//static const char* sccsid = "@(#)math_BrentMinimum.cxx 3.2 95/01/10"; // Do not delete this line. Used by sccs. #include #include #define CGOLD 0.3819660 #ifdef MAX #undef MAX #endif #define MAX(a,b) ((a) > (b) ? (a) : (b)) #define SIGN(a,b) ((b) > 0.0 ? fabs(a) : -fabs(a)) #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d) void math_BrentMinimum::Perform(math_Function& F, const Standard_Real ax, const Standard_Real bx, const Standard_Real cx) { Standard_Boolean OK; Standard_Real etemp, fu, p, q, r; Standard_Real tol1, tol2, u, v, w, xm; Standard_Real e = 0.0; Standard_Real d = RealLast(); a = ((ax < cx) ? ax : cx); b = ((ax > cx) ? ax : cx); x = w = v = bx; if (!myF) { OK = F.Value(x, fx); if(!OK) return; } fw = fv = fx; for(iter = 1; iter <= Itermax; iter++) { xm = 0.5 * (a + b); tol1 = XTol * fabs(x) + EPSZ; tol2 = 2.0 * tol1; if(IsSolutionReached(F)) { Done = Standard_True; return; } if(fabs(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 = fabs(q); etemp = e; e = d; if(fabs(p) >= fabs(0.5 * q * etemp) || p <= q * ( a - x) || p >= q * (b - x)) { e = (x >= xm ? a - x : b - x); d = CGOLD * e; } else { d = p / q; u = x + d; if(u - a < tol2 || b - u < tol2) d = SIGN(tol1, xm - x); } } else { e = (x >= xm ? a - x : b - x); d = CGOLD * e; } u = (fabs(d) >= tol1 ? x + d : x + SIGN(tol1, d)); OK = F.Value(u, fu); if(!OK) return; if(fu <= fx) { if(u >= x) a = x; else b = x; SHFT(v, w, x, u); SHFT(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; } } } Done = Standard_False; return; } math_BrentMinimum::math_BrentMinimum(math_Function& F, const Standard_Real Ax, const Standard_Real Bx, const Standard_Real Cx, const Standard_Real TolX, const Standard_Integer NbIterations, const Standard_Real ZEPS) { XTol = TolX; EPSZ = ZEPS; Itermax = NbIterations; myF = Standard_False; Perform(F, Ax, Bx, Cx); } // Constructeur d'initialisation des champs. math_BrentMinimum::math_BrentMinimum(const Standard_Real TolX, const Standard_Integer NbIterations, const Standard_Real ZEPS) { myF = Standard_False; XTol = TolX; EPSZ = ZEPS; Itermax = NbIterations; } math_BrentMinimum::math_BrentMinimum(const Standard_Real TolX, const Standard_Real Fbx, const Standard_Integer NbIterations, const Standard_Real ZEPS) { fx = Fbx; myF = Standard_True; XTol = TolX; EPSZ = ZEPS; Itermax = NbIterations; } // Standard_Boolean math_BrentMinimum::IsSolutionReached(math_Function& F) { Standard_Boolean math_BrentMinimum::IsSolutionReached(math_Function& ) { Standard_Real TwoTol = 2.0 *(XTol * fabs(x) + EPSZ); return ((x <= (TwoTol + a)) && (x >= (b - TwoTol))); // modified by NIZHNY-MKK Mon Oct 3 17:46:00 2005.END } void math_BrentMinimum::Dump(Standard_OStream& o) const { o << "math_BrentMinimum "; if(Done) { o << " Status = Done \n"; o << " Location value = " << x <<"\n"; o << " Minimum value = " << fx << "\n"; o << " Number of iterations = " << iter <<"\n"; } else { o << " Status = not Done \n"; } }