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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;
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