1 // Copyright (c) 1997-1999 Matra Datavision
2 // Copyright (c) 1999-2014 OPEN CASCADE SAS
3 //
4 // This file is part of Open CASCADE Technology software library.
5 //
6 // This library is free software; you can redistribute it and/or modify it under
7 // the terms of the GNU Lesser General Public License version 2.1 as published
8 // by the Free Software Foundation, with special exception defined in the file
9 // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
10 // distribution for complete text of the license and disclaimer of any warranty.
11 //
12 // Alternatively, this file may be used under the terms of Open CASCADE
13 // commercial license or contractual agreement.
14
15
16 #include <math_BrentMinimum.hxx>
17 #include <math_Function.hxx>
18 #include <StdFail_NotDone.hxx>
19
20 static const Standard_Real CGOLD = 0.3819660; //0.5*(3 - sqrt(5));
21
22
23 //=======================================================================
24 //function : SHFT
25 //purpose : Shifts arguments
26 //=======================================================================
SHFT(Standard_Real & theA,Standard_Real & theB,Standard_Real & theC,Standard_Real & theD)27 inline void SHFT(Standard_Real &theA, Standard_Real &theB,
28 Standard_Real &theC, Standard_Real &theD)
29 {
30 theA = theB;
31 theB = theC;
32 theC = theD;
33 }
34
35 //=======================================================================
36 //function : math_BrentMinimum
37 //purpose : Constructor
38 //=======================================================================
math_BrentMinimum(const Standard_Real theTolX,const Standard_Integer theNbIterations,const Standard_Real theZEPS)39 math_BrentMinimum::math_BrentMinimum(const Standard_Real theTolX,
40 const Standard_Integer theNbIterations,
41 const Standard_Real theZEPS)
42 : a (0.0),
43 b (0.0),
44 x (0.0),
45 fx (0.0),
46 fv (0.0),
47 fw (0.0),
48 XTol(theTolX),
49 EPSZ(theZEPS),
50 Done (Standard_False),
51 iter (0),
52 Itermax(theNbIterations),
53 myF (Standard_False)
54 {
55 }
56
57 //=======================================================================
58 //function : math_BrentMinimum
59 //purpose : Constructor
60 //=======================================================================
math_BrentMinimum(const Standard_Real theTolX,const Standard_Real theFbx,const Standard_Integer theNbIterations,const Standard_Real theZEPS)61 math_BrentMinimum::math_BrentMinimum(const Standard_Real theTolX,
62 const Standard_Real theFbx,
63 const Standard_Integer theNbIterations,
64 const Standard_Real theZEPS)
65 : a (0.0),
66 b (0.0),
67 x (0.0),
68 fx (theFbx),
69 fv (0.0),
70 fw (0.0),
71 XTol(theTolX),
72 EPSZ(theZEPS),
73 Done (Standard_False),
74 iter (0),
75 Itermax(theNbIterations),
76 myF (Standard_True)
77 {
78 }
79
80 //=======================================================================
81 //function : ~math_BrentMinimum
82 //purpose : Destructor
83 //=======================================================================
~math_BrentMinimum()84 math_BrentMinimum::~math_BrentMinimum()
85 {
86 }
87
88 //=======================================================================
89 //function : Perform
90 //purpose :
91 //=======================================================================
Perform(math_Function & F,const Standard_Real ax,const Standard_Real bx,const Standard_Real cx)92 void math_BrentMinimum::Perform(math_Function& F,
93 const Standard_Real ax,
94 const Standard_Real bx,
95 const Standard_Real cx)
96 {
97 Standard_Boolean OK;
98 Standard_Real etemp, fu, p, q, r;
99 Standard_Real tol1, tol2, u, v, w, xm;
100 Standard_Real e = 0.0;
101 Standard_Real d = RealLast();
102
103 a = ((ax < cx) ? ax : cx);
104 b = ((ax > cx) ? ax : cx);
105 x = w = v = bx;
106 if (!myF) {
107 OK = F.Value(x, fx);
108 if (!OK) return;
109 }
110 fw = fv = fx;
111 for (iter = 1; iter <= Itermax; iter++) {
112 xm = 0.5 * (a + b);
113 tol1 = XTol * fabs(x) + EPSZ;
114 tol2 = 2.0 * tol1;
115 if (IsSolutionReached(F)) {
116 Done = Standard_True;
117 return;
118 }
119 if (fabs(e) > tol1) {
120 r = (x - w) * (fx - fv);
121 q = (x - v) * (fx - fw);
122 p = (x - v) * q - (x - w) * r;
123 q = 2.0 * (q - r);
124 if (q > 0.0) p = -p;
125 q = fabs(q);
126 etemp = e;
127 e = d;
128 if (fabs(p) >= fabs(0.5 * q * etemp)
129 || p <= q * (a - x) || p >= q * (b - x)) {
130 e = (x >= xm ? a - x : b - x);
131 d = CGOLD * e;
132 }
133 else {
134 d = p / q;
135 u = x + d;
136 if (u - a < tol2 || b - u < tol2) d = Sign(tol1, xm - x);
137 }
138 }
139 else {
140 e = (x >= xm ? a - x : b - x);
141 d = CGOLD * e;
142 }
143 u = (fabs(d) >= tol1 ? x + d : x + Sign(tol1, d));
144 OK = F.Value(u, fu);
145 if (!OK) return;
146 if (fu <= fx) {
147 if (u >= x) a = x; else b = x;
148 SHFT(v, w, x, u);
149 SHFT(fv, fw, fx, fu);
150 }
151 else {
152 if (u < x) a = u; else b = u;
153 if (fu <= fw || w == x) {
154 v = w;
155 w = u;
156 fv = fw;
157 fw = fu;
158 }
159 else if (fu <= fv || v == x || v == w) {
160 v = u;
161 fv = fu;
162 }
163 }
164 }
165 Done = Standard_False;
166 return;
167 }
168
169 //=======================================================================
170 //function : Dump
171 //purpose :
172 //=======================================================================
Dump(Standard_OStream & o) const173 void math_BrentMinimum::Dump(Standard_OStream& o) const
174 {
175 o << "math_BrentMinimum ";
176 if(Done) {
177 o << " Status = Done \n";
178 o << " Location value = " << x <<"\n";
179 o << " Minimum value = " << fx << "\n";
180 o << " Number of iterations = " << iter <<"\n";
181 }
182 else {
183 o << " Status = not Done \n";
184 }
185 }
186