| /* min/golden.c |
| * |
| * Copyright (C) 1996, 1997, 1998, 1999, 2000 Brian Gough |
| * |
| * This program is free software; you can redistribute it and/or modify |
| * it under the terms of the GNU General Public License as published by |
| * the Free Software Foundation; either version 2 of the License, or (at |
| * your option) any later version. |
| * |
| * This program is distributed in the hope that it will be useful, but |
| * WITHOUT ANY WARRANTY; without even the implied warranty of |
| * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
| * General Public License for more details. |
| * |
| * You should have received a copy of the GNU General Public License |
| * along with this program; if not, write to the Free Software |
| * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. |
| */ |
| |
| |
| /* goldensection.c -- goldensection minimum finding algorithm */ |
| |
| #include <config.h> |
| |
| #include <stddef.h> |
| #include <stdlib.h> |
| #include <stdio.h> |
| #include <math.h> |
| #include <float.h> |
| |
| #include <gsl/gsl_math.h> |
| #include <gsl/gsl_errno.h> |
| #include <gsl/gsl_min.h> |
| |
| #include "min.h" |
| |
| typedef struct |
| { |
| double dummy; |
| } |
| goldensection_state_t; |
| |
| static int goldensection_init (void * vstate, gsl_function * f, double x_minimum, double f_minimum, double x_lower, double f_lower, double x_upper, double f_upper); |
| static int goldensection_iterate (void * vstate, gsl_function * f, double * x_minimum, double * f_minimum, double * x_lower, double * f_lower, double * x_upper, double * f_upper); |
| |
| static int |
| goldensection_init (void * vstate, gsl_function * f, double x_minimum, double f_minimum, double x_lower, double f_lower, double x_upper, double f_upper) |
| { |
| goldensection_state_t * state = (goldensection_state_t *) vstate; |
| |
| /* no initialization required, prevent warnings about unused variables */ |
| |
| state = 0; |
| f = 0; |
| x_minimum = 0; |
| f_minimum = 0; |
| x_lower = 0; |
| f_lower = 0; |
| x_upper = 0; |
| f_upper = 0; |
| |
| return GSL_SUCCESS; |
| } |
| |
| static int |
| goldensection_iterate (void * vstate, gsl_function * f, double * x_minimum, double * f_minimum, double * x_lower, double * f_lower, double * x_upper, double * f_upper) |
| { |
| goldensection_state_t * state = (goldensection_state_t *) vstate; |
| |
| const double x_center = *x_minimum ; |
| const double x_left = *x_lower ; |
| const double x_right = *x_upper ; |
| |
| const double f_min = *f_minimum; |
| |
| const double golden = 0.3819660; /* golden = (3 - sqrt(5))/2 */ |
| |
| const double w_lower = (x_center - x_left); |
| const double w_upper = (x_right - x_center); |
| |
| double x_new, f_new; |
| |
| state = 0 ; /* avoid warning about unused parameters */ |
| |
| x_new = x_center + golden * ((w_upper > w_lower) ? w_upper : -w_lower) ; |
| |
| SAFE_FUNC_CALL (f, x_new, &f_new); |
| |
| if (f_new < f_min) |
| { |
| *x_minimum = x_new ; |
| *f_minimum = f_new ; |
| return GSL_SUCCESS; |
| } |
| else if (x_new < x_center && f_new > f_min) |
| { |
| *x_lower = x_new ; |
| *f_lower = f_new ; |
| return GSL_SUCCESS; |
| } |
| else if (x_new > x_center && f_new > f_min) |
| { |
| *x_upper = x_new ; |
| *f_upper = f_new ; |
| return GSL_SUCCESS; |
| } |
| else |
| { |
| return GSL_FAILURE; |
| } |
| } |
| |
| |
| static const gsl_min_fminimizer_type goldensection_type = |
| {"goldensection", /* name */ |
| sizeof (goldensection_state_t), |
| &goldensection_init, |
| &goldensection_iterate}; |
| |
| const gsl_min_fminimizer_type * gsl_min_fminimizer_goldensection = &goldensection_type; |