void Minimiser::setup(Problem problem, Values values) {
gslFunction.function = problem.function;
gslFunction.params = 0;
int retCode = gsl_min_fminimizer_set_with_values(s, &gslFunction,
problem.x.minimum, values.f.minimum,
problem.x.lower, values.f.lower,
problem.x.upper, values.f.upper);
if (retCode==GSL_EINVAL) {
throw Exception("GSL Minimiser could not be set up");
}
}
static VALUE rb_gsl_min_fminimizer_set_with_values(VALUE obj, VALUE ff,
VALUE xmin, VALUE fmin,
VALUE xl, VALUE fl,
VALUE xu, VALUE fu)
{
gsl_min_fminimizer *gmf = NULL;
gsl_function *f = NULL;
Need_Float(xmin); Need_Float(xl); Need_Float(xu);
Need_Float(fl); Need_Float(fu);
CHECK_FUNCTION(ff);
Data_Get_Struct(obj, gsl_min_fminimizer, gmf);
Data_Get_Struct(ff, gsl_function, f);
return INT2FIX(gsl_min_fminimizer_set_with_values(gmf, f, NUM2DBL(xmin),
NUM2DBL(fmin),
NUM2DBL(xl), NUM2DBL(fl),
NUM2DBL(xu), NUM2DBL(fu)));
}
int
gsl_min_fminimizer_set (gsl_min_fminimizer * s,
gsl_function * f,
double x_minimum, double x_lower, double x_upper)
{
int status ;
double f_minimum, f_lower, f_upper;
status = compute_f_values (f, x_minimum, &f_minimum,
x_lower, &f_lower,
x_upper, &f_upper);
if (status != GSL_SUCCESS)
{
return status ;
}
status = gsl_min_fminimizer_set_with_values (s, f, x_minimum, f_minimum,
x_lower, f_lower,
x_upper, f_upper);
return status;
}
REAL8 XLALMinimizeEThincaParameterOverTravelTime( REAL8 travelTime,
EThincaMinimizer *minimizer,
INT4 exttrig
)
{
REAL8 ethinca;
/* If colocated detectors or known sky position, just return the e-thinca parameter */
if (travelTime == 0.0 || exttrig )
{
ethinca = minimizeEThincaParameterOverTimeDiff( travelTime, minimizer );
if ( XLAL_IS_REAL8_FAIL_NAN(ethinca) )
{
XLAL_ERROR_REAL8( XLAL_EFUNC );
}
return ethinca;
}
else
{
gsl_function F;
INT4 min_status;
INT4 iter = 0;
const INT4 max_iter = 100;
REAL8 epsilon = 1.0 / 16384.0;
REAL8 m = 0.0;
REAL8 a = - travelTime, b = travelTime; /* Upper and lower bounds */
REAL8 minEThinca, maxEThinca;
REAL8 midEThinca;
gsl_min_fminimizer *s = gsl_min_fminimizer_alloc( minimizer->workSpace->T );
if ( !s )
{
XLAL_ERROR_REAL8( XLAL_ENOMEM );
}
F.function = &minimizeEThincaParameterOverTimeDiff;
F.params = minimizer;
/* Calculate e-thinca parameter at start, end and mid points */
minEThinca = minimizeEThincaParameterOverTimeDiff( a, minimizer );
maxEThinca = minimizeEThincaParameterOverTimeDiff( b, minimizer );
midEThinca = minimizeEThincaParameterOverTimeDiff( m, minimizer );
if ( XLAL_IS_REAL8_FAIL_NAN(minEThinca) || XLAL_IS_REAL8_FAIL_NAN(maxEThinca)
|| XLAL_IS_REAL8_FAIL_NAN(midEThinca) )
{
gsl_min_fminimizer_free( s );
XLAL_ERROR_REAL8( XLAL_EFUNC );
}
/* Check we have contained a minimum. Otherwise take appropriate action */
if ( midEThinca >= minEThinca || midEThinca >= maxEThinca )
{
REAL8 testEThinca; /* To contain the lowest end-point */
if ( minEThinca < maxEThinca )
{
testEThinca = minEThinca;
m = a + 2.0 * epsilon;
}
else
{
testEThinca = maxEThinca;
m = b - 2.0 * epsilon;
}
midEThinca = minimizeEThincaParameterOverTimeDiff( m, minimizer );
if ( XLAL_IS_REAL8_FAIL_NAN(midEThinca) )
{
gsl_min_fminimizer_free( s );
XLAL_ERROR_REAL8( XLAL_EFUNC );
}
/* If we still don't have the minimum return the lowest end-point */
if ( midEThinca >= testEThinca )
{
gsl_min_fminimizer_free( s );
return testEThinca;
}
}
/* Set up the GSL minimizer */
XLAL_CALLGSL( min_status = gsl_min_fminimizer_set_with_values(s, &F,
m, midEThinca, a, minEThinca, b, maxEThinca) );
if ( min_status != GSL_SUCCESS )
{
gsl_min_fminimizer_free( s );
XLAL_ERROR_REAL8( XLAL_EFUNC );
}
/* Loop to perform the minimization */
do
{
iter++;
XLAL_CALLGSL( min_status = gsl_min_fminimizer_iterate (s) );
if (min_status != GSL_SUCCESS )
{
gsl_min_fminimizer_free( s );
XLAL_ERROR_REAL8( XLAL_EFUNC );
}
m = gsl_min_fminimizer_x_minimum (s);
a = gsl_min_fminimizer_x_lower (s);
b = gsl_min_fminimizer_x_upper (s);
XLAL_CALLGSL( min_status = gsl_min_test_interval (a, b, epsilon, 0.0) );
if (min_status != GSL_CONTINUE && min_status != GSL_SUCCESS )
{
gsl_min_fminimizer_free( s );
XLAL_ERROR_REAL8( XLAL_EFUNC );
}
}
while ( min_status == GSL_CONTINUE && iter < max_iter );
/* End of minimization routine */
/* Throw an error if max iterations would have been exceeded */
if ( iter == max_iter && min_status == GSL_CONTINUE )
{
gsl_min_fminimizer_free( s );
XLAL_ERROR_REAL8( XLAL_EMAXITER );
}
/* Get the minimum e-thinca param, and free memory for minimizer */
ethinca = gsl_min_fminimizer_f_minimum( s );
gsl_min_fminimizer_free( s );
XLALPrintInfo( "%s: Number of iterations = %d\n", __func__, iter);
}
/* Return the required e-thinca value */
return ethinca;
}
