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+/* 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;