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//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 <math_Powell.ixx>
#include <math_BracketMinimum.hxx>
#include <math_BrentMinimum.hxx>
#include <math_Function.hxx>
#include <math_MultipleVarFunction.hxx>
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";
}
}
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