#include <gsl_mmin_conf.h>
Default template arguments
param_t
- no defaultfunc_t
- multi_funct<param_t>vec_t
- ovector_basealloc_vec_t
- ovectoralloc_t
- ovector_allocdfunc_t
- grad_funct<param_t,ovector_base>auto_grad_t
- gradient<param_t,func_t,ovector_base>def_auto_grad_t
- simple_grad<param_t,func_t,ovector_base> Definition at line 63 of file gsl_mmin_conf.h.
Public Member Functions | |
int | base_set (func_t &ufunc, param_t &pa, auto_grad_t &u_def_grad) |
Set the function. | |
int | base_set_de (func_t &ufunc, dfunc_t &udfunc, param_t &pa) |
Set the function and the gradient . | |
int | base_allocate (size_t nn) |
Allocate memory. | |
int | base_free () |
Clear allocated memory. | |
Data Fields | |
double | deriv_h |
Stepsize for finite-differencing ( default ![]() | |
int | nmaxiter |
Maximum iterations for line minimization (default 10). | |
def_auto_grad_t | def_grad |
Default automatic gradient object. | |
Protected Member Functions | |
void | take_step (const gsl_vector *x, const gsl_vector *px, double stepx, double lambda, gsl_vector *x1x, gsl_vector *dx) |
Take a step. | |
void | intermediate_point (const gsl_vector *x, const gsl_vector *px, double lambda, double pg, double stepa, double stepc, double fa, double fc, gsl_vector *x1x, gsl_vector *dx, gsl_vector *gradient, double *stepx, double *f) |
Line minimization. | |
void | minimize (const gsl_vector *x, const gsl_vector *xp, double lambda, double stepa, double stepb, double stepc, double fa, double fb, double fc, double xtol, gsl_vector *x1x, gsl_vector *dx1x, gsl_vector *x2x, gsl_vector *dx2x, gsl_vector *gradient, double *xstep, double *f, double *gnorm_u) |
Perform the minimization. | |
Protected Attributes | |
func_t * | func |
User-specified function. | |
dfunc_t * | grad |
User-specified gradient. | |
auto_grad_t * | agrad |
Automatic gradient object. | |
bool | grad_given |
If true, a gradient has been specified. | |
param_t * | params |
User-specified parameter. | |
size_t | dim |
Memory size. | |
alloc_t | ao |
Memory allocation. | |
alloc_vec_t | avt |
Temporary vector. | |
alloc_vec_t | avt2 |
Temporary vector. |
void intermediate_point | ( | const gsl_vector * | x, | |
const gsl_vector * | px, | |||
double | lambda, | |||
double | pg, | |||
double | stepa, | |||
double | stepc, | |||
double | fa, | |||
double | fc, | |||
gsl_vector * | x1x, | |||
gsl_vector * | dx, | |||
gsl_vector * | gradient, | |||
double * | stepx, | |||
double * | f | |||
) | [inline, protected] |
Do a line minimisation in the region (xa,fa) (xc,fc) to find an intermediate (xb,fb) satisifying fa > fb < fc. Choose an initial xb based on parabolic interpolation
Definition at line 123 of file gsl_mmin_conf.h.
void minimize | ( | const gsl_vector * | x, | |
const gsl_vector * | xp, | |||
double | lambda, | |||
double | stepa, | |||
double | stepb, | |||
double | stepc, | |||
double | fa, | |||
double | fb, | |||
double | fc, | |||
double | xtol, | |||
gsl_vector * | x1x, | |||
gsl_vector * | dx1x, | |||
gsl_vector * | x2x, | |||
gsl_vector * | dx2x, | |||
gsl_vector * | gradient, | |||
double * | xstep, | |||
double * | f, | |||
double * | gnorm_u | |||
) | [inline, protected] |
Starting at (x0, f0) move along the direction p to find a minimum f(x0 - lambda * p), returning the new point x1 = x0-lambda*p, f1=f(x1) and g1 = grad(f) at x1.
Definition at line 179 of file gsl_mmin_conf.h.
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