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-- File: BrentMinimum.cdl
-- Created: Tue May 14 16:20:21 1991
-- Author: Laurent PAINNOT
-- <lpa@topsn3>
---Copyright: Matra Datavision 1991, 1992
class BrentMinimum from math
---Purpose:
-- This class implements the Brent's method to find the minimum of
-- a function of a single variable.
-- No knowledge of the derivative is required.
uses Matrix from math,
Vector from math,
Function from math,
OStream from Standard
raises NotDone from StdFail
is
Create(TolX: Real;
NbIterations: Integer = 100;
ZEPS: Real = 1.0e-12)
---Purpose:
-- This constructor should be used in a sub-class to initialize
-- correctly all the fields of this class.
returns BrentMinimum;
Create(TolX: Real; Fbx: Real;
NbIterations: Integer = 100;
ZEPS: Real = 1.0e-12)
---Purpose:
-- This constructor should be used in a sub-class to initialize
-- correctly all the fields of this class.
-- It has to be used if F(Bx) is known.
returns BrentMinimum;
Create(F: in out Function; Ax, Bx, Cx, TolX: Real;
NbIterations: Integer = 100; ZEPS: Real=1.0e-12)
---Purpose:
-- Given a bracketing triplet of abscissae Ax, Bx, Cx
-- (such as Bx is between Ax and Cx, F(Bx) is
-- less than both F(Bx) and F(Cx)) the Brent minimization is done
-- on the function F.
-- The tolerance required on F is given by Tolerance.
-- The solution is found when :
-- abs(Xi - Xi-1) <= TolX * abs(Xi) + ZEPS;
-- The maximum number of iterations allowed is given by NbIterations.
returns BrentMinimum;
Perform(me: in out; F: in out Function;
Ax, Bx, Cx: Real)
---Purpose:
-- Brent minimization is performed on function F from a given
-- bracketing triplet of abscissas Ax, Bx, Cx (such that Bx is
-- between Ax and Cx, F(Bx) is less than both F(Bx) and F(Cx))
-- Warning
-- The initialization constructors must have been called
-- before the call to the Perform method.
is static;
IsSolutionReached(me: in out; F: in out Function)
---Purpose:
-- This method is called at the end of each iteration to check if the
-- solution is found.
-- It can be redefined in a sub-class to implement a specific test to
-- stop the iterations.
returns Boolean
is virtual;
IsDone(me)
---Purpose: Returns true if the computations are successful, otherwise returns false.
---C++: inline
returns Boolean
is static;
Location(me)
---Purpose: returns the location value of the minimum.
-- Exception NotDone is raised if the minimum was not found.
---C++: inline
returns Real
raises NotDone
is static;
Minimum(me)
---Purpose: returns the value of the minimum.
-- Exception NotDone is raised if the minimum was not found.
---C++: inline
returns Real
raises NotDone
is static;
NbIterations(me)
---Purpose: returns the number of iterations really done during the
-- computation of the minimum.
-- Exception NotDone is raised if the minimum was not found.
---C++: inline
returns Integer
raises NotDone
is static;
Dump(me; o: in out OStream)
---Purpose: Prints on the stream o information on the current state
-- of the object.
-- Is used to redefine the operator <<.
is static;
fields
Done: Boolean;
a: Real is protected;
b: Real is protected;
x: Real is protected;
fx: Real is protected;
fv: Real is protected;
fw: Real is protected;
iter: Integer;
XTol: Real is protected;
EPSZ: Real is protected;
Itermax: Integer;
myF: Boolean;
end BrentMinimum;
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