#include <gsl_min_brent.h>
The minimization in the function min_bkt() is complete when the bracketed interval is smaller than , where
.
Note that this algorithm requires that the initial guess already brackets the minimum, i.e. ,
and
. This is different from cern_minimize, where the initial value of the first parameter to cern_minimize::min_bkt() is ignored.
Definition at line 50 of file gsl_min_brent.h.
Public Member Functions | |
int | set (func_t &func, double xmin, double lower, double upper, param_t &pa) |
Set the function and the initial brackeing interval. | |
int | set_with_values (func_t &func, double xmin, double fmin, double lower, double fl, double upper, double fu, param_t &pa) |
Set the function, the initial brackeing interval, and the corresponding function values. | |
int | iterate () |
Perform an iteration. | |
virtual int | min_bkt (double &x2, double x1, double x3, double &fmin, param_t &pa, func_t &func) |
Calculate the minimum fmin of func with x2 bracketed between x1 and x3 . | |
virtual const char * | type () |
Return string denoting type ("gsl_min_brent"). | |
Data Fields | |
double | x_minimum |
Location of minimum. | |
double | x_lower |
Lower bound. | |
double | x_upper |
Upper mound. | |
double | f_minimum |
Minimum value. | |
double | f_lower |
Value at lower bound. | |
double | f_upper |
Value at upper bound. | |
Protected Member Functions | |
int | compute_f_values (func_t &func, double xminimum, double *fminimum, double xlower, double *flower, double xupper, double *fupper, param_t &pa) |
Compute the function values at the various points. | |
Protected Attributes | |
func_t * | uf |
The function. | |
param_t * | up |
The parameters. | |
Temporary storage | |
double | d |
double | e |
double | v |
double | w |
double | f_v |
double | f_w |
virtual int min_bkt | ( | double & | x2, | |
double | x1, | |||
double | x3, | |||
double & | fmin, | |||
param_t & | pa, | |||
func_t & | func | |||
) | [inline, virtual] |
Calculate the minimum fmin
of func
with x2
bracketed between x1
and x3
.
Note that this algorithm requires that the initial guess already brackets the minimum, i.e. ,
and
. This is different from cern_minimize, where the initial value of the first parameter to cern_minimize::min_bkt() is ignored.
Implements minimize< param_t, func_t >.
Definition at line 324 of file gsl_min_brent.h.
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