One-dimensional minimization using Brent's method (GSL) More...
#include <min_brent_gsl.h>
Public Member Functions | |
int | set (func_t &func, double xmin, double lower, double upper) |
Set the function and the initial bracketing interval. | |
int | set_with_values (func_t &func, double xmin, double fmin, double lower, double fl, double upper, double fu) |
Set the function, the initial bracketing interval, and the corresponding function values. | |
int | iterate () |
Perform an iteration. More... | |
virtual int | min_bkt (double &x2, double x1, double x3, double &fmin, func_t &func) |
Calculate the minimum fmin of func with x2 bracketed between x1 and x3 . More... | |
virtual const char * | type () |
Return string denoting type ("min_brent_gsl") | |
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virtual int | min (double &x, double &fmin, func_t &func) |
Calculate the minimum min of func w.r.t 'x'. More... | |
virtual int | min_de (double &x, double &fmin, func_t &func, func_t &df) |
Calculate the minimum min of func with derivative dfunc w.r.t 'x'. More... | |
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virtual int | print_iter (double x, double y, int iter, double value=0.0, double limit=0.0, std::string comment="") |
Print out iteration information. More... | |
virtual int | bracket (double &ax, double &bx, double &cx, double &fa, double &fb, double &fc, func_t &func) |
Given interval (ax,bx) , attempt to bracket a minimum for function func . More... | |
Public Attributes | |
double | x_minimum |
Location of minimum. | |
double | x_lower |
Lower bound. | |
double | x_upper |
Upper bound. | |
double | f_minimum |
Minimum value. | |
double | f_lower |
Value at lower bound. | |
double | f_upper |
Value at upper bound. | |
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int | bracket_iter |
The number of iterations for automatically bracketing a minimum (default 20) | |
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int | verbose |
Output control. | |
int | ntrial |
Maximum number of iterations. | |
double | tol_rel |
The tolerance for the minimum function value. | |
double | tol_abs |
The tolerance for the location of the minimum. | |
int | last_ntrial |
The number of iterations used in the most recent minimization. | |
int | bracket_iter |
The number of iterations for automatically bracketing a minimum (default 20) | |
bool | err_nonconv |
If true, call the error handler if the routine does not "converge". | |
Protected Member Functions | |
int | compute_f_values (func_t &func, double xminimum, double *fminimum, double xlower, double *flower, double xupper, double *fupper) |
Compute the function values at the various points. | |
Protected Attributes | |
func_t * | uf |
The function. | |
Temporary storage | |
double | d |
double | e |
double | v |
double | w |
double | f_v |
double | f_w |
The minimization in the function min_bkt() is complete when the bracketed interval is smaller than , where
.
Note that this algorithm requires that the initial guess already brackets the minimum, i.e. ,
and
. This is different from min_cern, where the initial value of the first parameter to min_cern::min_bkt() is ignored.
The set functions throw an error if the initial bracket is not correctly specified. The function iterate() never calls the error handler. The function min_bkt() calls the error handler if the tolerances are negative or if the number of iterations is insufficient to give the specified tolerance.
Setting min_base::err_nonconv to false will force min_bkt() not to call the error handler when the number of iterations is insufficient.
Note that if there are more than 1 local minima in the specified interval, there is no guarantee that this method will find the global minimum.
See also root_brent_gsl for a similar algorithm applied as a solver rather than a minimizer.
Definition at line 95 of file min_brent_gsl.h.
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inline |
Definition at line 206 of file min_brent_gsl.h.
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inlinevirtual |
Note that this algorithm requires that the initial guess already brackets the minimum, i.e. ,
and
. This is different from min_cern, where the initial value of the first parameter to min_cern::min_bkt() is ignored.
Implements o2scl::min_bkt_base< func_t >.
Definition at line 342 of file min_brent_gsl.h.
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