void ML_multi_Powell::mnbrak(double& ax,
double& bx,
double& cx,
double& fa,
double& fb,
double& fc,
ptr_eval_1_func f
)
{
const double GOLD = 1.618034, GLIMIT = 100.0, TINY = 1.0e-20;
double ulim, u, r, q, fu;
fa = (this->*f)(ax);
fb = (this->*f)(bx);
if (fb > fa) {
SWAP(ax, bx);
SWAP(fb, fa);
}
cx = bx + GOLD*(bx - ax);
fc = (this->*f)(cx);
while (fb > fc) {
r = (bx - ax)*(fb - fc);
q = (bx - cx)*(fb - fa);
u = bx - ((bx - cx)*q - (bx - ax)*r) /
(2.0*SIGN(MAX(std::abs(q - r), TINY), q - r));
ulim = bx + GLIMIT*(cx - bx);
if ((bx - u)*(u - cx) > 0.0) {
fu = (this->*f)(u);
if (fu < fc) {
ax = bx;
bx = u;
fa = fb;
fb = fu;
return;
} else if (fu > fb) {
cx = u;
fc = fu;
return;
}
u = cx + GOLD*(cx - bx);
fu = (this->*f)(u);
} else if ((cx - u)*(u - ulim) > 0.0) {
fu = (this->*f)(u);
if (fu < fc) {
shft3(bx, cx, u, u + GOLD*(u - cx));
shft3(fb, fc, fu, (this->*f)(u));
}
} else if ((u - ulim)*(ulim - cx) >= 0.0) {
u = ulim;
fu = (this->*f)(u);
} else {
u = cx + GOLD*(cx - bx);
fu = (this->*f)(u);
}
shft3(ax, bx, cx, u);
shft3(fa, fb, fc, fu);
}
}
void CostFunction::mnbrack(real &ax, real &bx, real &cx,
real &fa, real &fb, real &fc)
{
const real GOLD=1.618034, GLIMIT=100.0, TINY=1.0e-20;
real ulim,u,r,q,fu;
fa = f1dim(ax);
fb = f1dim(bx);
if (fb > fa) {
SWAP(ax, bx);
SWAP(fb, fa);
}
cx = bx+GOLD*(bx-ax);
fc = f1dim(cx);
while (fb > fc) {
r = (bx - ax)*(fb - fc);
q = (bx - cx)*(fb - fa);
u = bx - ((bx-cx)*q-(bx-ax)*r)/
(2.0*SIGN(MAX(fabs(q-r), TINY), q-r));
ulim = bx + GLIMIT*(cx-bx);
if ((bx-u)*(u-cx) > 0.0) {
fu = f1dim(u);
if (fu < fc) {
ax = bx;
bx = u;
fa = fb;
fb = fu;
return;
} else if (fu > fb) {
cx = u;
fc = fu;
return;
}
u = cx + GOLD*(cx-bx);
fu = f1dim(u);
} else if ((cx-u)*(u-ulim) > 0.0) {
fu = f1dim(u);
if (fu < fc) {
shft3(bx,cx,u,u+GOLD*(u-cx));
shft3(fb,fc,fu,f1dim(u));
}
} else if ((u-ulim)*(ulim-cx) >= 0.0) {
u = ulim;
fu = f1dim(u);
} else {
u = cx + GOLD*(cx-bx);
fu = f1dim(u);
}
shft3(ax,bx,cx,u);
shft3(fa,fb,fc,fu);
}
}
double ML_multi_Powell::brent(const double ax,
const double bx,
const double cx,
ptr_eval_1_func f,
const double tol,
double& xmin
)
{
const int ITMAX = 100;
const double CGOLD = 0.3819660;
const double ZEPS = std::numeric_limits<double>::epsilon()*1.0e-3;
int iter;
double a, b, d = 0.0, etemp, fu, fv, fw, fx;
double p, q, r, tol1, tol2, u, v, w, x, xm;
double e = 0.0;
a = (ax < cx ? ax : cx);
b = (ax > cx ? ax : cx);
x = w = v = bx;
fw = fv = fx = (this->*f)(x);
for (iter = 0; iter < ITMAX; ++iter) {
xm = 0.5*(a + b);
tol2 = 2.0*(tol1 = tol*std::abs(x) + ZEPS);
if (std::abs(x - xm) <= (tol2 - 0.5*(b - a))) {
xmin = x;
return(fx);
}
if (std::abs(e) > tol1) {
r = (x - w)*(fx - fv);
q = (x - v)*(fx - fw);
p = (x - v)*q - (x - w)*r;
q = 2.0*(q - r);
if (q > 0.0) p = -p;
q = std::abs(q);
etemp = e;
e = d;
if (std::abs(p) >= std::abs(0.5*q*etemp) || p <= q*(a - x)
|| p >= q*(b - x)) {
d = CGOLD*(e = (x >= xm ? a - x : b - x));
} else {
d = p / q;
u = x + d;
if (u - a < tol2 || b - u < tol2)
d = SIGN(tol1, xm - x);
}
} else {
d = CGOLD*(e = (x >= xm ? a - x : b - x));
}
u = (std::abs(d) >= tol1 ? x + d : x + SIGN(tol1, d));
fu = (this->*f)(u);
if (fu <= fx) {
if (u >= x) a = x; else b = x;
shft3(v, w, x, u);
shft3(fv, fw, fx, fu);
} else {
if (u < x) a = u; else b = u;
if (fu <= fw || w == x) {
v = w;
w = u;
fv = fw;
fw = fu;
} else if (fu <= fv || v == x || v == w) {
v = u;
fv = fu;
}
}
}
std::cerr << "brent(): exceeded iteration limit " << ITMAX << std::endl;
assert(false);
xmin = x;
return fx;
}
