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minfc.hh
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1 #ifndef __RMINFC
2 #define __RMINFC
3 // **********************************************************************
4 //
5 // source:
6 //
7 // type: source code
8 //
9 // created: 26.07.2001
10 //
11 // author: Thorsten Glebe
12 // HERA-B Collaboration
13 // Max-Planck-Institut fuer Kernphysik
14 // Saupfercheckweg 1
15 // 69117 Heidelberg
16 // Germany
17 // E-mail: T.Glebe@mpi-hd.mpg.de
18 //
19 // Description: Function which finds the minimum of a function with one
20 // variable. The "golden section search" is applied. The method
21 // uses a fixed number of function evaluations.
22 //
23 // changes:
24 // 26 Jul 2001 (TG) creation from CERNLIB minfc.F file (f2c + handoptimization)
25 //
26 // **********************************************************************
27 //#include <cmath>
28 #include "Functions.hh"
29 
43 template <class T, class P>
44 bool Rminfc( T (*f)(P), P a, P b, double eps, double delta, P& x, P& y) {
45 
46  // Local variables
47  static P c, d, h;
48  static int n;
49  static P v, w, fv, fw;
50  bool lge = true, llt = true;
51 
52 
53  n = -1;
54  if (a != b) {
55  n = round(log(fabs(a - b) / eps) * 2.08);
56  }
57  c = a;
58  d = b;
59  if (a > b) {
60  c = b;
61  d = a;
62  }
63 
64  do {
65  h = d - c;
66  if (llt == true) {
67  v = c + h * 0.3819660112501051;
68  fv = (*f)(v);
69  }
70  if (lge == true) {
71  w = c + h * 0.6180339887498949;
72  fw = (*f)(w);
73  }
74  if (fv < fw) {
75  llt = true;
76  lge = false;
77  d = w;
78  w = v;
79  fw = fv;
80  } else {
81  llt = false;
82  lge = true;
83  c = v;
84  v = w;
85  fv = fw;
86  }
87  --n;
88  } while (n >= 0);
89 
90  x = (c + d) * .5;
91  y = (*f)(x);
92  return (fabs(x - a) > delta) && (fabs(x - b) > delta);
93 } // Rminfc
94 
95 
111 template <class C, class T, class P>
112 bool RminfcM(const C& part, T (C::*f)(P) const, P a, P b, double eps, double delta, P& x, P& y) {
113 
114  // Local variables
115  static P c, d, h;
116  static int n;
117  static P v, w, fv, fw;
118  bool lge = true, llt = true;
119 
120 
121  n = -1;
122  if (a != b) {
123  n = round(log(fabs(a - b) / eps) * 2.08);
124  }
125  c = a;
126  d = b;
127  if (a > b) {
128  c = b;
129  d = a;
130  }
131 
132  do {
133  h = d - c;
134  if (llt == true) {
135  v = c + h * 0.3819660112501051;
136  fv = (part.*f)(v);
137  }
138  if (lge == true) {
139  w = c + h * 0.6180339887498949;
140  fw = (part.*f)(w);
141  }
142  if (fv < fw) {
143  llt = true;
144  lge = false;
145  d = w;
146  w = v;
147  fw = fv;
148  } else {
149  llt = false;
150  lge = true;
151  c = v;
152  v = w;
153  fv = fw;
154  }
155  --n;
156  } while (n >= 0);
157 
158  x = (c + d) * .5;
159  y = (part.*f)(x);
160  return (fabs(x - a) > delta) && (fabs(x - b) > delta);
161 } // Rminfc
162 
163 #endif
round
int round(const T &x)
Definition: Functions.hh:83
d
void d()
Definition: RecDispEX.C:381
f
FILE * f
Definition: RecDispMC.C:150
log
FILE * log
fabs
Expr< UnaryOp< Fabs< T >, Expr< A, T, D >, T >, T, D > fabs(const Expr< A, T, D > &rhs)
Definition: UnaryOperators.hh:96
a
void a()
Definition: check_aligned.C:59
P
struct @7 P
Rminfc
bool Rminfc(T(*f)(P), P a, P b, double eps, double delta, P &x, P &y)
Definition: minfc.hh:44
RminfcM
bool RminfcM(const C &part, T(C::*f)(P) const, P a, P b, double eps, double delta, P &x, P &y)
Definition: minfc.hh:112
w
void w(int rid=2, int nviews=2)
Definition: test.C:27