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"); } }