maspack.numerics

Class GoldenSectionSearch

java.lang.Object

maspack.numerics.GoldenSectionSearch

public class GoldenSectionSearch
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
GoldenSectionSearch()

Method Summary

Modifier and Type	Method and Description
static double	minimize(Function1x1 f, double a, double b, double tol, double ftol) Performs a Golden Section Search to find the minimum of a function f in the range [a, b]
static double	minimize(Function1x1 func, double a, double fa, double b, double fb, double eps, double feps) Implementation of a modified Golden section search for minimizing |f(s)|, guaranteeing that the final call to func is at the returned minimum

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GoldenSectionSearch

public GoldenSectionSearch()

Method Detail

minimize

public static double minimize(Function1x1 f,
                              double a,
                              double b,
                              double tol,
                              double ftol)

Performs a Golden Section Search to find the minimum of a function f in the range [a, b]

Parameters:

f - function to minimize

a - lower bound of minimizer

b - upper bound of minimizer

tol - tolerance for answer ( iterations will stop if b-a < tol)

ftol - function tolerance (iterations will stop if f(c) doesn't seem to vary outside this range within bounds)

Returns:

minimizing input c

minimize

public static double minimize(Function1x1 func,
                              double a,
                              double fa,
                              double b,
                              double fb,
                              double eps,
                              double feps)

Implementation of a modified Golden section search for minimizing |f(s)|, guaranteeing that the final call to func is at the returned minimum

Parameters:

a - left-side of search interval

fa - f(a)

b - right-side of search interval

fb - f(b)

eps - tolerance for interval [a,b]

feps - tolerance for function evaluation, |f(s)| < feps considered a root

func - function to evaluate

Returns:

function minimizer