
int i, j ;
for (i = p - 1; i != -1; i--)
for (j = p - 1; j != -1; j--)
pdHess [i + j * p] = 0 ;
for (i = n - 1; i != -1; i--)
{
for (j = p - 1; j != -1; j--)
pdTempP2 [j] = pdX[i + j * n] ;
Hess_Sub (p, pdTempP2, pdMu, pdHess, pdTempP1) ;
}
for (i = p - 1; i != -1; i--)
for (j = i - 1; j != -1; j--)
pdHess [i + j * p] = pdHess [i * p + j] ;
}
void Hess_Sub_R (int *pnPar, double *pdX_i, double *pdMu, double *pdHess)
{
const int &p = pnPar[0] ;
double *pdTempP = new double [p] ;
Hess_Sub (pnPar [0], pdX_i, pdMu, pdHess, pdTempP) ;
// VT::04.12.2017
// Causes an warning in clang++: "'delete' applied to a pointer that was allocated with 'new[]'; did you mean 'delete[]'? [-Wmismatched-new-delete]"
// - replace delete by delete[]
// delete pdTempP ;
delete[] pdTempP ;
}
void Hess_R (int *pnPar, double *pdX, double *pdMu, double *pdHess)
{
double *pdTempP1 = new double [pnPar[0]], *pdTempP2 = new double [pnPar[0]] ;
Hess (pnPar[0], pnPar[1], pdX, pdMu, pdHess, pdTempP1, pdTempP2) ;
// VT::04.12.2017
// - as above
delete[] pdTempP1 ;
delete[] pdTempP2 ;
}
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