void FindMaximum2::Fit(ColumnVector& Theta, int n_it)
{
Tracer tr("FindMaximum2::Fit");
enum State {Start, Restart, Continue, Interpolate, Extrapolate,
Fail, Convergence};
State TheState = Start;
Real z,w,x,x2,g,l1,l2,l3,d1,d2=0,d3;
ColumnVector Theta1, Theta2, Theta3;
int np = Theta.Nrows();
ColumnVector H1(np), H3, HP(np), K, K1(np);
bool oorg, conv;
int counter = 0;
Theta1 = Theta; HP = 0.0; g = 0.0;
// This is really a set of gotos and labels, but they do not work
// correctly in AT&T C++ and Sun 4.01 C++.
for(;;)
{
switch (TheState)
{
case Start:
tr.ReName("FindMaximum2::Fit/Start");
Value(Theta1, true, l1, oorg);
if (oorg) Throw(ProgramException("invalid starting value\n"));
case Restart:
tr.ReName("FindMaximum2::Fit/ReStart");
conv = NextPoint(H1, d1);
if (conv) { TheState = Convergence; break; }
if (counter++ > n_it) { TheState = Fail; break; }
z = 1.0 / sqrt(d1);
H3 = H1 * z; K = (H3 - HP) * g; HP = H3;
g = 0.0; // de-activate to use curved projection
if (g==0.0) K1 = 0.0; else K1 = K * 0.2 + K1 * 0.6;
// (K - K1) * alpha + K1 * (1 - alpha)
// = K * alpha + K1 * (1 - 2 * alpha)
K = K1 * d1; g = z;
case Continue:
tr.ReName("FindMaximum2::Fit/Continue");
Theta2 = Theta1 + H1 + K;
Value(Theta2, false, l2, oorg);
if (counter++ > n_it) { TheState = Fail; break; }
if (oorg)
{
H1 *= 0.5; K *= 0.25; d1 *= 0.5; g *= 2.0;
TheState = Continue; break;
}
d2 = LastDerivative(H1 + K * 2.0);
case Interpolate:
tr.ReName("FindMaximum2::Fit/Interpolate");
z = d1 + d2 - 3.0 * (l2 - l1);
w = z * z - d1 * d2;
if (w < 0.0) { TheState = Extrapolate; break; }
w = z + sqrt(w);
if (1.5 * w + d1 < 0.0)
{ TheState = Extrapolate; break; }
if (d2 > 0.0 && l2 > l1 && w > 0.0)
{ TheState = Extrapolate; break; }
x = d1 / (w + d1); x2 = x * x; g /= x;
Theta3 = Theta1 + H1 * x + K * x2;
Value(Theta3, true, l3, oorg);
if (counter++ > n_it) { TheState = Fail; break; }
if (oorg)
{
if (x <= 1.0)
{ x *= 0.5; x2 = x*x; g *= 2.0; d1 *= x; H1 *= x; K *= x2; }
else
{
x = 0.5 * (x-1.0); x2 = x*x; Theta1 = Theta2;
H1 = (H1 + K * 2.0) * x;
K *= x2; g = 0.0; d1 = x * d2; l1 = l2;
}
TheState = Continue; break;
}
if (l3 >= l1 && l3 >= l2)
{ Theta1 = Theta3; l1 = l3; TheState = Restart; break; }
d3 = LastDerivative(H1 + K * 2.0);
if (l1 > l2)
{ H1 *= x; K *= x2; Theta2 = Theta3; d1 *= x; d2 = d3*x; }
else
{
Theta1 = Theta2; Theta2 = Theta3;
x -= 1.0; x2 = x*x; g = 0.0; H1 = (H1 + K * 2.0) * x;
K *= x2; l1 = l2; l2 = l3; d1 = x*d2; d2 = x*d3;
if (d1 <= 0.0) { TheState = Start; break; }
}
TheState = Interpolate; break;
case Extrapolate:
tr.ReName("FindMaximum2::Fit/Extrapolate");
Theta1 = Theta2; g = 0.0; K *= 4.0; H1 = (H1 * 2.0 + K);
d1 = 2.0 * d2; l1 = l2;
TheState = Continue; break;
case Fail:
Throw(ConvergenceException(Theta));
case Convergence:
Theta = Theta1; return;
}
}
}
WeakZombie::WeakZombie(const Complexity &complexityOfLevel, const Position &position)
: Zombie(complexityOfLevel, position, HP(30))
{
}
