1 #include <math_BrentMinimum.ixx>
2 #include <math_Function.hxx>
4 #define CGOLD 0.3819660
8 #define MAX(a,b) ((a) > (b) ? (a) : (b))
9 #define SIGN(a,b) ((b) > 0.0 ? fabs(a) : -fabs(a))
10 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d)
12 void math_BrentMinimum::Perform(math_Function& F,
13 const Standard_Real ax,
14 const Standard_Real bx,
15 const Standard_Real cx) {
18 Standard_Real etemp, fu, p, q, r;
19 Standard_Real tol1, tol2, u, v, w, xm;
20 Standard_Real e = 0.0;
21 Standard_Real d = RealLast();
23 a = ((ax < cx) ? ax : cx);
24 b = ((ax > cx) ? ax : cx);
31 for(iter = 1; iter <= Itermax; iter++) {
33 tol1 = XTol * fabs(x) + EPSZ;
35 if(IsSolutionReached(F)) {
40 r = (x - w) * (fx - fv);
41 q = (x - v) * (fx - fw);
42 p = (x - v) * q - (x - w) * r;
48 if(fabs(p) >= fabs(0.5 * q * etemp)
49 || p <= q * ( a - x) || p >= q * (b - x)) {
50 e = (x >= xm ? a - x : b - x);
56 if(u - a < tol2 || b - u < tol2) d = SIGN(tol1, xm - x);
60 e = (x >= xm ? a - x : b - x);
63 u = (fabs(d) >= tol1 ? x + d : x + SIGN(tol1, d));
67 if(u >= x) a = x; else b = x;
72 if(u < x) a = u; else b = u;
73 if(fu <= fw || w == x) {
79 else if(fu <= fv || v == x || v == w) {
85 Done = Standard_False;
90 math_BrentMinimum::math_BrentMinimum(math_Function& F,
91 const Standard_Real Ax,
92 const Standard_Real Bx,
93 const Standard_Real Cx,
94 const Standard_Real TolX,
95 const Standard_Integer NbIterations,
96 const Standard_Real ZEPS) {
100 Itermax = NbIterations;
101 myF = Standard_False;
102 Perform(F, Ax, Bx, Cx);
106 // Constructeur d'initialisation des champs.
108 math_BrentMinimum::math_BrentMinimum(const Standard_Real TolX,
109 const Standard_Integer NbIterations,
110 const Standard_Real ZEPS) {
111 myF = Standard_False;
114 Itermax = NbIterations;
117 math_BrentMinimum::math_BrentMinimum(const Standard_Real TolX,
118 const Standard_Real Fbx,
119 const Standard_Integer NbIterations,
120 const Standard_Real ZEPS) {
126 Itermax = NbIterations;
130 // Standard_Boolean math_BrentMinimum::IsSolutionReached(math_Function& F) {
131 Standard_Boolean math_BrentMinimum::IsSolutionReached(math_Function& ) {
133 Standard_Real xm = 0.5 * (a + b);
134 // modified by NIZHNY-MKK Mon Oct 3 17:45:57 2005.BEGIN
135 // Standard_Real tol = XTol * fabs(x) + EPSZ;
136 // return fabs(x - xm) <= 2.0 * tol - 0.5 * (b - a);
137 Standard_Real TwoTol = 2.0 *(XTol * fabs(x) + EPSZ);
138 return ((x <= (TwoTol + a)) && (x >= (b - TwoTol)));
139 // modified by NIZHNY-MKK Mon Oct 3 17:46:00 2005.END
144 void math_BrentMinimum::Dump(Standard_OStream& o) const {
145 o << "math_BrentMinimum ";
147 o << " Status = Done \n";
148 o << " Location value = " << x <<"\n";
149 o << " Minimum value = " << fx << "\n";
150 o << " Number of iterations = " << iter <<"\n";
153 o << " Status = not Done \n";