1 /* min/golden.c
2 *
3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough
4 *
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
9 *
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
14 *
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
18 */
19
20
21 /* goldensection.c -- goldensection minimum finding algorithm */
22
23 #include "gsl__config.h"
24
25 #include <stddef.h>
26 #include <stdlib.h>
27 #include <stdio.h>
28 #include <math.h>
29 #include <float.h>
30
31 #include "gsl_math.h"
32 #include "gsl_errno.h"
33 #include "gsl_min.h"
34
35 #include "gsl_min__min.h"
36
37 typedef struct
38 {
39 double dummy;
40 }
41 goldensection_state_t;
42
43 static int goldensection_init (void * vstate, gsl_function * f, double x_minimum, double f_minimum, double x_lower, double f_lower, double x_upper, double f_upper);
44 static int goldensection_iterate (void * vstate, gsl_function * f, double * x_minimum, double * f_minimum, double * x_lower, double * f_lower, double * x_upper, double * f_upper);
45
46 static int
goldensection_init(void * vstate,gsl_function * f,double x_minimum,double f_minimum,double x_lower,double f_lower,double x_upper,double f_upper)47 goldensection_init (void * vstate, gsl_function * f, double x_minimum, double f_minimum, double x_lower, double f_lower, double x_upper, double f_upper)
48 {
49
50 /* no initialization required, prevent warnings about unused variables */
51
52 f = 0;
53 x_minimum = 0;
54 f_minimum = 0;
55 x_lower = 0;
56 f_lower = 0;
57 x_upper = 0;
58 f_upper = 0;
59
60 return GSL_SUCCESS;
61 }
62
63 static int
goldensection_iterate(void * vstate,gsl_function * f,double * x_minimum,double * f_minimum,double * x_lower,double * f_lower,double * x_upper,double * f_upper)64 goldensection_iterate (void * vstate, gsl_function * f, double * x_minimum, double * f_minimum, double * x_lower, double * f_lower, double * x_upper, double * f_upper)
65 {
66 const double x_center = *x_minimum ;
67 const double x_left = *x_lower ;
68 const double x_right = *x_upper ;
69
70 const double f_min = *f_minimum;
71
72 const double golden = 0.3819660; /* golden = (3 - sqrt(5))/2 */
73
74 const double w_lower = (x_center - x_left);
75 const double w_upper = (x_right - x_center);
76
77 double x_new, f_new;
78
79 x_new = x_center + golden * ((w_upper > w_lower) ? w_upper : -w_lower) ;
80
81 SAFE_FUNC_CALL (f, x_new, &f_new);
82
83 if (f_new < f_min)
84 {
85 *x_minimum = x_new ;
86 *f_minimum = f_new ;
87 return GSL_SUCCESS;
88 }
89 else if (x_new < x_center && f_new > f_min)
90 {
91 *x_lower = x_new ;
92 *f_lower = f_new ;
93 return GSL_SUCCESS;
94 }
95 else if (x_new > x_center && f_new > f_min)
96 {
97 *x_upper = x_new ;
98 *f_upper = f_new ;
99 return GSL_SUCCESS;
100 }
101 else
102 {
103 return GSL_FAILURE;
104 }
105 }
106
107
108 static const gsl_min_fminimizer_type goldensection_type =
109 {"goldensection", /* name */
110 sizeof (goldensection_state_t),
111 &goldensection_init,
112 &goldensection_iterate};
113
114 const gsl_min_fminimizer_type * gsl_min_fminimizer_goldensection = &goldensection_type;
115