//static const char* sccsid = "@(#)math_Powell.cxx 3.2 95/01/10"; // Do not delete this line. Used by sccs. //#ifndef DEB #define No_Standard_RangeError #define No_Standard_OutOfRange #define No_Standard_DimensionError //#endif #include #include #include #include #include static Standard_Real sqrarg; #define SQR(a) (sqrarg=(a), sqrarg*sqrarg) class DirFunctionBis : public math_Function { math_Vector *P0; math_Vector *Dir; math_Vector *P; math_MultipleVarFunction *F; public : DirFunctionBis(math_Vector& V1, math_Vector& V2, math_Vector& V3, math_MultipleVarFunction& f); void Initialize(const math_Vector& p0, const math_Vector& dir); virtual Standard_Boolean Value(const Standard_Real x, Standard_Real& fval); }; DirFunctionBis::DirFunctionBis(math_Vector& V1, math_Vector& V2, math_Vector& V3, math_MultipleVarFunction& f) { P0 = &V1; Dir = &V2; P = &V3; F = &f; } void DirFunctionBis::Initialize(const math_Vector& p0, const math_Vector& dir) { *P0 = p0; *Dir = dir; } Standard_Boolean DirFunctionBis::Value(const Standard_Real x, Standard_Real& fval) { *P = *Dir; P->Multiply(x); P->Add(*P0); F->Value(*P, fval); return Standard_True; } static Standard_Boolean MinimizeDirection(math_Vector& P, math_Vector& Dir, Standard_Real& Result, DirFunctionBis& F) { Standard_Real ax; Standard_Real xx; Standard_Real bx; F.Initialize(P, Dir); math_BracketMinimum Bracket(F, 0.0, 1.0); if (Bracket.IsDone()) { Bracket.Values(ax, xx, bx); math_BrentMinimum Sol(F, ax, xx, bx, 1.0e-10, 100); if (Sol.IsDone()) { Standard_Real Scale = Sol.Location(); Result = Sol.Minimum(); Dir.Multiply(Scale); P.Add(Dir); return Standard_True; } } return Standard_False; } void math_Powell::Perform(math_MultipleVarFunction& F, const math_Vector& StartingPoint, const math_Matrix& StartingDirections) { Done = Standard_False; Standard_Integer i, ibig, j; Standard_Real t, fptt, del; Standard_Integer n = TheLocation.Length(); math_Vector pt(1,n); math_Vector ptt(1,n); math_Vector xit(1,n); math_Vector Temp1(1, n); math_Vector Temp2(1, n); math_Vector Temp3(1, n); DirFunctionBis F_Dir(Temp1, Temp2, Temp3, F); TheLocation = StartingPoint; TheDirections = StartingDirections; pt = TheLocation; //sauvegarde du point initial for(Iter = 1; Iter<= Itermax; Iter++) { F.Value(TheLocation, PreviousMinimum); ibig = 0; del = 0.0; for (i = 1; i <= n; i++){ for(j =1; j<= n; j++) xit(j) = TheDirections(j,i); F.Value(TheLocation, fptt); Standard_Boolean IsGood = MinimizeDirection(TheLocation, xit, TheMinimum, F_Dir); if (!IsGood) { Done = Standard_False; TheStatus = math_DirectionSearchError; return; } if (fabs(fptt - TheMinimum)> del) { del = fabs(fptt- TheMinimum); ibig = i; } } if (IsSolutionReached(F)) { //Termination criterion State = F.GetStateNumber(); Done = Standard_True; TheStatus = math_OK; return; } if (Iter == Itermax) { Done = Standard_False; TheStatus = math_TooManyIterations; return; } ptt = 2.0 * TheLocation - pt; xit = TheLocation - pt; pt = TheLocation; // Valeur de la fonction au point extrapole: F.Value(ptt, fptt); if (fptt < PreviousMinimum) { t = 2.0 *(PreviousMinimum -2.0*TheMinimum +fptt)* SQR(PreviousMinimum-TheMinimum -del)-del* SQR(PreviousMinimum-fptt); if (t <0.0) { //Minimisation along the direction Standard_Boolean IsGood = MinimizeDirection(TheLocation, xit, TheMinimum, F_Dir); if(!IsGood) { Done = Standard_False; TheStatus = math_FunctionError; return; } for(j =1; j <= n; j++) { TheDirections(j, ibig)=xit(j); } } } } } Standard_Boolean math_Powell::IsSolutionReached( // math_MultipleVarFunction& F) { math_MultipleVarFunction& ) { return 2.0*fabs(PreviousMinimum - TheMinimum) <= XTol*(fabs(PreviousMinimum)+fabs(TheMinimum) + EPSZ); } math_Powell::math_Powell(math_MultipleVarFunction& F, const math_Vector& StartingPoint, const math_Matrix& StartingDirections, const Standard_Real Tolerance, const Standard_Integer NbIterations, const Standard_Real ZEPS) : TheLocation(1, F.NbVariables()), TheDirections(1, F.NbVariables(), 1, F.NbVariables()) { XTol = Tolerance; EPSZ = ZEPS; Itermax = NbIterations; Perform(F, StartingPoint, StartingDirections); } math_Powell::math_Powell(math_MultipleVarFunction& F, const Standard_Real Tolerance, const Standard_Integer NbIterations, const Standard_Real ZEPS) : TheLocation(1, F.NbVariables()), TheDirections(1, F.NbVariables(), 1, F.NbVariables()) { XTol = Tolerance; EPSZ = ZEPS; Itermax = NbIterations; } void math_Powell::Delete() {} void math_Powell::Dump(Standard_OStream& o) const { o << "math_Powell resolution:"; if(Done) { o << " Status = Done \n"; o << " Location Vector = "<< TheLocation << "\n"; o << " Minimum value = " << TheMinimum <<"\n"; o << " Number of iterations = " << Iter <<"\n"; } else { o << " Status = not Done because " << (Standard_Integer)TheStatus << "\n"; } }