void math::linmin( vectorN &p, vectorN &xi, int n, double &fret, double (*func) (vectorN const&))
{
double xx, xmin, fx, fb, fa, bx, ax;
ncom = n;
pcom.setSize(n);
xicom.setSize(n);
nrfunc = func;
int j;
for (j=0; j<n; j++)
{
pcom[j] = p[j];
xicom[j] = xi[j];
}
ax = 0.0;
xx = 1.0;
mnbrak(ax, xx, bx, fa, fx, fb, f1dim);
fret = brent(ax, xx, bx, f1dim, TOL, xmin);
for (j=0; j<n; j++)
{
xi[j] *= xmin;
p[j] += xi[j];
}
}
void linmin( vectorN &p, vectorN &xi, int n, m_real &fret, m_real (*func) (vectorN const&))
{
m_real xx, xmin, fx, fb, fa, bx, ax;
ncom = n;
pcom.setSize(n);
xicom.setSize(n);
nrfunc = func;
for (int j=0; j<n; j++)
{
pcom[j] = p[j];
xicom[j] = xi[j];
}
ax = 0.0;
xx = 1.0;
mnbrak(ax, xx, bx, fa, fx, fb, f1dim);
fret = brent(ax, xx, bx, f1dim, TOL, xmin);
for (int j=0; j<n; j++)
{
xi[j] *= xmin;
p[j] += xi[j];
}
}
double f1dim(double x)
{
static vectorN xt; xt.setSize(ncom);
for (int j=0; j<ncom; j++)
xt[j] = pcom[j] + x * xicom[j];
double f = (*nrfunc) (xt);
return f;
}
m_real f1dim(m_real x)
{
static vectorN xt; xt.setSize(ncom);
for (int j=0; j<ncom; j++)
xt[j] = pcom[j] + x * xicom[j];
m_real f = (*nrfunc) (xt);
return f;
}
void math::gradient_descent(vectorN &p, int n, double ftol, int &iter, double &fret,
double (*func) (vectorN const&),
double (*dfunc) (vectorN const&,vectorN&), int max_iter )
{
double fp;
static vectorN xi; xi.setSize(n);
for (iter=0; iter < max_iter; iter++)
{
fp = (*dfunc) (p, xi);
linmin(p, xi, n, fret, func);
if (2.0 * fabs(fret - fp) <= ftol * (fabs(fret) + fabs(fp) + EPS))
return;
}
error("Too many iterations in gradient_descent");
}
void gradient_descent(vectorN &p, int n, m_real ftol, int &iter, m_real &fret,
m_real (*func) (vectorN const&),
m_real (*dfunc) (vectorN const&,vectorN&))
{
m_real fp;
static vectorN xi; xi.setSize(n);
for (iter=0; iter<ITMAX; iter++)
{
fp = (*dfunc) (p, xi);
linmin(p, xi, n, fret, func);
if (2.0 * fabs(fret - fp) <= ftol * (fabs(fret) + fabs(fp) + EPS_jhm))
return;
}
error("Too many iterations in gradient_descent");
}
void math::frprmn(vectorN &p, int n, double ftol, int &iter, double &fret,
double (*func) (vectorN const&),
double (*dfunc) (vectorN const&,vectorN&))
{
double gg, gam, fp, dgg;
static vectorN g; g.setSize(n);
static vectorN h; h.setSize(n);
static vectorN xi; xi.setSize(n);
fp = (*dfunc) (p, xi);
int j;
for (j=0; j<n; j++)
{
g[j] = -xi[j];
xi[j] = h[j] = g[j];
}
for (iter=0; iter<ITMAX; iter++)
{
linmin(p, xi, n, fret, func);
if (2.0 * fabs(fret - fp) <= ftol * (fabs(fret) + fabs(fp) + EPS)) return;
fp = (*dfunc) (p, xi);
dgg = gg = 0.0;
for (j=0; j<n; j++)
{
gg += g[j] * g[j];
dgg += (xi[j] + g[j]) * xi[j];
}
if (gg == 0.0) return;
gam = dgg / gg;
for (j=0; j<n; j++)
{
g[j] = -xi[j];
xi[j] = h[j] = g[j] + gam * h[j];
}
}
error("Too many iterations in frprmn");
}
namespace jhm {
#define TOL 2.0e-4
int ncom;
m_real (*nrfunc) (vectorN const&);
static vectorN pcom, xicom;
m_real f1dim(m_real x)
{
static vectorN xt; xt.setSize(ncom);
for (int j=0; j<ncom; j++)
xt[j] = pcom[j] + x * xicom[j];
m_real f = (*nrfunc) (xt);
return f;
}
void linmin( vectorN &p, vectorN &xi, int n, m_real &fret, m_real (*func) (vectorN const&))
{
m_real xx, xmin, fx, fb, fa, bx, ax;
ncom = n;
pcom.setSize(n);
xicom.setSize(n);
nrfunc = func;
for (int j=0; j<n; j++)
{
pcom[j] = p[j];
xicom[j] = xi[j];
}
ax = 0.0;
xx = 1.0;
mnbrak(ax, xx, bx, fa, fx, fb, f1dim);
fret = brent(ax, xx, bx, f1dim, TOL, xmin);
for (int j=0; j<n; j++)
{
xi[j] *= xmin;
p[j] += xi[j];
}
}
#define ITMAX 200
void gradient_descent(vectorN &p, int n, m_real ftol, int &iter, m_real &fret,
m_real (*func) (vectorN const&),
m_real (*dfunc) (vectorN const&,vectorN&))
{
m_real fp;
static vectorN xi; xi.setSize(n);
for (iter=0; iter<ITMAX; iter++)
{
fp = (*dfunc) (p, xi);
linmin(p, xi, n, fret, func);
if (2.0 * fabs(fret - fp) <= ftol * (fabs(fret) + fabs(fp) + EPS_jhm))
return;
}
error("Too many iterations in gradient_descent");
}
void frprmn(vectorN &p, int n, m_real ftol, int &iter, m_real &fret,
m_real (*func) (vectorN const&),
m_real (*dfunc) (vectorN const&,vectorN&))
{
m_real gg, gam, fp, dgg;
static vectorN g; g.setSize(n);
static vectorN h; h.setSize(n);
static vectorN xi; xi.setSize(n);
fp = (*dfunc) (p, xi);
for (int j=0; j<n; j++)
{
g[j] = -xi[j];
xi[j] = h[j] = g[j];
}
for (iter=0; iter<ITMAX; iter++)
{
linmin(p, xi, n, fret, func);
if (2.0 * fabs(fret - fp) <= ftol * (fabs(fret) + fabs(fp) + EPS_jhm)) return;
fp = (*dfunc) (p, xi);
dgg = gg = 0.0;
for (int j=0; j<n; j++)
{
gg += g[j] * g[j];
dgg += (xi[j] + g[j]) * xi[j];
}
if (gg == 0.0) return;
gam = dgg / gg;
for (int j=0; j<n; j++)
{
g[j] = -xi[j];
xi[j] = h[j] = g[j] + gam * h[j];
}
}
error("Too many iterations in frprmn");
}
}
