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Diffstat (limited to 'gsl-1.9/min/golden.c')
-rw-r--r-- | gsl-1.9/min/golden.c | 120 |
1 files changed, 120 insertions, 0 deletions
diff --git a/gsl-1.9/min/golden.c b/gsl-1.9/min/golden.c new file mode 100644 index 0000000..49dfddb --- /dev/null +++ b/gsl-1.9/min/golden.c @@ -0,0 +1,120 @@ +/* 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; |