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BrentMinimizer1D.cxx
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1 // @(#)root/mathcore:$Id$
2 // Author: David Gonzalez Maline 2/2008
3  /**********************************************************************
4  * *
5  * Copyright (c) 2004 Maline, CERN/PH-SFT *
6  * *
7  * This library is free software; you can redistribute it and/or *
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12  * This library is distributed in the hope that it will be useful, *
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23 
24 // Header file for class BrentMinimizer1D
25 //
26 // Created by: Maline at Mon Feb 4 09:32:36 2008
27 //
28 //
29 
30 #include "Math/BrentMinimizer1D.h"
31 #include "Math/BrentMethods.h"
32 #include "Math/IFunction.h"
33 #include "Math/IFunctionfwd.h"
34 
35 #include "Math/Error.h"
36 
37 namespace ROOT {
38 namespace Math {
39 
40 static int gDefaultNpx = 100; // default nunmber of points used in the grid to bracked the minimum
41 static int gDefaultNSearch = 10; // nnumber of time the iteration (bracketing -Brent ) is repeted
42 
43 
45  fFunction(0),
46  fLogScan(false), fNIter(0),
47  fNpx(0), fStatus(-1),
48  fXMin(0), fXMax(0), fXMinimum(0)
49 {
50 // Default Constructor.
51  fNpx = gDefaultNpx;
52 }
53 
55 
57 
58 
59 void BrentMinimizer1D::SetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup)
60 {
61 // Sets function to be minimized.
62 
63  fFunction = &f;
64  fStatus = -1; // reset the status
65 
66  if (xlow >= xup)
67  {
68  double tmp = xlow;
69  xlow = xup;
70  xup = tmp;
71  }
72  fXMin = xlow;
73  fXMax = xup;
74 }
75 
76 
77 
79 { return (*fFunction)(fXMinimum); }
80 
82 { return (*fFunction)(fXMin); }
83 
85 { return (*fFunction)(fXMax); }
86 
87 bool BrentMinimizer1D::Minimize( int maxIter, double absTol , double relTol)
88 {
89 // Find minimum position iterating until convergence specified by the
90 // absolute and relative tolerance or the maximum number of iteration
91 // is reached.
92 // repet search (Bracketing + Brent) until max number of search is reached (default is 10)
93 // maxITer refers to the iterations inside the Brent algorithm
94 
95  if (!fFunction) {
96  MATH_ERROR_MSG("BrentMinimizer1D::Minimize", "Function has not been set");
97  return false;
98  }
99 
100  if (fLogScan && fXMin <= 0) {
101  MATH_ERROR_MSG("BrentMinimizer1D::Minimize", "xmin is < 0 and log scan is set - disable it");
102  fLogScan = false;
103  }
104 
105  fNIter = 0;
106  fStatus = -1;
107 
108  double xmin = fXMin;
109  double xmax = fXMax;
110 
111  int maxIter1 = gDefaultNSearch; // external loop (number of search )
112  int maxIter2 = maxIter; // internal loop inside the Brent algorithm
113 
114  int niter1 = 0;
115  int niter2 = 0;
116  bool ok = false;
117  while (!ok){
118  if (niter1 > maxIter1){
119  MATH_ERROR_MSG("BrentMinimizer1D::Minimize", "Search didn't converge");
120  fStatus = -2;
121  return false;
122  }
124  x = BrentMethods::MinimBrent(fFunction, 0, xmin, xmax, x, 0, ok, niter2, absTol, relTol, maxIter2 );
125  fNIter += niter2; // count the total number of iterations
126  niter1++;
127  fXMinimum = x;
128  }
129 
130  fStatus = 0;
131  return true;
132 }
133 
134 
135 const char * BrentMinimizer1D::Name() const
136 { return "BrentMinimizer1D"; }
137 
138 } // Namespace Math
139 
140 } // Namespace ROOT
float xmin
Definition: THbookFile.cxx:93
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
Definition: IFunction.h:135
Returns the available number of logical cores.
Definition: StringConv.hxx:21
double MinimStep(const IGenFunction *f, int type, double &xmin, double &xmax, double fy, int npx=100, bool useLog=false)
Grid search implementation, used to bracket the minimum and later use Brent&#39;s method with the bracket...
double MinimBrent(const IGenFunction *f, int type, double &xmin, double &xmax, double xmiddle, double fy, bool &ok, int &niter, double epsabs=1.E-8, double epsrel=1.E-10, int maxiter=100)
Finds a minimum of a function, if the function is unimodal between xmin and xmax This method uses a c...
static int gDefaultNSearch
static void SetDefaultNSearch(int n)
set number of times the bracketing search in combination with is done to find a good interval Default...
#define f(i)
Definition: RSha256.hxx:104
const IGenFunction * fFunction
Double_t x[n]
Definition: legend1.C:17
#define MATH_ERROR_MSG(loc, str)
Definition: Error.h:82
virtual double FValUpper() const
Return function value at current upper bound of the minimization interval.
virtual double FValLower() const
Return function value at current lower bound of the minimization interval.
static int gDefaultNpx
virtual const char * Name() const
Return name of minimization algorithm ("BrentMinimizer1D")
void SetFunction(const ROOT::Math::IGenFunction &f, double xlow, double xup)
Sets function to be minimized.
float xmax
Definition: THbookFile.cxx:93
virtual double FValMinimum() const
Return function value at current estimate of the minimum.
Interface class for numerical methods for one-dimensional minimization.
Definition: IMinimizer1D.h:50
Namespace for new Math classes and functions.
static void SetDefaultNpx(int npx)
set number of default Npx used at construction time (when SetNpx is not called) Default value is 100 ...
virtual bool Minimize(int maxIter, double absTol=1.E-8, double relTol=1.E-10)
Find minimum position iterating until convergence specified by the absolute and relative tolerance or...
BrentMinimizer1D()
Default Constructor.
const Int_t n
Definition: legend1.C:16