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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 *
8 * modify it under the terms of the GNU General Public License *
9 * as published by the Free Software Foundation; either version 2 *
10 * of the License, or (at your option) any later version. *
11 * *
12 * This library is distributed in the hope that it will be useful, *
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of *
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
15 * General Public License for more details. *
16 * *
17 * You should have received a copy of the GNU General Public License *
18 * along with this library (see file COPYING); if not, write *
19 * to the Free Software Foundation, Inc., 59 Temple Place, Suite *
20 * 330, Boston, MA 02111-1307 USA, or contact the author. *
21 * *
22 **********************************************************************/
23
24// Header file for class BrentMinimizer1D
25//
26// Created by: Maline at Mon Feb 4 09:32:36 2008
27//
28//
29
31#include "Math/BrentMethods.h"
32#include "Math/IFunction.h"
33#include "Math/IFunctionfwd.h"
34
35#include "Math/Error.h"
36
37namespace ROOT {
38namespace Math {
39
40static int gDefaultNpx = 100; // default nunmber of points used in the grid to bracked the minimum
41static 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.
52}
53
55
57
58
59void 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
87bool 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
135const char * BrentMinimizer1D::Name() const
136{ return "BrentMinimizer1D"; }
137
138} // Namespace Math
139
140} // Namespace ROOT
#define MATH_ERROR_MSG(loc, str)
Definition: Error.h:83
#define f(i)
Definition: RSha256.hxx:104
float xmin
Definition: THbookFile.cxx:95
float xmax
Definition: THbookFile.cxx:95
const IGenFunction * fFunction
static void SetDefaultNSearch(int n)
set number of times the bracketing search in combination with is done to find a good interval Default...
virtual double FValUpper() const
Return function value at current upper bound of the minimization interval.
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...
virtual const char * Name() const
Return name of minimization algorithm ("BrentMinimizer1D")
virtual double FValLower() const
Return function value at current lower bound of the minimization interval.
void SetFunction(const ROOT::Math::IGenFunction &f, double xlow, double xup)
Sets function to be minimized.
static void SetDefaultNpx(int npx)
set number of default Npx used at construction time (when SetNpx is not called) Default value is 100
BrentMinimizer1D()
Default Constructor.
virtual double FValMinimum() const
Return function value at current estimate of the minimum.
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
Definition: IFunction.h:135
Interface class for numerical methods for one-dimensional minimization.
Definition: IMinimizer1D.h:50
Double_t x[n]
Definition: legend1.C:17
const Int_t n
Definition: legend1.C:16
Namespace for new Math classes and functions.
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'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 gDefaultNpx
static int gDefaultNSearch
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...